CME Euro FX (E) Future June 2018
| Trading Metrics calculated at close of trading on 09-Mar-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Mar-2018 |
09-Mar-2018 |
Change |
Change % |
Previous Week |
| Open |
1.2505 |
1.2403 |
-0.0102 |
-0.8% |
1.2441 |
| High |
1.2540 |
1.2426 |
-0.0114 |
-0.9% |
1.2547 |
| Low |
1.2390 |
1.2365 |
-0.0025 |
-0.2% |
1.2365 |
| Close |
1.2398 |
1.2406 |
0.0009 |
0.1% |
1.2406 |
| Range |
0.0150 |
0.0061 |
-0.0089 |
-59.3% |
0.0183 |
| ATR |
0.0096 |
0.0094 |
-0.0003 |
-2.6% |
0.0000 |
| Volume |
81,009 |
33,506 |
-47,503 |
-58.6% |
145,890 |
|
| Daily Pivots for day following 09-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2582 |
1.2555 |
1.2440 |
|
| R3 |
1.2521 |
1.2494 |
1.2423 |
|
| R2 |
1.2460 |
1.2460 |
1.2417 |
|
| R1 |
1.2433 |
1.2433 |
1.2412 |
1.2446 |
| PP |
1.2399 |
1.2399 |
1.2399 |
1.2405 |
| S1 |
1.2372 |
1.2372 |
1.2400 |
1.2385 |
| S2 |
1.2338 |
1.2338 |
1.2395 |
|
| S3 |
1.2277 |
1.2311 |
1.2389 |
|
| S4 |
1.2216 |
1.2250 |
1.2372 |
|
|
| Weekly Pivots for week ending 09-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2987 |
1.2879 |
1.2506 |
|
| R3 |
1.2804 |
1.2696 |
1.2456 |
|
| R2 |
1.2622 |
1.2622 |
1.2439 |
|
| R1 |
1.2514 |
1.2514 |
1.2423 |
1.2477 |
| PP |
1.2439 |
1.2439 |
1.2439 |
1.2421 |
| S1 |
1.2331 |
1.2331 |
1.2389 |
1.2294 |
| S2 |
1.2257 |
1.2257 |
1.2373 |
|
| S3 |
1.2074 |
1.2149 |
1.2356 |
|
| S4 |
1.1892 |
1.1966 |
1.2306 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2547 |
1.2365 |
0.0183 |
1.5% |
0.0090 |
0.7% |
23% |
False |
True |
29,178 |
| 10 |
1.2547 |
1.2254 |
0.0293 |
2.4% |
0.0090 |
0.7% |
52% |
False |
False |
18,119 |
| 20 |
1.2659 |
1.2254 |
0.0405 |
3.3% |
0.0092 |
0.7% |
38% |
False |
False |
9,829 |
| 40 |
1.2659 |
1.2051 |
0.0609 |
4.9% |
0.0102 |
0.8% |
58% |
False |
False |
5,393 |
| 60 |
1.2659 |
1.1872 |
0.0788 |
6.3% |
0.0089 |
0.7% |
68% |
False |
False |
3,920 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2685 |
|
2.618 |
1.2585 |
|
1.618 |
1.2524 |
|
1.000 |
1.2487 |
|
0.618 |
1.2463 |
|
HIGH |
1.2426 |
|
0.618 |
1.2402 |
|
0.500 |
1.2395 |
|
0.382 |
1.2388 |
|
LOW |
1.2365 |
|
0.618 |
1.2327 |
|
1.000 |
1.2304 |
|
1.618 |
1.2266 |
|
2.618 |
1.2205 |
|
4.250 |
1.2105 |
|
|
| Fisher Pivots for day following 09-Mar-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.2402 |
1.2456 |
| PP |
1.2399 |
1.2439 |
| S1 |
1.2395 |
1.2423 |
|