CME Euro FX (E) Future June 2018
| Trading Metrics calculated at close of trading on 15-Mar-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Mar-2018 |
15-Mar-2018 |
Change |
Change % |
Previous Week |
| Open |
1.2483 |
1.2461 |
-0.0023 |
-0.2% |
1.2441 |
| High |
1.2504 |
1.2474 |
-0.0030 |
-0.2% |
1.2547 |
| Low |
1.2439 |
1.2390 |
-0.0049 |
-0.4% |
1.2365 |
| Close |
1.2467 |
1.2394 |
-0.0074 |
-0.6% |
1.2406 |
| Range |
0.0065 |
0.0084 |
0.0019 |
29.2% |
0.0183 |
| ATR |
0.0089 |
0.0089 |
0.0000 |
-0.4% |
0.0000 |
| Volume |
205,359 |
234,370 |
29,011 |
14.1% |
145,890 |
|
| Daily Pivots for day following 15-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2671 |
1.2616 |
1.2440 |
|
| R3 |
1.2587 |
1.2532 |
1.2417 |
|
| R2 |
1.2503 |
1.2503 |
1.2409 |
|
| R1 |
1.2448 |
1.2448 |
1.2401 |
1.2434 |
| PP |
1.2419 |
1.2419 |
1.2419 |
1.2412 |
| S1 |
1.2364 |
1.2364 |
1.2386 |
1.2350 |
| S2 |
1.2335 |
1.2335 |
1.2378 |
|
| S3 |
1.2251 |
1.2280 |
1.2370 |
|
| S4 |
1.2167 |
1.2196 |
1.2347 |
|
|
| 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 |
1.2504 |
1.2365 |
0.0140 |
1.1% |
0.0072 |
0.6% |
21% |
False |
False |
135,557 |
| 10 |
1.2547 |
1.2349 |
0.0198 |
1.6% |
0.0083 |
0.7% |
22% |
False |
False |
79,699 |
| 20 |
1.2659 |
1.2254 |
0.0405 |
3.3% |
0.0087 |
0.7% |
34% |
False |
False |
41,784 |
| 40 |
1.2659 |
1.2254 |
0.0405 |
3.3% |
0.0096 |
0.8% |
34% |
False |
False |
21,396 |
| 60 |
1.2659 |
1.1906 |
0.0754 |
6.1% |
0.0089 |
0.7% |
65% |
False |
False |
14,402 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2831 |
|
2.618 |
1.2694 |
|
1.618 |
1.2610 |
|
1.000 |
1.2558 |
|
0.618 |
1.2526 |
|
HIGH |
1.2474 |
|
0.618 |
1.2442 |
|
0.500 |
1.2432 |
|
0.382 |
1.2422 |
|
LOW |
1.2390 |
|
0.618 |
1.2338 |
|
1.000 |
1.2306 |
|
1.618 |
1.2254 |
|
2.618 |
1.2170 |
|
4.250 |
1.2033 |
|
|
| Fisher Pivots for day following 15-Mar-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.2432 |
1.2447 |
| PP |
1.2419 |
1.2429 |
| S1 |
1.2406 |
1.2411 |
|