CME Euro FX (E) Future June 2018
| Trading Metrics calculated at close of trading on 16-Mar-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Mar-2018 |
16-Mar-2018 |
Change |
Change % |
Previous Week |
| Open |
1.2461 |
1.2392 |
-0.0069 |
-0.5% |
1.2399 |
| High |
1.2474 |
1.2424 |
-0.0050 |
-0.4% |
1.2504 |
| Low |
1.2390 |
1.2347 |
-0.0043 |
-0.3% |
1.2347 |
| Close |
1.2394 |
1.2371 |
-0.0023 |
-0.2% |
1.2371 |
| Range |
0.0084 |
0.0077 |
-0.0007 |
-8.3% |
0.0157 |
| ATR |
0.0089 |
0.0088 |
-0.0001 |
-1.0% |
0.0000 |
| Volume |
234,370 |
329,944 |
95,574 |
40.8% |
974,224 |
|
| Daily Pivots for day following 16-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2612 |
1.2568 |
1.2413 |
|
| R3 |
1.2535 |
1.2491 |
1.2392 |
|
| R2 |
1.2458 |
1.2458 |
1.2385 |
|
| R1 |
1.2414 |
1.2414 |
1.2378 |
1.2398 |
| PP |
1.2381 |
1.2381 |
1.2381 |
1.2372 |
| S1 |
1.2337 |
1.2337 |
1.2364 |
1.2321 |
| S2 |
1.2304 |
1.2304 |
1.2357 |
|
| S3 |
1.2227 |
1.2260 |
1.2350 |
|
| S4 |
1.2150 |
1.2183 |
1.2329 |
|
|
| Weekly Pivots for week ending 16-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2878 |
1.2782 |
1.2457 |
|
| R3 |
1.2721 |
1.2625 |
1.2414 |
|
| R2 |
1.2564 |
1.2564 |
1.2400 |
|
| R1 |
1.2468 |
1.2468 |
1.2385 |
1.2438 |
| PP |
1.2407 |
1.2407 |
1.2407 |
1.2392 |
| S1 |
1.2311 |
1.2311 |
1.2357 |
1.2281 |
| S2 |
1.2250 |
1.2250 |
1.2342 |
|
| S3 |
1.2093 |
1.2154 |
1.2328 |
|
| S4 |
1.1936 |
1.1997 |
1.2285 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2504 |
1.2347 |
0.0157 |
1.3% |
0.0075 |
0.6% |
15% |
False |
True |
194,844 |
| 10 |
1.2547 |
1.2347 |
0.0200 |
1.6% |
0.0082 |
0.7% |
12% |
False |
True |
112,011 |
| 20 |
1.2659 |
1.2254 |
0.0405 |
3.3% |
0.0088 |
0.7% |
29% |
False |
False |
58,239 |
| 40 |
1.2659 |
1.2254 |
0.0405 |
3.3% |
0.0095 |
0.8% |
29% |
False |
False |
29,632 |
| 60 |
1.2659 |
1.1934 |
0.0726 |
5.9% |
0.0089 |
0.7% |
60% |
False |
False |
19,896 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2751 |
|
2.618 |
1.2626 |
|
1.618 |
1.2549 |
|
1.000 |
1.2501 |
|
0.618 |
1.2472 |
|
HIGH |
1.2424 |
|
0.618 |
1.2395 |
|
0.500 |
1.2386 |
|
0.382 |
1.2376 |
|
LOW |
1.2347 |
|
0.618 |
1.2299 |
|
1.000 |
1.2270 |
|
1.618 |
1.2222 |
|
2.618 |
1.2145 |
|
4.250 |
1.2020 |
|
|
| Fisher Pivots for day following 16-Mar-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.2386 |
1.2426 |
| PP |
1.2381 |
1.2407 |
| S1 |
1.2376 |
1.2389 |
|