CME Euro FX (E) Future June 2018
| Trading Metrics calculated at close of trading on 19-Mar-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Mar-2018 |
19-Mar-2018 |
Change |
Change % |
Previous Week |
| Open |
1.2392 |
1.2376 |
-0.0016 |
-0.1% |
1.2399 |
| High |
1.2424 |
1.2446 |
0.0022 |
0.2% |
1.2504 |
| Low |
1.2347 |
1.2343 |
-0.0004 |
0.0% |
1.2347 |
| Close |
1.2371 |
1.2444 |
0.0073 |
0.6% |
1.2371 |
| Range |
0.0077 |
0.0103 |
0.0026 |
33.1% |
0.0157 |
| ATR |
0.0088 |
0.0089 |
0.0001 |
1.2% |
0.0000 |
| Volume |
329,944 |
229,672 |
-100,272 |
-30.4% |
974,224 |
|
| Daily Pivots for day following 19-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2718 |
1.2683 |
1.2500 |
|
| R3 |
1.2616 |
1.2581 |
1.2472 |
|
| R2 |
1.2513 |
1.2513 |
1.2462 |
|
| R1 |
1.2478 |
1.2478 |
1.2453 |
1.2496 |
| PP |
1.2411 |
1.2411 |
1.2411 |
1.2419 |
| S1 |
1.2376 |
1.2376 |
1.2434 |
1.2393 |
| S2 |
1.2308 |
1.2308 |
1.2425 |
|
| S3 |
1.2206 |
1.2273 |
1.2415 |
|
| S4 |
1.2103 |
1.2171 |
1.2387 |
|
|
| 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 |
1.2343 |
0.0161 |
1.3% |
0.0085 |
0.7% |
62% |
False |
True |
225,955 |
| 10 |
1.2547 |
1.2343 |
0.0204 |
1.6% |
0.0085 |
0.7% |
49% |
False |
True |
134,440 |
| 20 |
1.2547 |
1.2254 |
0.0293 |
2.4% |
0.0085 |
0.7% |
65% |
False |
False |
69,663 |
| 40 |
1.2659 |
1.2254 |
0.0405 |
3.3% |
0.0096 |
0.8% |
47% |
False |
False |
35,364 |
| 60 |
1.2659 |
1.1968 |
0.0692 |
5.6% |
0.0090 |
0.7% |
69% |
False |
False |
23,722 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2881 |
|
2.618 |
1.2714 |
|
1.618 |
1.2611 |
|
1.000 |
1.2548 |
|
0.618 |
1.2509 |
|
HIGH |
1.2446 |
|
0.618 |
1.2406 |
|
0.500 |
1.2394 |
|
0.382 |
1.2382 |
|
LOW |
1.2343 |
|
0.618 |
1.2280 |
|
1.000 |
1.2241 |
|
1.618 |
1.2177 |
|
2.618 |
1.2075 |
|
4.250 |
1.1907 |
|
|
| Fisher Pivots for day following 19-Mar-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.2427 |
1.2432 |
| PP |
1.2411 |
1.2420 |
| S1 |
1.2394 |
1.2409 |
|