CME Euro FX (E) Future June 2018
| Trading Metrics calculated at close of trading on 20-Mar-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Mar-2018 |
20-Mar-2018 |
Change |
Change % |
Previous Week |
| Open |
1.2376 |
1.2420 |
0.0044 |
0.4% |
1.2399 |
| High |
1.2446 |
1.2440 |
-0.0006 |
0.0% |
1.2504 |
| Low |
1.2343 |
1.2324 |
-0.0020 |
-0.2% |
1.2347 |
| Close |
1.2444 |
1.2336 |
-0.0108 |
-0.9% |
1.2371 |
| Range |
0.0103 |
0.0117 |
0.0014 |
13.7% |
0.0157 |
| ATR |
0.0089 |
0.0091 |
0.0002 |
2.5% |
0.0000 |
| Volume |
229,672 |
194,101 |
-35,571 |
-15.5% |
974,224 |
|
| Daily Pivots for day following 20-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2716 |
1.2642 |
1.2400 |
|
| R3 |
1.2599 |
1.2526 |
1.2368 |
|
| R2 |
1.2483 |
1.2483 |
1.2357 |
|
| R1 |
1.2409 |
1.2409 |
1.2346 |
1.2388 |
| PP |
1.2366 |
1.2366 |
1.2366 |
1.2356 |
| S1 |
1.2293 |
1.2293 |
1.2325 |
1.2271 |
| S2 |
1.2250 |
1.2250 |
1.2314 |
|
| S3 |
1.2133 |
1.2176 |
1.2303 |
|
| S4 |
1.2017 |
1.2060 |
1.2271 |
|
|
| 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 |
1.2324 |
0.0181 |
1.5% |
0.0089 |
0.7% |
7% |
False |
True |
238,689 |
| 10 |
1.2547 |
1.2324 |
0.0224 |
1.8% |
0.0087 |
0.7% |
5% |
False |
True |
152,972 |
| 20 |
1.2547 |
1.2254 |
0.0293 |
2.4% |
0.0085 |
0.7% |
28% |
False |
False |
79,295 |
| 40 |
1.2659 |
1.2254 |
0.0405 |
3.3% |
0.0097 |
0.8% |
20% |
False |
False |
40,212 |
| 60 |
1.2659 |
1.1968 |
0.0692 |
5.6% |
0.0091 |
0.7% |
53% |
False |
False |
26,950 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2935 |
|
2.618 |
1.2745 |
|
1.618 |
1.2628 |
|
1.000 |
1.2557 |
|
0.618 |
1.2512 |
|
HIGH |
1.2440 |
|
0.618 |
1.2395 |
|
0.500 |
1.2382 |
|
0.382 |
1.2368 |
|
LOW |
1.2324 |
|
0.618 |
1.2252 |
|
1.000 |
1.2207 |
|
1.618 |
1.2135 |
|
2.618 |
1.2019 |
|
4.250 |
1.1828 |
|
|
| Fisher Pivots for day following 20-Mar-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.2382 |
1.2385 |
| PP |
1.2366 |
1.2368 |
| S1 |
1.2351 |
1.2352 |
|