CME Euro FX (E) Future June 2018
| Trading Metrics calculated at close of trading on 26-Mar-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Mar-2018 |
26-Mar-2018 |
Change |
Change % |
Previous Week |
| Open |
1.2386 |
1.2437 |
0.0051 |
0.4% |
1.2376 |
| High |
1.2454 |
1.2540 |
0.0087 |
0.7% |
1.2468 |
| Low |
1.2385 |
1.2431 |
0.0046 |
0.4% |
1.2324 |
| Close |
1.2447 |
1.2534 |
0.0088 |
0.7% |
1.2447 |
| Range |
0.0069 |
0.0109 |
0.0041 |
59.1% |
0.0144 |
| ATR |
0.0091 |
0.0093 |
0.0001 |
1.4% |
0.0000 |
| Volume |
185,899 |
215,794 |
29,895 |
16.1% |
1,109,527 |
|
| Daily Pivots for day following 26-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2829 |
1.2790 |
1.2594 |
|
| R3 |
1.2720 |
1.2681 |
1.2564 |
|
| R2 |
1.2611 |
1.2611 |
1.2554 |
|
| R1 |
1.2572 |
1.2572 |
1.2544 |
1.2592 |
| PP |
1.2502 |
1.2502 |
1.2502 |
1.2511 |
| S1 |
1.2463 |
1.2463 |
1.2524 |
1.2483 |
| S2 |
1.2393 |
1.2393 |
1.2514 |
|
| S3 |
1.2284 |
1.2354 |
1.2504 |
|
| S4 |
1.2175 |
1.2245 |
1.2474 |
|
|
| Weekly Pivots for week ending 23-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2845 |
1.2790 |
1.2526 |
|
| R3 |
1.2701 |
1.2646 |
1.2486 |
|
| R2 |
1.2557 |
1.2557 |
1.2473 |
|
| R1 |
1.2502 |
1.2502 |
1.2460 |
1.2529 |
| PP |
1.2413 |
1.2413 |
1.2413 |
1.2426 |
| S1 |
1.2358 |
1.2358 |
1.2433 |
1.2385 |
| S2 |
1.2269 |
1.2269 |
1.2420 |
|
| S3 |
1.2125 |
1.2214 |
1.2407 |
|
| S4 |
1.1981 |
1.2070 |
1.2367 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2540 |
1.2324 |
0.0217 |
1.7% |
0.0101 |
0.8% |
97% |
True |
False |
219,129 |
| 10 |
1.2540 |
1.2324 |
0.0217 |
1.7% |
0.0093 |
0.7% |
97% |
True |
False |
222,542 |
| 20 |
1.2547 |
1.2254 |
0.0293 |
2.3% |
0.0090 |
0.7% |
96% |
False |
False |
123,927 |
| 40 |
1.2659 |
1.2254 |
0.0405 |
3.2% |
0.0095 |
0.8% |
69% |
False |
False |
62,682 |
| 60 |
1.2659 |
1.2032 |
0.0628 |
5.0% |
0.0095 |
0.8% |
80% |
False |
False |
41,967 |
| 80 |
1.2659 |
1.1872 |
0.0788 |
6.3% |
0.0085 |
0.7% |
84% |
False |
False |
31,704 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3003 |
|
2.618 |
1.2825 |
|
1.618 |
1.2716 |
|
1.000 |
1.2649 |
|
0.618 |
1.2607 |
|
HIGH |
1.2540 |
|
0.618 |
1.2498 |
|
0.500 |
1.2486 |
|
0.382 |
1.2473 |
|
LOW |
1.2431 |
|
0.618 |
1.2364 |
|
1.000 |
1.2322 |
|
1.618 |
1.2255 |
|
2.618 |
1.2146 |
|
4.250 |
1.1968 |
|
|
| Fisher Pivots for day following 26-Mar-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.2518 |
1.2507 |
| PP |
1.2502 |
1.2480 |
| S1 |
1.2486 |
1.2452 |
|