CME Euro FX (E) Future June 2018
| Trading Metrics calculated at close of trading on 27-Mar-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Mar-2018 |
27-Mar-2018 |
Change |
Change % |
Previous Week |
| Open |
1.2437 |
1.2525 |
0.0088 |
0.7% |
1.2376 |
| High |
1.2540 |
1.2554 |
0.0014 |
0.1% |
1.2468 |
| Low |
1.2431 |
1.2448 |
0.0017 |
0.1% |
1.2324 |
| Close |
1.2534 |
1.2478 |
-0.0057 |
-0.5% |
1.2447 |
| Range |
0.0109 |
0.0106 |
-0.0004 |
-3.2% |
0.0144 |
| ATR |
0.0093 |
0.0094 |
0.0001 |
1.0% |
0.0000 |
| Volume |
215,794 |
238,935 |
23,141 |
10.7% |
1,109,527 |
|
| Daily Pivots for day following 27-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2810 |
1.2749 |
1.2536 |
|
| R3 |
1.2704 |
1.2644 |
1.2507 |
|
| R2 |
1.2599 |
1.2599 |
1.2497 |
|
| R1 |
1.2538 |
1.2538 |
1.2487 |
1.2516 |
| PP |
1.2493 |
1.2493 |
1.2493 |
1.2482 |
| S1 |
1.2433 |
1.2433 |
1.2468 |
1.2410 |
| S2 |
1.2388 |
1.2388 |
1.2458 |
|
| S3 |
1.2282 |
1.2327 |
1.2448 |
|
| S4 |
1.2177 |
1.2222 |
1.2419 |
|
|
| 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 |
1.2554 |
1.2326 |
0.0228 |
1.8% |
0.0099 |
0.8% |
67% |
True |
False |
228,096 |
| 10 |
1.2554 |
1.2324 |
0.0230 |
1.8% |
0.0094 |
0.8% |
67% |
True |
False |
233,392 |
| 20 |
1.2554 |
1.2254 |
0.0300 |
2.4% |
0.0089 |
0.7% |
75% |
True |
False |
135,399 |
| 40 |
1.2659 |
1.2254 |
0.0405 |
3.2% |
0.0095 |
0.8% |
55% |
False |
False |
68,643 |
| 60 |
1.2659 |
1.2040 |
0.0619 |
5.0% |
0.0096 |
0.8% |
71% |
False |
False |
45,944 |
| 80 |
1.2659 |
1.1872 |
0.0788 |
6.3% |
0.0086 |
0.7% |
77% |
False |
False |
34,690 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3002 |
|
2.618 |
1.2830 |
|
1.618 |
1.2724 |
|
1.000 |
1.2659 |
|
0.618 |
1.2619 |
|
HIGH |
1.2554 |
|
0.618 |
1.2513 |
|
0.500 |
1.2501 |
|
0.382 |
1.2488 |
|
LOW |
1.2448 |
|
0.618 |
1.2383 |
|
1.000 |
1.2343 |
|
1.618 |
1.2277 |
|
2.618 |
1.2172 |
|
4.250 |
1.2000 |
|
|
| Fisher Pivots for day following 27-Mar-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.2501 |
1.2475 |
| PP |
1.2493 |
1.2472 |
| S1 |
1.2485 |
1.2469 |
|