CME Euro FX (E) Future June 2018
| Trading Metrics calculated at close of trading on 29-Mar-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Mar-2018 |
29-Mar-2018 |
Change |
Change % |
Previous Week |
| Open |
1.2478 |
1.2380 |
-0.0099 |
-0.8% |
1.2376 |
| High |
1.2492 |
1.2404 |
-0.0088 |
-0.7% |
1.2468 |
| Low |
1.2369 |
1.2352 |
-0.0017 |
-0.1% |
1.2324 |
| Close |
1.2381 |
1.2359 |
-0.0023 |
-0.2% |
1.2447 |
| Range |
0.0123 |
0.0052 |
-0.0071 |
-57.7% |
0.0144 |
| ATR |
0.0096 |
0.0093 |
-0.0003 |
-3.3% |
0.0000 |
| Volume |
228,413 |
191,994 |
-36,419 |
-15.9% |
1,109,527 |
|
| Daily Pivots for day following 29-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2528 |
1.2495 |
1.2387 |
|
| R3 |
1.2476 |
1.2443 |
1.2373 |
|
| R2 |
1.2424 |
1.2424 |
1.2368 |
|
| R1 |
1.2391 |
1.2391 |
1.2363 |
1.2381 |
| PP |
1.2372 |
1.2372 |
1.2372 |
1.2367 |
| S1 |
1.2339 |
1.2339 |
1.2354 |
1.2329 |
| S2 |
1.2320 |
1.2320 |
1.2349 |
|
| S3 |
1.2268 |
1.2287 |
1.2344 |
|
| S4 |
1.2216 |
1.2235 |
1.2330 |
|
|
| 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 |
1.2352 |
0.0202 |
1.6% |
0.0092 |
0.7% |
3% |
False |
True |
212,207 |
| 10 |
1.2554 |
1.2324 |
0.0230 |
1.9% |
0.0096 |
0.8% |
15% |
False |
False |
231,460 |
| 20 |
1.2554 |
1.2324 |
0.0230 |
1.9% |
0.0090 |
0.7% |
15% |
False |
False |
155,580 |
| 40 |
1.2659 |
1.2254 |
0.0405 |
3.3% |
0.0095 |
0.8% |
26% |
False |
False |
79,082 |
| 60 |
1.2659 |
1.2040 |
0.0619 |
5.0% |
0.0096 |
0.8% |
51% |
False |
False |
52,938 |
| 80 |
1.2659 |
1.1872 |
0.0788 |
6.4% |
0.0086 |
0.7% |
62% |
False |
False |
39,944 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2625 |
|
2.618 |
1.2540 |
|
1.618 |
1.2488 |
|
1.000 |
1.2456 |
|
0.618 |
1.2436 |
|
HIGH |
1.2404 |
|
0.618 |
1.2384 |
|
0.500 |
1.2378 |
|
0.382 |
1.2372 |
|
LOW |
1.2352 |
|
0.618 |
1.2320 |
|
1.000 |
1.2300 |
|
1.618 |
1.2268 |
|
2.618 |
1.2216 |
|
4.250 |
1.2131 |
|
|
| Fisher Pivots for day following 29-Mar-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.2378 |
1.2453 |
| PP |
1.2372 |
1.2421 |
| S1 |
1.2365 |
1.2390 |
|