CME Euro FX (E) Future June 2018
| Trading Metrics calculated at close of trading on 02-Apr-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Mar-2018 |
02-Apr-2018 |
Change |
Change % |
Previous Week |
| Open |
1.2380 |
1.2388 |
0.0009 |
0.1% |
1.2437 |
| High |
1.2404 |
1.2414 |
0.0010 |
0.1% |
1.2554 |
| Low |
1.2352 |
1.2349 |
-0.0004 |
0.0% |
1.2352 |
| Close |
1.2359 |
1.2368 |
0.0010 |
0.1% |
1.2359 |
| Range |
0.0052 |
0.0066 |
0.0014 |
26.0% |
0.0202 |
| ATR |
0.0093 |
0.0091 |
-0.0002 |
-2.1% |
0.0000 |
| Volume |
191,994 |
100,862 |
-91,132 |
-47.5% |
875,136 |
|
| Daily Pivots for day following 02-Apr-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2573 |
1.2536 |
1.2404 |
|
| R3 |
1.2508 |
1.2471 |
1.2386 |
|
| R2 |
1.2442 |
1.2442 |
1.2380 |
|
| R1 |
1.2405 |
1.2405 |
1.2374 |
1.2391 |
| PP |
1.2377 |
1.2377 |
1.2377 |
1.2370 |
| S1 |
1.2340 |
1.2340 |
1.2362 |
1.2326 |
| S2 |
1.2311 |
1.2311 |
1.2356 |
|
| S3 |
1.2246 |
1.2274 |
1.2350 |
|
| S4 |
1.2180 |
1.2209 |
1.2332 |
|
|
| Weekly Pivots for week ending 30-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3026 |
1.2894 |
1.2469 |
|
| R3 |
1.2824 |
1.2692 |
1.2414 |
|
| R2 |
1.2623 |
1.2623 |
1.2395 |
|
| R1 |
1.2491 |
1.2491 |
1.2377 |
1.2456 |
| PP |
1.2421 |
1.2421 |
1.2421 |
1.2404 |
| S1 |
1.2289 |
1.2289 |
1.2340 |
1.2255 |
| S2 |
1.2220 |
1.2220 |
1.2322 |
|
| S3 |
1.2018 |
1.2088 |
1.2303 |
|
| S4 |
1.1817 |
1.1886 |
1.2248 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2554 |
1.2349 |
0.0205 |
1.7% |
0.0091 |
0.7% |
10% |
False |
True |
195,199 |
| 10 |
1.2554 |
1.2324 |
0.0230 |
1.9% |
0.0095 |
0.8% |
19% |
False |
False |
208,552 |
| 20 |
1.2554 |
1.2324 |
0.0230 |
1.9% |
0.0089 |
0.7% |
19% |
False |
False |
160,281 |
| 40 |
1.2659 |
1.2254 |
0.0405 |
3.3% |
0.0093 |
0.8% |
28% |
False |
False |
81,586 |
| 60 |
1.2659 |
1.2040 |
0.0619 |
5.0% |
0.0096 |
0.8% |
53% |
False |
False |
54,614 |
| 80 |
1.2659 |
1.1872 |
0.0788 |
6.4% |
0.0086 |
0.7% |
63% |
False |
False |
41,205 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2692 |
|
2.618 |
1.2585 |
|
1.618 |
1.2520 |
|
1.000 |
1.2480 |
|
0.618 |
1.2454 |
|
HIGH |
1.2414 |
|
0.618 |
1.2389 |
|
0.500 |
1.2381 |
|
0.382 |
1.2374 |
|
LOW |
1.2349 |
|
0.618 |
1.2308 |
|
1.000 |
1.2283 |
|
1.618 |
1.2243 |
|
2.618 |
1.2177 |
|
4.250 |
1.2070 |
|
|
| Fisher Pivots for day following 02-Apr-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.2381 |
1.2420 |
| PP |
1.2377 |
1.2403 |
| S1 |
1.2372 |
1.2385 |
|