CME Euro FX (E) Future June 2018
| Trading Metrics calculated at close of trading on 04-Apr-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Apr-2018 |
04-Apr-2018 |
Change |
Change % |
Previous Week |
| Open |
1.2370 |
1.2340 |
-0.0030 |
-0.2% |
1.2437 |
| High |
1.2404 |
1.2383 |
-0.0021 |
-0.2% |
1.2554 |
| Low |
1.2320 |
1.2324 |
0.0004 |
0.0% |
1.2352 |
| Close |
1.2335 |
1.2349 |
0.0014 |
0.1% |
1.2359 |
| Range |
0.0084 |
0.0059 |
-0.0025 |
-29.3% |
0.0202 |
| ATR |
0.0090 |
0.0088 |
-0.0002 |
-2.5% |
0.0000 |
| Volume |
213,519 |
169,413 |
-44,106 |
-20.7% |
875,136 |
|
| Daily Pivots for day following 04-Apr-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2529 |
1.2498 |
1.2381 |
|
| R3 |
1.2470 |
1.2439 |
1.2365 |
|
| R2 |
1.2411 |
1.2411 |
1.2359 |
|
| R1 |
1.2380 |
1.2380 |
1.2354 |
1.2395 |
| PP |
1.2352 |
1.2352 |
1.2352 |
1.2359 |
| S1 |
1.2321 |
1.2321 |
1.2343 |
1.2336 |
| S2 |
1.2293 |
1.2293 |
1.2338 |
|
| S3 |
1.2234 |
1.2262 |
1.2332 |
|
| S4 |
1.2175 |
1.2203 |
1.2316 |
|
|
| 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 |
1.2492 |
1.2320 |
0.0172 |
1.4% |
0.0077 |
0.6% |
17% |
False |
False |
180,840 |
| 10 |
1.2554 |
1.2320 |
0.0234 |
1.9% |
0.0088 |
0.7% |
12% |
False |
False |
204,468 |
| 20 |
1.2554 |
1.2320 |
0.0234 |
1.9% |
0.0087 |
0.7% |
12% |
False |
False |
178,720 |
| 40 |
1.2659 |
1.2254 |
0.0405 |
3.3% |
0.0091 |
0.7% |
23% |
False |
False |
91,096 |
| 60 |
1.2659 |
1.2040 |
0.0619 |
5.0% |
0.0096 |
0.8% |
50% |
False |
False |
60,988 |
| 80 |
1.2659 |
1.1872 |
0.0788 |
6.4% |
0.0087 |
0.7% |
61% |
False |
False |
45,989 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2633 |
|
2.618 |
1.2537 |
|
1.618 |
1.2478 |
|
1.000 |
1.2442 |
|
0.618 |
1.2419 |
|
HIGH |
1.2383 |
|
0.618 |
1.2360 |
|
0.500 |
1.2353 |
|
0.382 |
1.2346 |
|
LOW |
1.2324 |
|
0.618 |
1.2287 |
|
1.000 |
1.2265 |
|
1.618 |
1.2228 |
|
2.618 |
1.2169 |
|
4.250 |
1.2073 |
|
|
| Fisher Pivots for day following 04-Apr-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.2353 |
1.2367 |
| PP |
1.2352 |
1.2361 |
| S1 |
1.2350 |
1.2355 |
|