CME Euro FX (E) Future June 2018
| Trading Metrics calculated at close of trading on 09-Apr-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Apr-2018 |
09-Apr-2018 |
Change |
Change % |
Previous Week |
| Open |
1.2303 |
1.2338 |
0.0035 |
0.3% |
1.2388 |
| High |
1.2354 |
1.2393 |
0.0039 |
0.3% |
1.2414 |
| Low |
1.2277 |
1.2322 |
0.0045 |
0.4% |
1.2277 |
| Close |
1.2349 |
1.2383 |
0.0035 |
0.3% |
1.2349 |
| Range |
0.0078 |
0.0072 |
-0.0006 |
-7.7% |
0.0138 |
| ATR |
0.0086 |
0.0085 |
-0.0001 |
-1.2% |
0.0000 |
| Volume |
216,056 |
188,055 |
-28,001 |
-13.0% |
898,119 |
|
| Daily Pivots for day following 09-Apr-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2580 |
1.2553 |
1.2422 |
|
| R3 |
1.2509 |
1.2482 |
1.2403 |
|
| R2 |
1.2437 |
1.2437 |
1.2396 |
|
| R1 |
1.2410 |
1.2410 |
1.2390 |
1.2424 |
| PP |
1.2366 |
1.2366 |
1.2366 |
1.2373 |
| S1 |
1.2339 |
1.2339 |
1.2376 |
1.2352 |
| S2 |
1.2294 |
1.2294 |
1.2370 |
|
| S3 |
1.2223 |
1.2267 |
1.2363 |
|
| S4 |
1.2151 |
1.2196 |
1.2344 |
|
|
| Weekly Pivots for week ending 06-Apr-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2759 |
1.2691 |
1.2424 |
|
| R3 |
1.2621 |
1.2554 |
1.2386 |
|
| R2 |
1.2484 |
1.2484 |
1.2374 |
|
| R1 |
1.2416 |
1.2416 |
1.2361 |
1.2381 |
| PP |
1.2346 |
1.2346 |
1.2346 |
1.2329 |
| S1 |
1.2279 |
1.2279 |
1.2336 |
1.2244 |
| S2 |
1.2209 |
1.2209 |
1.2323 |
|
| S3 |
1.2071 |
1.2141 |
1.2311 |
|
| S4 |
1.1934 |
1.2004 |
1.2273 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2404 |
1.2277 |
0.0127 |
1.0% |
0.0073 |
0.6% |
84% |
False |
False |
197,062 |
| 10 |
1.2554 |
1.2277 |
0.0277 |
2.2% |
0.0082 |
0.7% |
38% |
False |
False |
196,131 |
| 20 |
1.2554 |
1.2277 |
0.0277 |
2.2% |
0.0085 |
0.7% |
38% |
False |
False |
202,253 |
| 40 |
1.2659 |
1.2254 |
0.0405 |
3.3% |
0.0088 |
0.7% |
32% |
False |
False |
106,041 |
| 60 |
1.2659 |
1.2051 |
0.0609 |
4.9% |
0.0096 |
0.8% |
55% |
False |
False |
71,013 |
| 80 |
1.2659 |
1.1872 |
0.0788 |
6.4% |
0.0088 |
0.7% |
65% |
False |
False |
53,503 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2697 |
|
2.618 |
1.2580 |
|
1.618 |
1.2509 |
|
1.000 |
1.2465 |
|
0.618 |
1.2437 |
|
HIGH |
1.2393 |
|
0.618 |
1.2366 |
|
0.500 |
1.2357 |
|
0.382 |
1.2349 |
|
LOW |
1.2322 |
|
0.618 |
1.2277 |
|
1.000 |
1.2250 |
|
1.618 |
1.2206 |
|
2.618 |
1.2134 |
|
4.250 |
1.2018 |
|
|
| Fisher Pivots for day following 09-Apr-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.2374 |
1.2367 |
| PP |
1.2366 |
1.2351 |
| S1 |
1.2357 |
1.2335 |
|