CME Euro FX (E) Future June 2018
| Trading Metrics calculated at close of trading on 10-Apr-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Apr-2018 |
10-Apr-2018 |
Change |
Change % |
Previous Week |
| Open |
1.2338 |
1.2384 |
0.0046 |
0.4% |
1.2388 |
| High |
1.2393 |
1.2439 |
0.0046 |
0.4% |
1.2414 |
| Low |
1.2322 |
1.2363 |
0.0042 |
0.3% |
1.2277 |
| Close |
1.2383 |
1.2421 |
0.0038 |
0.3% |
1.2349 |
| Range |
0.0072 |
0.0076 |
0.0004 |
5.6% |
0.0138 |
| ATR |
0.0085 |
0.0084 |
-0.0001 |
-0.8% |
0.0000 |
| Volume |
188,055 |
228,800 |
40,745 |
21.7% |
898,119 |
|
| Daily Pivots for day following 10-Apr-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2634 |
1.2603 |
1.2463 |
|
| R3 |
1.2559 |
1.2528 |
1.2442 |
|
| R2 |
1.2483 |
1.2483 |
1.2435 |
|
| R1 |
1.2452 |
1.2452 |
1.2428 |
1.2468 |
| PP |
1.2408 |
1.2408 |
1.2408 |
1.2415 |
| S1 |
1.2377 |
1.2377 |
1.2414 |
1.2392 |
| S2 |
1.2332 |
1.2332 |
1.2407 |
|
| S3 |
1.2257 |
1.2301 |
1.2400 |
|
| S4 |
1.2181 |
1.2226 |
1.2379 |
|
|
| 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 |
1.2439 |
1.2277 |
0.0162 |
1.3% |
0.0071 |
0.6% |
89% |
True |
False |
200,118 |
| 10 |
1.2554 |
1.2277 |
0.0277 |
2.2% |
0.0079 |
0.6% |
52% |
False |
False |
197,431 |
| 20 |
1.2554 |
1.2277 |
0.0277 |
2.2% |
0.0086 |
0.7% |
52% |
False |
False |
209,987 |
| 40 |
1.2659 |
1.2254 |
0.0405 |
3.3% |
0.0088 |
0.7% |
41% |
False |
False |
111,727 |
| 60 |
1.2659 |
1.2156 |
0.0503 |
4.0% |
0.0095 |
0.8% |
53% |
False |
False |
74,822 |
| 80 |
1.2659 |
1.1887 |
0.0772 |
6.2% |
0.0088 |
0.7% |
69% |
False |
False |
56,359 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2759 |
|
2.618 |
1.2636 |
|
1.618 |
1.2561 |
|
1.000 |
1.2514 |
|
0.618 |
1.2485 |
|
HIGH |
1.2439 |
|
0.618 |
1.2410 |
|
0.500 |
1.2401 |
|
0.382 |
1.2392 |
|
LOW |
1.2363 |
|
0.618 |
1.2316 |
|
1.000 |
1.2288 |
|
1.618 |
1.2241 |
|
2.618 |
1.2165 |
|
4.250 |
1.2042 |
|
|
| Fisher Pivots for day following 10-Apr-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.2414 |
1.2400 |
| PP |
1.2408 |
1.2379 |
| S1 |
1.2401 |
1.2358 |
|