CME Euro FX (E) Future June 2018
| Trading Metrics calculated at close of trading on 11-Apr-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Apr-2018 |
11-Apr-2018 |
Change |
Change % |
Previous Week |
| Open |
1.2384 |
1.2414 |
0.0030 |
0.2% |
1.2388 |
| High |
1.2439 |
1.2458 |
0.0020 |
0.2% |
1.2414 |
| Low |
1.2363 |
1.2407 |
0.0044 |
0.4% |
1.2277 |
| Close |
1.2421 |
1.2423 |
0.0002 |
0.0% |
1.2349 |
| Range |
0.0076 |
0.0051 |
-0.0025 |
-32.5% |
0.0138 |
| ATR |
0.0084 |
0.0082 |
-0.0002 |
-2.8% |
0.0000 |
| Volume |
228,800 |
187,587 |
-41,213 |
-18.0% |
898,119 |
|
| Daily Pivots for day following 11-Apr-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2582 |
1.2553 |
1.2451 |
|
| R3 |
1.2531 |
1.2502 |
1.2437 |
|
| R2 |
1.2480 |
1.2480 |
1.2432 |
|
| R1 |
1.2451 |
1.2451 |
1.2427 |
1.2466 |
| PP |
1.2429 |
1.2429 |
1.2429 |
1.2436 |
| S1 |
1.2400 |
1.2400 |
1.2418 |
1.2415 |
| S2 |
1.2378 |
1.2378 |
1.2413 |
|
| S3 |
1.2327 |
1.2349 |
1.2408 |
|
| S4 |
1.2276 |
1.2298 |
1.2394 |
|
|
| 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 |
1.2458 |
1.2277 |
0.0182 |
1.5% |
0.0070 |
0.6% |
80% |
True |
False |
203,753 |
| 10 |
1.2492 |
1.2277 |
0.0215 |
1.7% |
0.0073 |
0.6% |
68% |
False |
False |
192,296 |
| 20 |
1.2554 |
1.2277 |
0.0277 |
2.2% |
0.0083 |
0.7% |
53% |
False |
False |
212,844 |
| 40 |
1.2659 |
1.2254 |
0.0405 |
3.3% |
0.0088 |
0.7% |
42% |
False |
False |
116,393 |
| 60 |
1.2659 |
1.2254 |
0.0405 |
3.3% |
0.0093 |
0.8% |
42% |
False |
False |
77,931 |
| 80 |
1.2659 |
1.1906 |
0.0754 |
6.1% |
0.0088 |
0.7% |
69% |
False |
False |
58,639 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2675 |
|
2.618 |
1.2592 |
|
1.618 |
1.2541 |
|
1.000 |
1.2509 |
|
0.618 |
1.2490 |
|
HIGH |
1.2458 |
|
0.618 |
1.2439 |
|
0.500 |
1.2433 |
|
0.382 |
1.2426 |
|
LOW |
1.2407 |
|
0.618 |
1.2375 |
|
1.000 |
1.2356 |
|
1.618 |
1.2324 |
|
2.618 |
1.2273 |
|
4.250 |
1.2190 |
|
|
| Fisher Pivots for day following 11-Apr-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.2433 |
1.2412 |
| PP |
1.2429 |
1.2401 |
| S1 |
1.2426 |
1.2390 |
|