CME Euro FX (E) Future June 2018
| Trading Metrics calculated at close of trading on 18-Apr-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Apr-2018 |
18-Apr-2018 |
Change |
Change % |
Previous Week |
| Open |
1.2435 |
1.2429 |
-0.0006 |
0.0% |
1.2338 |
| High |
1.2469 |
1.2451 |
-0.0018 |
-0.1% |
1.2458 |
| Low |
1.2390 |
1.2395 |
0.0005 |
0.0% |
1.2322 |
| Close |
1.2422 |
1.2431 |
0.0009 |
0.1% |
1.2389 |
| Range |
0.0079 |
0.0056 |
-0.0023 |
-28.7% |
0.0137 |
| ATR |
0.0078 |
0.0077 |
-0.0002 |
-2.0% |
0.0000 |
| Volume |
191,809 |
194,067 |
2,258 |
1.2% |
946,117 |
|
| Daily Pivots for day following 18-Apr-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2594 |
1.2568 |
1.2461 |
|
| R3 |
1.2538 |
1.2512 |
1.2446 |
|
| R2 |
1.2482 |
1.2482 |
1.2441 |
|
| R1 |
1.2456 |
1.2456 |
1.2436 |
1.2469 |
| PP |
1.2426 |
1.2426 |
1.2426 |
1.2432 |
| S1 |
1.2400 |
1.2400 |
1.2425 |
1.2413 |
| S2 |
1.2370 |
1.2370 |
1.2420 |
|
| S3 |
1.2314 |
1.2344 |
1.2415 |
|
| S4 |
1.2258 |
1.2288 |
1.2400 |
|
|
| Weekly Pivots for week ending 13-Apr-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2799 |
1.2731 |
1.2464 |
|
| R3 |
1.2663 |
1.2594 |
1.2427 |
|
| R2 |
1.2526 |
1.2526 |
1.2414 |
|
| R1 |
1.2458 |
1.2458 |
1.2402 |
1.2492 |
| PP |
1.2390 |
1.2390 |
1.2390 |
1.2407 |
| S1 |
1.2321 |
1.2321 |
1.2376 |
1.2355 |
| S2 |
1.2253 |
1.2253 |
1.2364 |
|
| S3 |
1.2117 |
1.2185 |
1.2351 |
|
| S4 |
1.1980 |
1.2048 |
1.2314 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2469 |
1.2357 |
0.0112 |
0.9% |
0.0065 |
0.5% |
66% |
False |
False |
180,846 |
| 10 |
1.2469 |
1.2277 |
0.0192 |
1.5% |
0.0067 |
0.5% |
80% |
False |
False |
192,299 |
| 20 |
1.2554 |
1.2277 |
0.0277 |
2.2% |
0.0078 |
0.6% |
56% |
False |
False |
198,384 |
| 40 |
1.2554 |
1.2254 |
0.0300 |
2.4% |
0.0081 |
0.7% |
59% |
False |
False |
138,839 |
| 60 |
1.2659 |
1.2254 |
0.0405 |
3.3% |
0.0091 |
0.7% |
44% |
False |
False |
92,936 |
| 80 |
1.2659 |
1.1968 |
0.0692 |
5.6% |
0.0088 |
0.7% |
67% |
False |
False |
69,808 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2689 |
|
2.618 |
1.2598 |
|
1.618 |
1.2542 |
|
1.000 |
1.2507 |
|
0.618 |
1.2486 |
|
HIGH |
1.2451 |
|
0.618 |
1.2430 |
|
0.500 |
1.2423 |
|
0.382 |
1.2416 |
|
LOW |
1.2395 |
|
0.618 |
1.2360 |
|
1.000 |
1.2339 |
|
1.618 |
1.2304 |
|
2.618 |
1.2248 |
|
4.250 |
1.2157 |
|
|
| Fisher Pivots for day following 18-Apr-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.2428 |
1.2429 |
| PP |
1.2426 |
1.2427 |
| S1 |
1.2423 |
1.2425 |
|