CME Euro FX (E) Future June 2018
| Trading Metrics calculated at close of trading on 23-Apr-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Apr-2018 |
23-Apr-2018 |
Change |
Change % |
Previous Week |
| Open |
1.2395 |
1.2330 |
-0.0065 |
-0.5% |
1.2385 |
| High |
1.2404 |
1.2339 |
-0.0065 |
-0.5% |
1.2469 |
| Low |
1.2299 |
1.2247 |
-0.0052 |
-0.4% |
1.2299 |
| Close |
1.2333 |
1.2254 |
-0.0079 |
-0.6% |
1.2333 |
| Range |
0.0105 |
0.0092 |
-0.0013 |
-12.0% |
0.0170 |
| ATR |
0.0078 |
0.0079 |
0.0001 |
1.2% |
0.0000 |
| Volume |
231,789 |
224,199 |
-7,590 |
-3.3% |
1,008,736 |
|
| Daily Pivots for day following 23-Apr-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2556 |
1.2497 |
1.2304 |
|
| R3 |
1.2464 |
1.2405 |
1.2279 |
|
| R2 |
1.2372 |
1.2372 |
1.2270 |
|
| R1 |
1.2313 |
1.2313 |
1.2262 |
1.2296 |
| PP |
1.2280 |
1.2280 |
1.2280 |
1.2272 |
| S1 |
1.2221 |
1.2221 |
1.2245 |
1.2204 |
| S2 |
1.2188 |
1.2188 |
1.2237 |
|
| S3 |
1.2096 |
1.2129 |
1.2228 |
|
| S4 |
1.2004 |
1.2037 |
1.2203 |
|
|
| Weekly Pivots for week ending 20-Apr-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2875 |
1.2773 |
1.2426 |
|
| R3 |
1.2706 |
1.2604 |
1.2379 |
|
| R2 |
1.2536 |
1.2536 |
1.2364 |
|
| R1 |
1.2434 |
1.2434 |
1.2348 |
1.2401 |
| PP |
1.2367 |
1.2367 |
1.2367 |
1.2350 |
| S1 |
1.2265 |
1.2265 |
1.2317 |
1.2231 |
| S2 |
1.2197 |
1.2197 |
1.2301 |
|
| S3 |
1.2028 |
1.2095 |
1.2286 |
|
| S4 |
1.1858 |
1.1926 |
1.2239 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2469 |
1.2247 |
0.0222 |
1.8% |
0.0081 |
0.7% |
3% |
False |
True |
211,251 |
| 10 |
1.2469 |
1.2247 |
0.0222 |
1.8% |
0.0072 |
0.6% |
3% |
False |
True |
199,099 |
| 20 |
1.2554 |
1.2247 |
0.0307 |
2.5% |
0.0077 |
0.6% |
2% |
False |
True |
197,615 |
| 40 |
1.2554 |
1.2247 |
0.0307 |
2.5% |
0.0083 |
0.7% |
2% |
False |
True |
155,431 |
| 60 |
1.2659 |
1.2247 |
0.0412 |
3.4% |
0.0089 |
0.7% |
2% |
False |
True |
104,071 |
| 80 |
1.2659 |
1.2015 |
0.0644 |
5.3% |
0.0090 |
0.7% |
37% |
False |
False |
78,183 |
| 100 |
1.2659 |
1.1872 |
0.0788 |
6.4% |
0.0083 |
0.7% |
49% |
False |
False |
62,730 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2730 |
|
2.618 |
1.2580 |
|
1.618 |
1.2488 |
|
1.000 |
1.2431 |
|
0.618 |
1.2396 |
|
HIGH |
1.2339 |
|
0.618 |
1.2304 |
|
0.500 |
1.2293 |
|
0.382 |
1.2282 |
|
LOW |
1.2247 |
|
0.618 |
1.2190 |
|
1.000 |
1.2155 |
|
1.618 |
1.2098 |
|
2.618 |
1.2006 |
|
4.250 |
1.1856 |
|
|
| Fisher Pivots for day following 23-Apr-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.2293 |
1.2350 |
| PP |
1.2280 |
1.2318 |
| S1 |
1.2267 |
1.2286 |
|