CME Euro FX (E) Future June 2018
| Trading Metrics calculated at close of trading on 24-Apr-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Apr-2018 |
24-Apr-2018 |
Change |
Change % |
Previous Week |
| Open |
1.2330 |
1.2255 |
-0.0075 |
-0.6% |
1.2385 |
| High |
1.2339 |
1.2294 |
-0.0046 |
-0.4% |
1.2469 |
| Low |
1.2247 |
1.2230 |
-0.0017 |
-0.1% |
1.2299 |
| Close |
1.2254 |
1.2285 |
0.0032 |
0.3% |
1.2333 |
| Range |
0.0092 |
0.0064 |
-0.0029 |
-31.0% |
0.0170 |
| ATR |
0.0079 |
0.0078 |
-0.0001 |
-1.4% |
0.0000 |
| Volume |
224,199 |
212,938 |
-11,261 |
-5.0% |
1,008,736 |
|
| Daily Pivots for day following 24-Apr-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2460 |
1.2436 |
1.2320 |
|
| R3 |
1.2397 |
1.2373 |
1.2302 |
|
| R2 |
1.2333 |
1.2333 |
1.2297 |
|
| R1 |
1.2309 |
1.2309 |
1.2291 |
1.2321 |
| PP |
1.2270 |
1.2270 |
1.2270 |
1.2276 |
| S1 |
1.2246 |
1.2246 |
1.2279 |
1.2258 |
| S2 |
1.2206 |
1.2206 |
1.2273 |
|
| S3 |
1.2143 |
1.2182 |
1.2268 |
|
| S4 |
1.2079 |
1.2119 |
1.2250 |
|
|
| 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 |
1.2453 |
1.2230 |
0.0223 |
1.8% |
0.0078 |
0.6% |
25% |
False |
True |
215,476 |
| 10 |
1.2469 |
1.2230 |
0.0239 |
1.9% |
0.0071 |
0.6% |
23% |
False |
True |
197,513 |
| 20 |
1.2554 |
1.2230 |
0.0324 |
2.6% |
0.0075 |
0.6% |
17% |
False |
True |
197,472 |
| 40 |
1.2554 |
1.2230 |
0.0324 |
2.6% |
0.0083 |
0.7% |
17% |
False |
True |
160,700 |
| 60 |
1.2659 |
1.2230 |
0.0429 |
3.5% |
0.0088 |
0.7% |
13% |
False |
True |
107,612 |
| 80 |
1.2659 |
1.2032 |
0.0628 |
5.1% |
0.0090 |
0.7% |
40% |
False |
False |
80,843 |
| 100 |
1.2659 |
1.1872 |
0.0788 |
6.4% |
0.0083 |
0.7% |
53% |
False |
False |
64,858 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2563 |
|
2.618 |
1.2460 |
|
1.618 |
1.2396 |
|
1.000 |
1.2357 |
|
0.618 |
1.2333 |
|
HIGH |
1.2294 |
|
0.618 |
1.2269 |
|
0.500 |
1.2262 |
|
0.382 |
1.2254 |
|
LOW |
1.2230 |
|
0.618 |
1.2191 |
|
1.000 |
1.2167 |
|
1.618 |
1.2127 |
|
2.618 |
1.2064 |
|
4.250 |
1.1960 |
|
|
| Fisher Pivots for day following 24-Apr-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.2277 |
1.2317 |
| PP |
1.2270 |
1.2306 |
| S1 |
1.2262 |
1.2296 |
|