CME Euro FX (E) Future June 2018
| Trading Metrics calculated at close of trading on 25-Apr-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Apr-2018 |
25-Apr-2018 |
Change |
Change % |
Previous Week |
| Open |
1.2255 |
1.2280 |
0.0025 |
0.2% |
1.2385 |
| High |
1.2294 |
1.2286 |
-0.0008 |
-0.1% |
1.2469 |
| Low |
1.2230 |
1.2206 |
-0.0024 |
-0.2% |
1.2299 |
| Close |
1.2285 |
1.2224 |
-0.0061 |
-0.5% |
1.2333 |
| Range |
0.0064 |
0.0080 |
0.0017 |
26.0% |
0.0170 |
| ATR |
0.0078 |
0.0078 |
0.0000 |
0.2% |
0.0000 |
| Volume |
212,938 |
205,367 |
-7,571 |
-3.6% |
1,008,736 |
|
| Daily Pivots for day following 25-Apr-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2479 |
1.2431 |
1.2268 |
|
| R3 |
1.2399 |
1.2351 |
1.2246 |
|
| R2 |
1.2319 |
1.2319 |
1.2239 |
|
| R1 |
1.2271 |
1.2271 |
1.2231 |
1.2255 |
| PP |
1.2239 |
1.2239 |
1.2239 |
1.2231 |
| S1 |
1.2191 |
1.2191 |
1.2217 |
1.2175 |
| S2 |
1.2159 |
1.2159 |
1.2209 |
|
| S3 |
1.2079 |
1.2111 |
1.2202 |
|
| S4 |
1.1999 |
1.2031 |
1.2180 |
|
|
| 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 |
1.2206 |
0.0247 |
2.0% |
0.0083 |
0.7% |
7% |
False |
True |
217,736 |
| 10 |
1.2469 |
1.2206 |
0.0263 |
2.1% |
0.0074 |
0.6% |
7% |
False |
True |
199,291 |
| 20 |
1.2492 |
1.2206 |
0.0286 |
2.3% |
0.0074 |
0.6% |
6% |
False |
True |
195,794 |
| 40 |
1.2554 |
1.2206 |
0.0348 |
2.8% |
0.0081 |
0.7% |
5% |
False |
True |
165,596 |
| 60 |
1.2659 |
1.2206 |
0.0453 |
3.7% |
0.0088 |
0.7% |
4% |
False |
True |
111,027 |
| 80 |
1.2659 |
1.2040 |
0.0619 |
5.1% |
0.0090 |
0.7% |
30% |
False |
False |
83,407 |
| 100 |
1.2659 |
1.1872 |
0.0788 |
6.4% |
0.0083 |
0.7% |
45% |
False |
False |
66,911 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2626 |
|
2.618 |
1.2495 |
|
1.618 |
1.2415 |
|
1.000 |
1.2366 |
|
0.618 |
1.2335 |
|
HIGH |
1.2286 |
|
0.618 |
1.2255 |
|
0.500 |
1.2246 |
|
0.382 |
1.2237 |
|
LOW |
1.2206 |
|
0.618 |
1.2157 |
|
1.000 |
1.2126 |
|
1.618 |
1.2077 |
|
2.618 |
1.1997 |
|
4.250 |
1.1866 |
|
|
| Fisher Pivots for day following 25-Apr-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.2246 |
1.2273 |
| PP |
1.2239 |
1.2256 |
| S1 |
1.2231 |
1.2240 |
|