CME Euro FX (E) Future June 2018
| Trading Metrics calculated at close of trading on 26-Apr-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Apr-2018 |
26-Apr-2018 |
Change |
Change % |
Previous Week |
| Open |
1.2280 |
1.2206 |
-0.0074 |
-0.6% |
1.2385 |
| High |
1.2286 |
1.2255 |
-0.0031 |
-0.3% |
1.2469 |
| Low |
1.2206 |
1.2141 |
-0.0066 |
-0.5% |
1.2299 |
| Close |
1.2224 |
1.2150 |
-0.0074 |
-0.6% |
1.2333 |
| Range |
0.0080 |
0.0115 |
0.0035 |
43.1% |
0.0170 |
| ATR |
0.0078 |
0.0081 |
0.0003 |
3.3% |
0.0000 |
| Volume |
205,367 |
344,686 |
139,319 |
67.8% |
1,008,736 |
|
| Daily Pivots for day following 26-Apr-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2525 |
1.2452 |
1.2213 |
|
| R3 |
1.2411 |
1.2338 |
1.2181 |
|
| R2 |
1.2296 |
1.2296 |
1.2171 |
|
| R1 |
1.2223 |
1.2223 |
1.2160 |
1.2203 |
| PP |
1.2182 |
1.2182 |
1.2182 |
1.2172 |
| S1 |
1.2109 |
1.2109 |
1.2140 |
1.2088 |
| S2 |
1.2067 |
1.2067 |
1.2129 |
|
| S3 |
1.1953 |
1.1994 |
1.2119 |
|
| S4 |
1.1838 |
1.1880 |
1.2087 |
|
|
| 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 |
1.2404 |
1.2141 |
0.0263 |
2.2% |
0.0091 |
0.7% |
4% |
False |
True |
243,795 |
| 10 |
1.2469 |
1.2141 |
0.0328 |
2.7% |
0.0077 |
0.6% |
3% |
False |
True |
213,713 |
| 20 |
1.2469 |
1.2141 |
0.0328 |
2.7% |
0.0073 |
0.6% |
3% |
False |
True |
201,607 |
| 40 |
1.2554 |
1.2141 |
0.0413 |
3.4% |
0.0083 |
0.7% |
2% |
False |
True |
173,968 |
| 60 |
1.2659 |
1.2141 |
0.0519 |
4.3% |
0.0088 |
0.7% |
2% |
False |
True |
116,728 |
| 80 |
1.2659 |
1.2040 |
0.0619 |
5.1% |
0.0091 |
0.7% |
18% |
False |
False |
87,713 |
| 100 |
1.2659 |
1.1872 |
0.0788 |
6.5% |
0.0084 |
0.7% |
35% |
False |
False |
70,357 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2742 |
|
2.618 |
1.2555 |
|
1.618 |
1.2440 |
|
1.000 |
1.2370 |
|
0.618 |
1.2326 |
|
HIGH |
1.2255 |
|
0.618 |
1.2211 |
|
0.500 |
1.2198 |
|
0.382 |
1.2184 |
|
LOW |
1.2141 |
|
0.618 |
1.2070 |
|
1.000 |
1.2026 |
|
1.618 |
1.1955 |
|
2.618 |
1.1841 |
|
4.250 |
1.1654 |
|
|
| Fisher Pivots for day following 26-Apr-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.2198 |
1.2217 |
| PP |
1.2182 |
1.2195 |
| S1 |
1.2166 |
1.2172 |
|