CME Euro FX (E) Future June 2018
| Trading Metrics calculated at close of trading on 27-Apr-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Apr-2018 |
27-Apr-2018 |
Change |
Change % |
Previous Week |
| Open |
1.2206 |
1.2146 |
-0.0060 |
-0.5% |
1.2330 |
| High |
1.2255 |
1.2179 |
-0.0076 |
-0.6% |
1.2339 |
| Low |
1.2141 |
1.2098 |
-0.0043 |
-0.4% |
1.2098 |
| Close |
1.2150 |
1.2164 |
0.0014 |
0.1% |
1.2164 |
| Range |
0.0115 |
0.0082 |
-0.0033 |
-28.8% |
0.0242 |
| ATR |
0.0081 |
0.0081 |
0.0000 |
0.0% |
0.0000 |
| Volume |
344,686 |
265,280 |
-79,406 |
-23.0% |
1,252,470 |
|
| Daily Pivots for day following 27-Apr-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2391 |
1.2359 |
1.2209 |
|
| R3 |
1.2310 |
1.2278 |
1.2186 |
|
| R2 |
1.2228 |
1.2228 |
1.2179 |
|
| R1 |
1.2196 |
1.2196 |
1.2171 |
1.2212 |
| PP |
1.2147 |
1.2147 |
1.2147 |
1.2155 |
| S1 |
1.2115 |
1.2115 |
1.2157 |
1.2131 |
| S2 |
1.2065 |
1.2065 |
1.2149 |
|
| S3 |
1.1984 |
1.2033 |
1.2142 |
|
| S4 |
1.1902 |
1.1952 |
1.2119 |
|
|
| Weekly Pivots for week ending 27-Apr-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2925 |
1.2786 |
1.2297 |
|
| R3 |
1.2683 |
1.2544 |
1.2230 |
|
| R2 |
1.2442 |
1.2442 |
1.2208 |
|
| R1 |
1.2303 |
1.2303 |
1.2186 |
1.2252 |
| PP |
1.2200 |
1.2200 |
1.2200 |
1.2175 |
| S1 |
1.2061 |
1.2061 |
1.2142 |
1.2010 |
| S2 |
1.1959 |
1.1959 |
1.2120 |
|
| S3 |
1.1717 |
1.1820 |
1.2098 |
|
| S4 |
1.1476 |
1.1578 |
1.2031 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2339 |
1.2098 |
0.0242 |
2.0% |
0.0086 |
0.7% |
28% |
False |
True |
250,494 |
| 10 |
1.2469 |
1.2098 |
0.0371 |
3.0% |
0.0081 |
0.7% |
18% |
False |
True |
226,120 |
| 20 |
1.2469 |
1.2098 |
0.0371 |
3.0% |
0.0075 |
0.6% |
18% |
False |
True |
205,272 |
| 40 |
1.2554 |
1.2098 |
0.0456 |
3.7% |
0.0082 |
0.7% |
15% |
False |
True |
180,426 |
| 60 |
1.2659 |
1.2098 |
0.0562 |
4.6% |
0.0088 |
0.7% |
12% |
False |
True |
121,145 |
| 80 |
1.2659 |
1.2040 |
0.0619 |
5.1% |
0.0091 |
0.7% |
20% |
False |
False |
91,021 |
| 100 |
1.2659 |
1.1872 |
0.0788 |
6.5% |
0.0084 |
0.7% |
37% |
False |
False |
73,010 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2525 |
|
2.618 |
1.2392 |
|
1.618 |
1.2311 |
|
1.000 |
1.2261 |
|
0.618 |
1.2229 |
|
HIGH |
1.2179 |
|
0.618 |
1.2148 |
|
0.500 |
1.2138 |
|
0.382 |
1.2129 |
|
LOW |
1.2098 |
|
0.618 |
1.2047 |
|
1.000 |
1.2016 |
|
1.618 |
1.1966 |
|
2.618 |
1.1884 |
|
4.250 |
1.1751 |
|
|
| Fisher Pivots for day following 27-Apr-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.2155 |
1.2192 |
| PP |
1.2147 |
1.2183 |
| S1 |
1.2138 |
1.2173 |
|