CME Euro FX (E) Future June 2018
| Trading Metrics calculated at close of trading on 30-Apr-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Apr-2018 |
30-Apr-2018 |
Change |
Change % |
Previous Week |
| Open |
1.2146 |
1.2170 |
0.0024 |
0.2% |
1.2330 |
| High |
1.2179 |
1.2181 |
0.0002 |
0.0% |
1.2339 |
| Low |
1.2098 |
1.2106 |
0.0009 |
0.1% |
1.2098 |
| Close |
1.2164 |
1.2123 |
-0.0041 |
-0.3% |
1.2164 |
| Range |
0.0082 |
0.0075 |
-0.0007 |
-8.6% |
0.0242 |
| ATR |
0.0081 |
0.0081 |
0.0000 |
-0.6% |
0.0000 |
| Volume |
265,280 |
222,888 |
-42,392 |
-16.0% |
1,252,470 |
|
| Daily Pivots for day following 30-Apr-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2360 |
1.2316 |
1.2164 |
|
| R3 |
1.2286 |
1.2242 |
1.2143 |
|
| R2 |
1.2211 |
1.2211 |
1.2137 |
|
| R1 |
1.2167 |
1.2167 |
1.2130 |
1.2152 |
| PP |
1.2137 |
1.2137 |
1.2137 |
1.2129 |
| S1 |
1.2093 |
1.2093 |
1.2116 |
1.2077 |
| S2 |
1.2062 |
1.2062 |
1.2109 |
|
| S3 |
1.1988 |
1.2018 |
1.2103 |
|
| S4 |
1.1913 |
1.1944 |
1.2082 |
|
|
| 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 |
1.2294 |
1.2098 |
0.0196 |
1.6% |
0.0083 |
0.7% |
13% |
False |
False |
250,231 |
| 10 |
1.2469 |
1.2098 |
0.0371 |
3.1% |
0.0082 |
0.7% |
7% |
False |
False |
230,741 |
| 20 |
1.2469 |
1.2098 |
0.0371 |
3.1% |
0.0075 |
0.6% |
7% |
False |
False |
211,373 |
| 40 |
1.2554 |
1.2098 |
0.0456 |
3.8% |
0.0082 |
0.7% |
6% |
False |
False |
185,827 |
| 60 |
1.2659 |
1.2098 |
0.0562 |
4.6% |
0.0087 |
0.7% |
5% |
False |
False |
124,849 |
| 80 |
1.2659 |
1.2040 |
0.0619 |
5.1% |
0.0091 |
0.8% |
13% |
False |
False |
93,804 |
| 100 |
1.2659 |
1.1872 |
0.0788 |
6.5% |
0.0084 |
0.7% |
32% |
False |
False |
75,238 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2497 |
|
2.618 |
1.2376 |
|
1.618 |
1.2301 |
|
1.000 |
1.2255 |
|
0.618 |
1.2227 |
|
HIGH |
1.2181 |
|
0.618 |
1.2152 |
|
0.500 |
1.2143 |
|
0.382 |
1.2134 |
|
LOW |
1.2106 |
|
0.618 |
1.2060 |
|
1.000 |
1.2032 |
|
1.618 |
1.1985 |
|
2.618 |
1.1911 |
|
4.250 |
1.1789 |
|
|
| Fisher Pivots for day following 30-Apr-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.2143 |
1.2176 |
| PP |
1.2137 |
1.2159 |
| S1 |
1.2130 |
1.2141 |
|