CME Euro FX (E) Future March 2019
| Trading Metrics calculated at close of trading on 14-Jun-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jun-2018 |
14-Jun-2018 |
Change |
Change % |
Previous Week |
| Open |
1.2025 |
1.2089 |
0.0064 |
0.5% |
1.1960 |
| High |
1.2064 |
1.2097 |
0.0034 |
0.3% |
1.2110 |
| Low |
1.2012 |
1.1856 |
-0.0156 |
-1.3% |
1.1945 |
| Close |
1.2047 |
1.1856 |
-0.0191 |
-1.6% |
1.2047 |
| Range |
0.0052 |
0.0241 |
0.0190 |
368.0% |
0.0165 |
| ATR |
0.0070 |
0.0082 |
0.0012 |
17.5% |
0.0000 |
| Volume |
8 |
106 |
98 |
1,225.0% |
243 |
|
| Daily Pivots for day following 14-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2659 |
1.2499 |
1.1989 |
|
| R3 |
1.2418 |
1.2258 |
1.1922 |
|
| R2 |
1.2177 |
1.2177 |
1.1900 |
|
| R1 |
1.2017 |
1.2017 |
1.1878 |
1.1977 |
| PP |
1.1936 |
1.1936 |
1.1936 |
1.1916 |
| S1 |
1.1776 |
1.1776 |
1.1834 |
1.1736 |
| S2 |
1.1695 |
1.1695 |
1.1812 |
|
| S3 |
1.1454 |
1.1535 |
1.1790 |
|
| S4 |
1.1213 |
1.1294 |
1.1723 |
|
|
| Weekly Pivots for week ending 08-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2529 |
1.2453 |
1.2137 |
|
| R3 |
1.2364 |
1.2288 |
1.2092 |
|
| R2 |
1.2199 |
1.2199 |
1.2077 |
|
| R1 |
1.2123 |
1.2123 |
1.2062 |
1.2161 |
| PP |
1.2034 |
1.2034 |
1.2034 |
1.2053 |
| S1 |
1.1958 |
1.1958 |
1.2031 |
1.1996 |
| S2 |
1.1869 |
1.1869 |
1.2016 |
|
| S3 |
1.1704 |
1.1793 |
1.2001 |
|
| S4 |
1.1539 |
1.1628 |
1.1956 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2097 |
1.1856 |
0.0241 |
2.0% |
0.0082 |
0.7% |
0% |
True |
True |
37 |
| 10 |
1.2110 |
1.1856 |
0.0254 |
2.1% |
0.0071 |
0.6% |
0% |
False |
True |
52 |
| 20 |
1.2122 |
1.1800 |
0.0322 |
2.7% |
0.0073 |
0.6% |
17% |
False |
False |
50 |
| 40 |
1.2728 |
1.1800 |
0.0928 |
7.8% |
0.0063 |
0.5% |
6% |
False |
False |
40 |
| 60 |
1.2827 |
1.1800 |
0.1027 |
8.7% |
0.0052 |
0.4% |
5% |
False |
False |
28 |
| 80 |
1.2827 |
1.1800 |
0.1027 |
8.7% |
0.0049 |
0.4% |
5% |
False |
False |
23 |
| 100 |
1.2929 |
1.1800 |
0.1129 |
9.5% |
0.0052 |
0.4% |
5% |
False |
False |
23 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3121 |
|
2.618 |
1.2728 |
|
1.618 |
1.2487 |
|
1.000 |
1.2338 |
|
0.618 |
1.2246 |
|
HIGH |
1.2097 |
|
0.618 |
1.2005 |
|
0.500 |
1.1977 |
|
0.382 |
1.1948 |
|
LOW |
1.1856 |
|
0.618 |
1.1707 |
|
1.000 |
1.1615 |
|
1.618 |
1.1466 |
|
2.618 |
1.1225 |
|
4.250 |
1.0832 |
|
|
| Fisher Pivots for day following 14-Jun-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.1977 |
1.1977 |
| PP |
1.1936 |
1.1936 |
| S1 |
1.1896 |
1.1896 |
|