CME Euro FX (E) Future March 2019
| Trading Metrics calculated at close of trading on 15-Jun-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jun-2018 |
15-Jun-2018 |
Change |
Change % |
Previous Week |
| Open |
1.2089 |
1.1834 |
-0.0255 |
-2.1% |
1.2082 |
| High |
1.2097 |
1.1869 |
-0.0229 |
-1.9% |
1.2097 |
| Low |
1.1856 |
1.1810 |
-0.0046 |
-0.4% |
1.1810 |
| Close |
1.1856 |
1.1869 |
0.0013 |
0.1% |
1.1869 |
| Range |
0.0241 |
0.0059 |
-0.0183 |
-75.7% |
0.0287 |
| ATR |
0.0082 |
0.0080 |
-0.0002 |
-2.1% |
0.0000 |
| Volume |
106 |
29 |
-77 |
-72.6% |
212 |
|
| Daily Pivots for day following 15-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2025 |
1.2005 |
1.1901 |
|
| R3 |
1.1966 |
1.1947 |
1.1885 |
|
| R2 |
1.1908 |
1.1908 |
1.1879 |
|
| R1 |
1.1888 |
1.1888 |
1.1874 |
1.1898 |
| PP |
1.1849 |
1.1849 |
1.1849 |
1.1854 |
| S1 |
1.1830 |
1.1830 |
1.1863 |
1.1839 |
| S2 |
1.1791 |
1.1791 |
1.1858 |
|
| S3 |
1.1732 |
1.1771 |
1.1852 |
|
| S4 |
1.1674 |
1.1713 |
1.1836 |
|
|
| Weekly Pivots for week ending 15-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2786 |
1.2614 |
1.2026 |
|
| R3 |
1.2499 |
1.2327 |
1.1947 |
|
| R2 |
1.2212 |
1.2212 |
1.1921 |
|
| R1 |
1.2040 |
1.2040 |
1.1895 |
1.1983 |
| PP |
1.1925 |
1.1925 |
1.1925 |
1.1896 |
| S1 |
1.1753 |
1.1753 |
1.1842 |
1.1696 |
| S2 |
1.1638 |
1.1638 |
1.1816 |
|
| S3 |
1.1351 |
1.1466 |
1.1790 |
|
| S4 |
1.1064 |
1.1179 |
1.1711 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2097 |
1.1810 |
0.0287 |
2.4% |
0.0086 |
0.7% |
20% |
False |
True |
42 |
| 10 |
1.2110 |
1.1810 |
0.0300 |
2.5% |
0.0069 |
0.6% |
20% |
False |
True |
45 |
| 20 |
1.2121 |
1.1800 |
0.0321 |
2.7% |
0.0075 |
0.6% |
21% |
False |
False |
51 |
| 40 |
1.2625 |
1.1800 |
0.0825 |
7.0% |
0.0063 |
0.5% |
8% |
False |
False |
40 |
| 60 |
1.2827 |
1.1800 |
0.1027 |
8.7% |
0.0051 |
0.4% |
7% |
False |
False |
28 |
| 80 |
1.2827 |
1.1800 |
0.1027 |
8.7% |
0.0049 |
0.4% |
7% |
False |
False |
24 |
| 100 |
1.2929 |
1.1800 |
0.1129 |
9.5% |
0.0052 |
0.4% |
6% |
False |
False |
23 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2117 |
|
2.618 |
1.2022 |
|
1.618 |
1.1963 |
|
1.000 |
1.1927 |
|
0.618 |
1.1905 |
|
HIGH |
1.1869 |
|
0.618 |
1.1846 |
|
0.500 |
1.1839 |
|
0.382 |
1.1832 |
|
LOW |
1.1810 |
|
0.618 |
1.1774 |
|
1.000 |
1.1752 |
|
1.618 |
1.1715 |
|
2.618 |
1.1657 |
|
4.250 |
1.1561 |
|
|
| Fisher Pivots for day following 15-Jun-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.1859 |
1.1954 |
| PP |
1.1849 |
1.1925 |
| S1 |
1.1839 |
1.1897 |
|