CME Euro FX (E) Future March 2019
| Trading Metrics calculated at close of trading on 18-Jun-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jun-2018 |
18-Jun-2018 |
Change |
Change % |
Previous Week |
| Open |
1.1834 |
1.1855 |
0.0021 |
0.2% |
1.2082 |
| High |
1.1869 |
1.1880 |
0.0012 |
0.1% |
1.2097 |
| Low |
1.1810 |
1.1824 |
0.0014 |
0.1% |
1.1810 |
| Close |
1.1869 |
1.1880 |
0.0011 |
0.1% |
1.1869 |
| Range |
0.0059 |
0.0056 |
-0.0003 |
-4.3% |
0.0287 |
| ATR |
0.0080 |
0.0079 |
-0.0002 |
-2.2% |
0.0000 |
| Volume |
29 |
28 |
-1 |
-3.4% |
212 |
|
| Daily Pivots for day following 18-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2029 |
1.2010 |
1.1910 |
|
| R3 |
1.1973 |
1.1954 |
1.1895 |
|
| R2 |
1.1917 |
1.1917 |
1.1890 |
|
| R1 |
1.1898 |
1.1898 |
1.1885 |
1.1908 |
| PP |
1.1861 |
1.1861 |
1.1861 |
1.1866 |
| S1 |
1.1842 |
1.1842 |
1.1874 |
1.1852 |
| S2 |
1.1805 |
1.1805 |
1.1869 |
|
| S3 |
1.1749 |
1.1786 |
1.1864 |
|
| S4 |
1.1693 |
1.1730 |
1.1849 |
|
|
| 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% |
0.0092 |
0.8% |
24% |
False |
False |
40 |
| 10 |
1.2110 |
1.1810 |
0.0300 |
2.5% |
0.0069 |
0.6% |
23% |
False |
False |
47 |
| 20 |
1.2121 |
1.1800 |
0.0321 |
2.7% |
0.0075 |
0.6% |
25% |
False |
False |
52 |
| 40 |
1.2578 |
1.1800 |
0.0778 |
6.5% |
0.0064 |
0.5% |
10% |
False |
False |
41 |
| 60 |
1.2827 |
1.1800 |
0.1027 |
8.6% |
0.0051 |
0.4% |
8% |
False |
False |
29 |
| 80 |
1.2827 |
1.1800 |
0.1027 |
8.6% |
0.0049 |
0.4% |
8% |
False |
False |
24 |
| 100 |
1.2929 |
1.1800 |
0.1129 |
9.5% |
0.0052 |
0.4% |
7% |
False |
False |
24 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2118 |
|
2.618 |
1.2027 |
|
1.618 |
1.1971 |
|
1.000 |
1.1936 |
|
0.618 |
1.1915 |
|
HIGH |
1.1880 |
|
0.618 |
1.1859 |
|
0.500 |
1.1852 |
|
0.382 |
1.1845 |
|
LOW |
1.1824 |
|
0.618 |
1.1789 |
|
1.000 |
1.1768 |
|
1.618 |
1.1733 |
|
2.618 |
1.1677 |
|
4.250 |
1.1586 |
|
|
| Fisher Pivots for day following 18-Jun-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.1870 |
1.1954 |
| PP |
1.1861 |
1.1929 |
| S1 |
1.1852 |
1.1904 |
|