CME Euro FX (E) Future March 2019
| Trading Metrics calculated at close of trading on 19-Jun-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jun-2018 |
19-Jun-2018 |
Change |
Change % |
Previous Week |
| Open |
1.1855 |
1.1840 |
-0.0015 |
-0.1% |
1.2082 |
| High |
1.1880 |
1.1842 |
-0.0039 |
-0.3% |
1.2097 |
| Low |
1.1824 |
1.1797 |
-0.0028 |
-0.2% |
1.1810 |
| Close |
1.1880 |
1.1836 |
-0.0044 |
-0.4% |
1.1869 |
| Range |
0.0056 |
0.0045 |
-0.0011 |
-19.6% |
0.0287 |
| ATR |
0.0079 |
0.0079 |
0.0000 |
0.4% |
0.0000 |
| Volume |
28 |
54 |
26 |
92.9% |
212 |
|
| Daily Pivots for day following 19-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1960 |
1.1943 |
1.1861 |
|
| R3 |
1.1915 |
1.1898 |
1.1848 |
|
| R2 |
1.1870 |
1.1870 |
1.1844 |
|
| R1 |
1.1853 |
1.1853 |
1.1840 |
1.1839 |
| PP |
1.1825 |
1.1825 |
1.1825 |
1.1818 |
| S1 |
1.1808 |
1.1808 |
1.1832 |
1.1794 |
| S2 |
1.1780 |
1.1780 |
1.1828 |
|
| S3 |
1.1735 |
1.1763 |
1.1824 |
|
| S4 |
1.1690 |
1.1718 |
1.1811 |
|
|
| 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 |
1.1797 |
0.0301 |
2.5% |
0.0090 |
0.8% |
13% |
False |
True |
45 |
| 10 |
1.2110 |
1.1797 |
0.0313 |
2.6% |
0.0068 |
0.6% |
13% |
False |
True |
48 |
| 20 |
1.2121 |
1.1797 |
0.0325 |
2.7% |
0.0074 |
0.6% |
12% |
False |
True |
54 |
| 40 |
1.2578 |
1.1797 |
0.0782 |
6.6% |
0.0064 |
0.5% |
5% |
False |
True |
42 |
| 60 |
1.2827 |
1.1797 |
0.1031 |
8.7% |
0.0052 |
0.4% |
4% |
False |
True |
29 |
| 80 |
1.2827 |
1.1797 |
0.1031 |
8.7% |
0.0050 |
0.4% |
4% |
False |
True |
25 |
| 100 |
1.2929 |
1.1797 |
0.1132 |
9.6% |
0.0051 |
0.4% |
3% |
False |
True |
24 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2033 |
|
2.618 |
1.1959 |
|
1.618 |
1.1914 |
|
1.000 |
1.1887 |
|
0.618 |
1.1869 |
|
HIGH |
1.1842 |
|
0.618 |
1.1824 |
|
0.500 |
1.1819 |
|
0.382 |
1.1814 |
|
LOW |
1.1797 |
|
0.618 |
1.1769 |
|
1.000 |
1.1752 |
|
1.618 |
1.1724 |
|
2.618 |
1.1679 |
|
4.250 |
1.1605 |
|
|
| Fisher Pivots for day following 19-Jun-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.1830 |
1.1838 |
| PP |
1.1825 |
1.1838 |
| S1 |
1.1819 |
1.1837 |
|