CME Euro FX (E) Future March 2019
| Trading Metrics calculated at close of trading on 25-Jun-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jun-2018 |
25-Jun-2018 |
Change |
Change % |
Previous Week |
| Open |
1.1909 |
1.1942 |
0.0034 |
0.3% |
1.1855 |
| High |
1.1920 |
1.1960 |
0.0040 |
0.3% |
1.1920 |
| Low |
1.1884 |
1.1942 |
0.0059 |
0.5% |
1.1767 |
| Close |
1.1919 |
1.1960 |
0.0041 |
0.3% |
1.1919 |
| Range |
0.0037 |
0.0018 |
-0.0019 |
-50.7% |
0.0154 |
| ATR |
0.0075 |
0.0072 |
-0.0002 |
-3.2% |
0.0000 |
| Volume |
18 |
19 |
1 |
5.6% |
258 |
|
| Daily Pivots for day following 25-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2008 |
1.2002 |
1.1970 |
|
| R3 |
1.1990 |
1.1984 |
1.1965 |
|
| R2 |
1.1972 |
1.1972 |
1.1963 |
|
| R1 |
1.1966 |
1.1966 |
1.1962 |
1.1969 |
| PP |
1.1954 |
1.1954 |
1.1954 |
1.1956 |
| S1 |
1.1948 |
1.1948 |
1.1958 |
1.1951 |
| S2 |
1.1936 |
1.1936 |
1.1957 |
|
| S3 |
1.1918 |
1.1930 |
1.1955 |
|
| S4 |
1.1900 |
1.1912 |
1.1950 |
|
|
| Weekly Pivots for week ending 22-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2329 |
1.2278 |
1.2003 |
|
| R3 |
1.2176 |
1.2124 |
1.1961 |
|
| R2 |
1.2022 |
1.2022 |
1.1947 |
|
| R1 |
1.1971 |
1.1971 |
1.1933 |
1.1996 |
| PP |
1.1869 |
1.1869 |
1.1869 |
1.1881 |
| S1 |
1.1817 |
1.1817 |
1.1905 |
1.1843 |
| S2 |
1.1715 |
1.1715 |
1.1891 |
|
| S3 |
1.1562 |
1.1664 |
1.1877 |
|
| S4 |
1.1408 |
1.1510 |
1.1835 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1960 |
1.1767 |
0.0194 |
1.6% |
0.0046 |
0.4% |
100% |
True |
False |
49 |
| 10 |
1.2097 |
1.1767 |
0.0331 |
2.8% |
0.0069 |
0.6% |
59% |
False |
False |
45 |
| 20 |
1.2110 |
1.1767 |
0.0343 |
2.9% |
0.0071 |
0.6% |
56% |
False |
False |
55 |
| 40 |
1.2420 |
1.1767 |
0.0654 |
5.5% |
0.0063 |
0.5% |
30% |
False |
False |
44 |
| 60 |
1.2732 |
1.1767 |
0.0965 |
8.1% |
0.0054 |
0.4% |
20% |
False |
False |
32 |
| 80 |
1.2827 |
1.1767 |
0.1061 |
8.9% |
0.0050 |
0.4% |
18% |
False |
False |
26 |
| 100 |
1.2929 |
1.1767 |
0.1162 |
9.7% |
0.0050 |
0.4% |
17% |
False |
False |
25 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2037 |
|
2.618 |
1.2007 |
|
1.618 |
1.1989 |
|
1.000 |
1.1978 |
|
0.618 |
1.1971 |
|
HIGH |
1.1960 |
|
0.618 |
1.1953 |
|
0.500 |
1.1951 |
|
0.382 |
1.1949 |
|
LOW |
1.1942 |
|
0.618 |
1.1931 |
|
1.000 |
1.1924 |
|
1.618 |
1.1913 |
|
2.618 |
1.1895 |
|
4.250 |
1.1866 |
|
|
| Fisher Pivots for day following 25-Jun-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.1957 |
1.1928 |
| PP |
1.1954 |
1.1896 |
| S1 |
1.1951 |
1.1863 |
|