CME Euro FX (E) Future June 2018
| Trading Metrics calculated at close of trading on 23-Feb-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Feb-2018 |
23-Feb-2018 |
Change |
Change % |
Previous Week |
| Open |
1.2379 |
1.2434 |
0.0055 |
0.4% |
1.2522 |
| High |
1.2450 |
1.2434 |
-0.0016 |
-0.1% |
1.2538 |
| Low |
1.2364 |
1.2382 |
0.0019 |
0.1% |
1.2364 |
| Close |
1.2433 |
1.2398 |
-0.0035 |
-0.3% |
1.2398 |
| Range |
0.0087 |
0.0052 |
-0.0035 |
-39.9% |
0.0175 |
| ATR |
0.0101 |
0.0098 |
-0.0004 |
-3.5% |
0.0000 |
| Volume |
3,960 |
1,253 |
-2,707 |
-68.4% |
8,191 |
|
| Daily Pivots for day following 23-Feb-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2561 |
1.2531 |
1.2426 |
|
| R3 |
1.2509 |
1.2479 |
1.2412 |
|
| R2 |
1.2457 |
1.2457 |
1.2407 |
|
| R1 |
1.2427 |
1.2427 |
1.2402 |
1.2416 |
| PP |
1.2405 |
1.2405 |
1.2405 |
1.2399 |
| S1 |
1.2375 |
1.2375 |
1.2393 |
1.2364 |
| S2 |
1.2353 |
1.2353 |
1.2388 |
|
| S3 |
1.2301 |
1.2323 |
1.2383 |
|
| S4 |
1.2249 |
1.2271 |
1.2369 |
|
|
| Weekly Pivots for week ending 23-Feb-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2957 |
1.2852 |
1.2493 |
|
| R3 |
1.2782 |
1.2677 |
1.2445 |
|
| R2 |
1.2608 |
1.2608 |
1.2429 |
|
| R1 |
1.2503 |
1.2503 |
1.2413 |
1.2468 |
| PP |
1.2433 |
1.2433 |
1.2433 |
1.2416 |
| S1 |
1.2328 |
1.2328 |
1.2382 |
1.2293 |
| S2 |
1.2259 |
1.2259 |
1.2366 |
|
| S3 |
1.2084 |
1.2154 |
1.2350 |
|
| S4 |
1.1910 |
1.1979 |
1.2302 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2659 |
1.2364 |
0.0296 |
2.4% |
0.0096 |
0.8% |
12% |
False |
False |
1,875 |
| 10 |
1.2659 |
1.2318 |
0.0342 |
2.8% |
0.0094 |
0.8% |
23% |
False |
False |
1,540 |
| 20 |
1.2659 |
1.2318 |
0.0342 |
2.8% |
0.0102 |
0.8% |
23% |
False |
False |
1,351 |
| 40 |
1.2659 |
1.2015 |
0.0644 |
5.2% |
0.0097 |
0.8% |
59% |
False |
False |
935 |
| 60 |
1.2659 |
1.1872 |
0.0788 |
6.4% |
0.0083 |
0.7% |
67% |
False |
False |
929 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2655 |
|
2.618 |
1.2570 |
|
1.618 |
1.2518 |
|
1.000 |
1.2486 |
|
0.618 |
1.2466 |
|
HIGH |
1.2434 |
|
0.618 |
1.2414 |
|
0.500 |
1.2408 |
|
0.382 |
1.2402 |
|
LOW |
1.2382 |
|
0.618 |
1.2350 |
|
1.000 |
1.2330 |
|
1.618 |
1.2298 |
|
2.618 |
1.2246 |
|
4.250 |
1.2161 |
|
|
| Fisher Pivots for day following 23-Feb-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.2408 |
1.2412 |
| PP |
1.2405 |
1.2407 |
| S1 |
1.2401 |
1.2402 |
|