CME Euro FX (E) Future June 2018
| Trading Metrics calculated at close of trading on 06-Mar-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Mar-2018 |
06-Mar-2018 |
Change |
Change % |
Previous Week |
| Open |
1.2441 |
1.2433 |
-0.0009 |
-0.1% |
1.2387 |
| High |
1.2446 |
1.2516 |
0.0071 |
0.6% |
1.2455 |
| Low |
1.2367 |
1.2425 |
0.0058 |
0.5% |
1.2254 |
| Close |
1.2422 |
1.2500 |
0.0079 |
0.6% |
1.2427 |
| Range |
0.0079 |
0.0092 |
0.0013 |
15.8% |
0.0201 |
| ATR |
0.0094 |
0.0094 |
0.0000 |
0.0% |
0.0000 |
| Volume |
5,382 |
8,782 |
3,400 |
63.2% |
35,300 |
|
| Daily Pivots for day following 06-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2755 |
1.2719 |
1.2550 |
|
| R3 |
1.2663 |
1.2627 |
1.2525 |
|
| R2 |
1.2572 |
1.2572 |
1.2517 |
|
| R1 |
1.2536 |
1.2536 |
1.2508 |
1.2554 |
| PP |
1.2480 |
1.2480 |
1.2480 |
1.2489 |
| S1 |
1.2444 |
1.2444 |
1.2492 |
1.2462 |
| S2 |
1.2389 |
1.2389 |
1.2483 |
|
| S3 |
1.2297 |
1.2353 |
1.2475 |
|
| S4 |
1.2206 |
1.2261 |
1.2450 |
|
|
| Weekly Pivots for week ending 02-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2982 |
1.2905 |
1.2538 |
|
| R3 |
1.2781 |
1.2704 |
1.2482 |
|
| R2 |
1.2580 |
1.2580 |
1.2464 |
|
| R1 |
1.2503 |
1.2503 |
1.2445 |
1.2542 |
| PP |
1.2379 |
1.2379 |
1.2379 |
1.2398 |
| S1 |
1.2302 |
1.2302 |
1.2409 |
1.2341 |
| S2 |
1.2178 |
1.2178 |
1.2390 |
|
| S3 |
1.1977 |
1.2101 |
1.2372 |
|
| S4 |
1.1776 |
1.1900 |
1.2316 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2516 |
1.2254 |
0.0262 |
2.1% |
0.0084 |
0.7% |
94% |
True |
False |
7,555 |
| 10 |
1.2516 |
1.2254 |
0.0262 |
2.1% |
0.0083 |
0.7% |
94% |
True |
False |
5,618 |
| 20 |
1.2659 |
1.2254 |
0.0405 |
3.2% |
0.0095 |
0.8% |
61% |
False |
False |
3,472 |
| 40 |
1.2659 |
1.2040 |
0.0619 |
5.0% |
0.0101 |
0.8% |
74% |
False |
False |
2,122 |
| 60 |
1.2659 |
1.1872 |
0.0788 |
6.3% |
0.0086 |
0.7% |
80% |
False |
False |
1,746 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2905 |
|
2.618 |
1.2756 |
|
1.618 |
1.2664 |
|
1.000 |
1.2608 |
|
0.618 |
1.2573 |
|
HIGH |
1.2516 |
|
0.618 |
1.2481 |
|
0.500 |
1.2470 |
|
0.382 |
1.2459 |
|
LOW |
1.2425 |
|
0.618 |
1.2368 |
|
1.000 |
1.2333 |
|
1.618 |
1.2276 |
|
2.618 |
1.2185 |
|
4.250 |
1.2036 |
|
|
| Fisher Pivots for day following 06-Mar-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.2490 |
1.2478 |
| PP |
1.2480 |
1.2455 |
| S1 |
1.2470 |
1.2433 |
|