CME Euro FX (E) Future June 2018
| Trading Metrics calculated at close of trading on 12-Mar-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Mar-2018 |
12-Mar-2018 |
Change |
Change % |
Previous Week |
| Open |
1.2403 |
1.2399 |
-0.0005 |
0.0% |
1.2441 |
| High |
1.2426 |
1.2437 |
0.0011 |
0.1% |
1.2547 |
| Low |
1.2365 |
1.2382 |
0.0017 |
0.1% |
1.2365 |
| Close |
1.2406 |
1.2428 |
0.0022 |
0.2% |
1.2406 |
| Range |
0.0061 |
0.0055 |
-0.0006 |
-9.8% |
0.0183 |
| ATR |
0.0094 |
0.0091 |
-0.0003 |
-3.0% |
0.0000 |
| Volume |
33,506 |
74,121 |
40,615 |
121.2% |
145,890 |
|
| Daily Pivots for day following 12-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2580 |
1.2559 |
1.2458 |
|
| R3 |
1.2525 |
1.2504 |
1.2443 |
|
| R2 |
1.2470 |
1.2470 |
1.2438 |
|
| R1 |
1.2449 |
1.2449 |
1.2433 |
1.2460 |
| PP |
1.2415 |
1.2415 |
1.2415 |
1.2421 |
| S1 |
1.2394 |
1.2394 |
1.2422 |
1.2405 |
| S2 |
1.2360 |
1.2360 |
1.2417 |
|
| S3 |
1.2305 |
1.2339 |
1.2412 |
|
| S4 |
1.2250 |
1.2284 |
1.2397 |
|
|
| Weekly Pivots for week ending 09-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2987 |
1.2879 |
1.2506 |
|
| R3 |
1.2804 |
1.2696 |
1.2456 |
|
| R2 |
1.2622 |
1.2622 |
1.2439 |
|
| R1 |
1.2514 |
1.2514 |
1.2423 |
1.2477 |
| PP |
1.2439 |
1.2439 |
1.2439 |
1.2421 |
| S1 |
1.2331 |
1.2331 |
1.2389 |
1.2294 |
| S2 |
1.2257 |
1.2257 |
1.2373 |
|
| S3 |
1.2074 |
1.2149 |
1.2356 |
|
| S4 |
1.1892 |
1.1966 |
1.2306 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2547 |
1.2365 |
0.0183 |
1.5% |
0.0085 |
0.7% |
35% |
False |
False |
42,925 |
| 10 |
1.2547 |
1.2254 |
0.0293 |
2.4% |
0.0088 |
0.7% |
59% |
False |
False |
25,313 |
| 20 |
1.2659 |
1.2254 |
0.0405 |
3.3% |
0.0091 |
0.7% |
43% |
False |
False |
13,467 |
| 40 |
1.2659 |
1.2156 |
0.0503 |
4.0% |
0.0100 |
0.8% |
54% |
False |
False |
7,240 |
| 60 |
1.2659 |
1.1887 |
0.0772 |
6.2% |
0.0089 |
0.7% |
70% |
False |
False |
5,150 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2670 |
|
2.618 |
1.2580 |
|
1.618 |
1.2525 |
|
1.000 |
1.2492 |
|
0.618 |
1.2470 |
|
HIGH |
1.2437 |
|
0.618 |
1.2415 |
|
0.500 |
1.2409 |
|
0.382 |
1.2403 |
|
LOW |
1.2382 |
|
0.618 |
1.2348 |
|
1.000 |
1.2327 |
|
1.618 |
1.2293 |
|
2.618 |
1.2238 |
|
4.250 |
1.2148 |
|
|
| Fisher Pivots for day following 12-Mar-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.2421 |
1.2452 |
| PP |
1.2415 |
1.2444 |
| S1 |
1.2409 |
1.2436 |
|