CME Euro FX (E) Future June 2018
| Trading Metrics calculated at close of trading on 13-Mar-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Mar-2018 |
13-Mar-2018 |
Change |
Change % |
Previous Week |
| Open |
1.2399 |
1.2424 |
0.0026 |
0.2% |
1.2441 |
| High |
1.2437 |
1.2499 |
0.0063 |
0.5% |
1.2547 |
| Low |
1.2382 |
1.2405 |
0.0024 |
0.2% |
1.2365 |
| Close |
1.2428 |
1.2489 |
0.0062 |
0.5% |
1.2406 |
| Range |
0.0055 |
0.0094 |
0.0039 |
70.9% |
0.0183 |
| ATR |
0.0091 |
0.0091 |
0.0000 |
0.2% |
0.0000 |
| Volume |
74,121 |
130,430 |
56,309 |
76.0% |
145,890 |
|
| Daily Pivots for day following 13-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2746 |
1.2712 |
1.2541 |
|
| R3 |
1.2652 |
1.2618 |
1.2515 |
|
| R2 |
1.2558 |
1.2558 |
1.2506 |
|
| R1 |
1.2524 |
1.2524 |
1.2498 |
1.2541 |
| PP |
1.2464 |
1.2464 |
1.2464 |
1.2473 |
| S1 |
1.2430 |
1.2430 |
1.2480 |
1.2447 |
| S2 |
1.2370 |
1.2370 |
1.2472 |
|
| S3 |
1.2276 |
1.2336 |
1.2463 |
|
| S4 |
1.2182 |
1.2242 |
1.2437 |
|
|
| 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% |
68% |
False |
False |
67,255 |
| 10 |
1.2547 |
1.2254 |
0.0293 |
2.3% |
0.0085 |
0.7% |
80% |
False |
False |
37,405 |
| 20 |
1.2659 |
1.2254 |
0.0405 |
3.2% |
0.0093 |
0.7% |
58% |
False |
False |
19,942 |
| 40 |
1.2659 |
1.2254 |
0.0405 |
3.2% |
0.0098 |
0.8% |
58% |
False |
False |
10,474 |
| 60 |
1.2659 |
1.1906 |
0.0754 |
6.0% |
0.0089 |
0.7% |
77% |
False |
False |
7,237 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2899 |
|
2.618 |
1.2745 |
|
1.618 |
1.2651 |
|
1.000 |
1.2593 |
|
0.618 |
1.2557 |
|
HIGH |
1.2499 |
|
0.618 |
1.2463 |
|
0.500 |
1.2452 |
|
0.382 |
1.2441 |
|
LOW |
1.2405 |
|
0.618 |
1.2347 |
|
1.000 |
1.2311 |
|
1.618 |
1.2253 |
|
2.618 |
1.2159 |
|
4.250 |
1.2006 |
|
|
| Fisher Pivots for day following 13-Mar-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.2477 |
1.2470 |
| PP |
1.2464 |
1.2451 |
| S1 |
1.2452 |
1.2432 |
|