CME Euro FX (E) Future June 2018
| Trading Metrics calculated at close of trading on 14-Mar-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Mar-2018 |
14-Mar-2018 |
Change |
Change % |
Previous Week |
| Open |
1.2424 |
1.2483 |
0.0059 |
0.5% |
1.2441 |
| High |
1.2499 |
1.2504 |
0.0005 |
0.0% |
1.2547 |
| Low |
1.2405 |
1.2439 |
0.0034 |
0.3% |
1.2365 |
| Close |
1.2489 |
1.2467 |
-0.0022 |
-0.2% |
1.2406 |
| Range |
0.0094 |
0.0065 |
-0.0029 |
-30.9% |
0.0183 |
| ATR |
0.0091 |
0.0089 |
-0.0002 |
-2.1% |
0.0000 |
| Volume |
130,430 |
205,359 |
74,929 |
57.4% |
145,890 |
|
| Daily Pivots for day following 14-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2665 |
1.2631 |
1.2503 |
|
| R3 |
1.2600 |
1.2566 |
1.2485 |
|
| R2 |
1.2535 |
1.2535 |
1.2479 |
|
| R1 |
1.2501 |
1.2501 |
1.2473 |
1.2486 |
| PP |
1.2470 |
1.2470 |
1.2470 |
1.2462 |
| S1 |
1.2436 |
1.2436 |
1.2461 |
1.2421 |
| S2 |
1.2405 |
1.2405 |
1.2455 |
|
| S3 |
1.2340 |
1.2371 |
1.2449 |
|
| S4 |
1.2275 |
1.2306 |
1.2431 |
|
|
| 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 |
1.2540 |
1.2365 |
0.0175 |
1.4% |
0.0085 |
0.7% |
59% |
False |
False |
104,885 |
| 10 |
1.2547 |
1.2254 |
0.0293 |
2.4% |
0.0086 |
0.7% |
73% |
False |
False |
56,960 |
| 20 |
1.2659 |
1.2254 |
0.0405 |
3.2% |
0.0092 |
0.7% |
53% |
False |
False |
30,174 |
| 40 |
1.2659 |
1.2254 |
0.0405 |
3.2% |
0.0097 |
0.8% |
53% |
False |
False |
15,574 |
| 60 |
1.2659 |
1.1906 |
0.0754 |
6.0% |
0.0089 |
0.7% |
75% |
False |
False |
10,657 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2780 |
|
2.618 |
1.2674 |
|
1.618 |
1.2609 |
|
1.000 |
1.2569 |
|
0.618 |
1.2544 |
|
HIGH |
1.2504 |
|
0.618 |
1.2479 |
|
0.500 |
1.2472 |
|
0.382 |
1.2464 |
|
LOW |
1.2439 |
|
0.618 |
1.2399 |
|
1.000 |
1.2374 |
|
1.618 |
1.2334 |
|
2.618 |
1.2269 |
|
4.250 |
1.2163 |
|
|
| Fisher Pivots for day following 14-Mar-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.2472 |
1.2459 |
| PP |
1.2470 |
1.2451 |
| S1 |
1.2469 |
1.2443 |
|