CME Euro FX (E) Future June 2018
| Trading Metrics calculated at close of trading on 21-Mar-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Mar-2018 |
21-Mar-2018 |
Change |
Change % |
Previous Week |
| Open |
1.2420 |
1.2327 |
-0.0093 |
-0.7% |
1.2399 |
| High |
1.2440 |
1.2432 |
-0.0008 |
-0.1% |
1.2504 |
| Low |
1.2324 |
1.2326 |
0.0002 |
0.0% |
1.2347 |
| Close |
1.2336 |
1.2411 |
0.0076 |
0.6% |
1.2371 |
| Range |
0.0117 |
0.0107 |
-0.0010 |
-8.6% |
0.0157 |
| ATR |
0.0091 |
0.0092 |
0.0001 |
1.2% |
0.0000 |
| Volume |
194,101 |
260,797 |
66,696 |
34.4% |
974,224 |
|
| Daily Pivots for day following 21-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2709 |
1.2667 |
1.2470 |
|
| R3 |
1.2603 |
1.2560 |
1.2440 |
|
| R2 |
1.2496 |
1.2496 |
1.2431 |
|
| R1 |
1.2454 |
1.2454 |
1.2421 |
1.2475 |
| PP |
1.2390 |
1.2390 |
1.2390 |
1.2400 |
| S1 |
1.2347 |
1.2347 |
1.2401 |
1.2368 |
| S2 |
1.2283 |
1.2283 |
1.2391 |
|
| S3 |
1.2177 |
1.2241 |
1.2382 |
|
| S4 |
1.2070 |
1.2134 |
1.2352 |
|
|
| Weekly Pivots for week ending 16-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2878 |
1.2782 |
1.2457 |
|
| R3 |
1.2721 |
1.2625 |
1.2414 |
|
| R2 |
1.2564 |
1.2564 |
1.2400 |
|
| R1 |
1.2468 |
1.2468 |
1.2385 |
1.2438 |
| PP |
1.2407 |
1.2407 |
1.2407 |
1.2392 |
| S1 |
1.2311 |
1.2311 |
1.2357 |
1.2281 |
| S2 |
1.2250 |
1.2250 |
1.2342 |
|
| S3 |
1.2093 |
1.2154 |
1.2328 |
|
| S4 |
1.1936 |
1.1997 |
1.2285 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2474 |
1.2324 |
0.0151 |
1.2% |
0.0097 |
0.8% |
58% |
False |
False |
249,776 |
| 10 |
1.2540 |
1.2324 |
0.0216 |
1.7% |
0.0091 |
0.7% |
41% |
False |
False |
177,330 |
| 20 |
1.2547 |
1.2254 |
0.0293 |
2.4% |
0.0087 |
0.7% |
54% |
False |
False |
92,259 |
| 40 |
1.2659 |
1.2254 |
0.0405 |
3.3% |
0.0098 |
0.8% |
39% |
False |
False |
46,715 |
| 60 |
1.2659 |
1.1968 |
0.0692 |
5.6% |
0.0092 |
0.7% |
64% |
False |
False |
31,295 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2885 |
|
2.618 |
1.2711 |
|
1.618 |
1.2604 |
|
1.000 |
1.2539 |
|
0.618 |
1.2498 |
|
HIGH |
1.2432 |
|
0.618 |
1.2391 |
|
0.500 |
1.2379 |
|
0.382 |
1.2366 |
|
LOW |
1.2326 |
|
0.618 |
1.2260 |
|
1.000 |
1.2219 |
|
1.618 |
1.2153 |
|
2.618 |
1.2047 |
|
4.250 |
1.1873 |
|
|
| Fisher Pivots for day following 21-Mar-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.2400 |
1.2402 |
| PP |
1.2390 |
1.2393 |
| S1 |
1.2379 |
1.2385 |
|