CME Euro FX (E) Future June 2018
| Trading Metrics calculated at close of trading on 22-Mar-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Mar-2018 |
22-Mar-2018 |
Change |
Change % |
Previous Week |
| Open |
1.2327 |
1.2420 |
0.0093 |
0.8% |
1.2399 |
| High |
1.2432 |
1.2468 |
0.0036 |
0.3% |
1.2504 |
| Low |
1.2326 |
1.2365 |
0.0039 |
0.3% |
1.2347 |
| Close |
1.2411 |
1.2387 |
-0.0025 |
-0.2% |
1.2371 |
| Range |
0.0107 |
0.0103 |
-0.0004 |
-3.3% |
0.0157 |
| ATR |
0.0092 |
0.0093 |
0.0001 |
0.8% |
0.0000 |
| Volume |
260,797 |
239,058 |
-21,739 |
-8.3% |
974,224 |
|
| Daily Pivots for day following 22-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2715 |
1.2654 |
1.2443 |
|
| R3 |
1.2612 |
1.2551 |
1.2415 |
|
| R2 |
1.2509 |
1.2509 |
1.2405 |
|
| R1 |
1.2448 |
1.2448 |
1.2396 |
1.2427 |
| PP |
1.2406 |
1.2406 |
1.2406 |
1.2396 |
| S1 |
1.2345 |
1.2345 |
1.2377 |
1.2324 |
| S2 |
1.2303 |
1.2303 |
1.2368 |
|
| S3 |
1.2200 |
1.2242 |
1.2358 |
|
| S4 |
1.2097 |
1.2139 |
1.2330 |
|
|
| 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 |
1.2468 |
1.2324 |
0.0144 |
1.2% |
0.0101 |
0.8% |
44% |
True |
False |
250,714 |
| 10 |
1.2504 |
1.2324 |
0.0181 |
1.5% |
0.0086 |
0.7% |
35% |
False |
False |
193,135 |
| 20 |
1.2547 |
1.2254 |
0.0293 |
2.4% |
0.0088 |
0.7% |
45% |
False |
False |
104,014 |
| 40 |
1.2659 |
1.2254 |
0.0405 |
3.3% |
0.0098 |
0.8% |
33% |
False |
False |
52,675 |
| 60 |
1.2659 |
1.2002 |
0.0658 |
5.3% |
0.0093 |
0.8% |
59% |
False |
False |
35,278 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2905 |
|
2.618 |
1.2737 |
|
1.618 |
1.2634 |
|
1.000 |
1.2571 |
|
0.618 |
1.2531 |
|
HIGH |
1.2468 |
|
0.618 |
1.2428 |
|
0.500 |
1.2416 |
|
0.382 |
1.2404 |
|
LOW |
1.2365 |
|
0.618 |
1.2301 |
|
1.000 |
1.2262 |
|
1.618 |
1.2198 |
|
2.618 |
1.2095 |
|
4.250 |
1.1927 |
|
|
| Fisher Pivots for day following 22-Mar-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.2416 |
1.2396 |
| PP |
1.2406 |
1.2393 |
| S1 |
1.2396 |
1.2390 |
|