CME Euro FX (E) Future June 2018
| Trading Metrics calculated at close of trading on 23-Mar-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Mar-2018 |
23-Mar-2018 |
Change |
Change % |
Previous Week |
| Open |
1.2420 |
1.2386 |
-0.0034 |
-0.3% |
1.2376 |
| High |
1.2468 |
1.2454 |
-0.0014 |
-0.1% |
1.2468 |
| Low |
1.2365 |
1.2385 |
0.0021 |
0.2% |
1.2324 |
| Close |
1.2387 |
1.2447 |
0.0060 |
0.5% |
1.2447 |
| Range |
0.0103 |
0.0069 |
-0.0035 |
-33.5% |
0.0144 |
| ATR |
0.0093 |
0.0091 |
-0.0002 |
-1.9% |
0.0000 |
| Volume |
239,058 |
185,899 |
-53,159 |
-22.2% |
1,109,527 |
|
| Daily Pivots for day following 23-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2634 |
1.2609 |
1.2484 |
|
| R3 |
1.2565 |
1.2540 |
1.2465 |
|
| R2 |
1.2497 |
1.2497 |
1.2459 |
|
| R1 |
1.2472 |
1.2472 |
1.2453 |
1.2484 |
| PP |
1.2428 |
1.2428 |
1.2428 |
1.2435 |
| S1 |
1.2403 |
1.2403 |
1.2440 |
1.2416 |
| S2 |
1.2360 |
1.2360 |
1.2434 |
|
| S3 |
1.2291 |
1.2335 |
1.2428 |
|
| S4 |
1.2223 |
1.2266 |
1.2409 |
|
|
| Weekly Pivots for week ending 23-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2845 |
1.2790 |
1.2526 |
|
| R3 |
1.2701 |
1.2646 |
1.2486 |
|
| R2 |
1.2557 |
1.2557 |
1.2473 |
|
| R1 |
1.2502 |
1.2502 |
1.2460 |
1.2529 |
| PP |
1.2413 |
1.2413 |
1.2413 |
1.2426 |
| S1 |
1.2358 |
1.2358 |
1.2433 |
1.2385 |
| S2 |
1.2269 |
1.2269 |
1.2420 |
|
| S3 |
1.2125 |
1.2214 |
1.2407 |
|
| S4 |
1.1981 |
1.2070 |
1.2367 |
|
|
| 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% |
0.0099 |
0.8% |
85% |
False |
False |
221,905 |
| 10 |
1.2504 |
1.2324 |
0.0181 |
1.5% |
0.0087 |
0.7% |
68% |
False |
False |
208,375 |
| 20 |
1.2547 |
1.2254 |
0.0293 |
2.4% |
0.0088 |
0.7% |
66% |
False |
False |
113,247 |
| 40 |
1.2659 |
1.2254 |
0.0405 |
3.3% |
0.0095 |
0.8% |
48% |
False |
False |
57,299 |
| 60 |
1.2659 |
1.2015 |
0.0644 |
5.2% |
0.0094 |
0.8% |
67% |
False |
False |
38,372 |
| 80 |
1.2659 |
1.1872 |
0.0788 |
6.3% |
0.0085 |
0.7% |
73% |
False |
False |
29,008 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2745 |
|
2.618 |
1.2633 |
|
1.618 |
1.2564 |
|
1.000 |
1.2522 |
|
0.618 |
1.2496 |
|
HIGH |
1.2454 |
|
0.618 |
1.2427 |
|
0.500 |
1.2419 |
|
0.382 |
1.2411 |
|
LOW |
1.2385 |
|
0.618 |
1.2343 |
|
1.000 |
1.2317 |
|
1.618 |
1.2274 |
|
2.618 |
1.2206 |
|
4.250 |
1.2094 |
|
|
| Fisher Pivots for day following 23-Mar-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.2437 |
1.2430 |
| PP |
1.2428 |
1.2413 |
| S1 |
1.2419 |
1.2397 |
|