CME Euro FX (E) Future June 2018
| Trading Metrics calculated at close of trading on 28-Mar-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Mar-2018 |
28-Mar-2018 |
Change |
Change % |
Previous Week |
| Open |
1.2525 |
1.2478 |
-0.0047 |
-0.4% |
1.2376 |
| High |
1.2554 |
1.2492 |
-0.0062 |
-0.5% |
1.2468 |
| Low |
1.2448 |
1.2369 |
-0.0080 |
-0.6% |
1.2324 |
| Close |
1.2478 |
1.2381 |
-0.0097 |
-0.8% |
1.2447 |
| Range |
0.0106 |
0.0123 |
0.0018 |
16.6% |
0.0144 |
| ATR |
0.0094 |
0.0096 |
0.0002 |
2.2% |
0.0000 |
| Volume |
238,935 |
228,413 |
-10,522 |
-4.4% |
1,109,527 |
|
| Daily Pivots for day following 28-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2783 |
1.2705 |
1.2449 |
|
| R3 |
1.2660 |
1.2582 |
1.2415 |
|
| R2 |
1.2537 |
1.2537 |
1.2404 |
|
| R1 |
1.2459 |
1.2459 |
1.2392 |
1.2436 |
| PP |
1.2414 |
1.2414 |
1.2414 |
1.2402 |
| S1 |
1.2336 |
1.2336 |
1.2370 |
1.2313 |
| S2 |
1.2291 |
1.2291 |
1.2358 |
|
| S3 |
1.2168 |
1.2213 |
1.2347 |
|
| S4 |
1.2045 |
1.2090 |
1.2313 |
|
|
| 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 |
1.2554 |
1.2365 |
0.0189 |
1.5% |
0.0102 |
0.8% |
9% |
False |
False |
221,619 |
| 10 |
1.2554 |
1.2324 |
0.0230 |
1.9% |
0.0100 |
0.8% |
25% |
False |
False |
235,698 |
| 20 |
1.2554 |
1.2254 |
0.0300 |
2.4% |
0.0093 |
0.7% |
42% |
False |
False |
146,329 |
| 40 |
1.2659 |
1.2254 |
0.0405 |
3.3% |
0.0096 |
0.8% |
31% |
False |
False |
74,288 |
| 60 |
1.2659 |
1.2040 |
0.0619 |
5.0% |
0.0097 |
0.8% |
55% |
False |
False |
49,748 |
| 80 |
1.2659 |
1.1872 |
0.0788 |
6.4% |
0.0086 |
0.7% |
65% |
False |
False |
37,544 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3014 |
|
2.618 |
1.2814 |
|
1.618 |
1.2691 |
|
1.000 |
1.2615 |
|
0.618 |
1.2568 |
|
HIGH |
1.2492 |
|
0.618 |
1.2445 |
|
0.500 |
1.2430 |
|
0.382 |
1.2415 |
|
LOW |
1.2369 |
|
0.618 |
1.2292 |
|
1.000 |
1.2246 |
|
1.618 |
1.2169 |
|
2.618 |
1.2046 |
|
4.250 |
1.1846 |
|
|
| Fisher Pivots for day following 28-Mar-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.2430 |
1.2461 |
| PP |
1.2414 |
1.2434 |
| S1 |
1.2397 |
1.2408 |
|