CME Euro FX (E) Future June 2018
| Trading Metrics calculated at close of trading on 03-Apr-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Apr-2018 |
03-Apr-2018 |
Change |
Change % |
Previous Week |
| Open |
1.2388 |
1.2370 |
-0.0019 |
-0.1% |
1.2437 |
| High |
1.2414 |
1.2404 |
-0.0011 |
-0.1% |
1.2554 |
| Low |
1.2349 |
1.2320 |
-0.0029 |
-0.2% |
1.2352 |
| Close |
1.2368 |
1.2335 |
-0.0033 |
-0.3% |
1.2359 |
| Range |
0.0066 |
0.0084 |
0.0018 |
27.5% |
0.0202 |
| ATR |
0.0091 |
0.0090 |
-0.0001 |
-0.6% |
0.0000 |
| Volume |
100,862 |
213,519 |
112,657 |
111.7% |
875,136 |
|
| Daily Pivots for day following 03-Apr-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2603 |
1.2553 |
1.2381 |
|
| R3 |
1.2520 |
1.2469 |
1.2358 |
|
| R2 |
1.2436 |
1.2436 |
1.2350 |
|
| R1 |
1.2386 |
1.2386 |
1.2343 |
1.2369 |
| PP |
1.2353 |
1.2353 |
1.2353 |
1.2345 |
| S1 |
1.2302 |
1.2302 |
1.2327 |
1.2286 |
| S2 |
1.2269 |
1.2269 |
1.2320 |
|
| S3 |
1.2186 |
1.2219 |
1.2312 |
|
| S4 |
1.2102 |
1.2135 |
1.2289 |
|
|
| Weekly Pivots for week ending 30-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3026 |
1.2894 |
1.2469 |
|
| R3 |
1.2824 |
1.2692 |
1.2414 |
|
| R2 |
1.2623 |
1.2623 |
1.2395 |
|
| R1 |
1.2491 |
1.2491 |
1.2377 |
1.2456 |
| PP |
1.2421 |
1.2421 |
1.2421 |
1.2404 |
| S1 |
1.2289 |
1.2289 |
1.2340 |
1.2255 |
| S2 |
1.2220 |
1.2220 |
1.2322 |
|
| S3 |
1.2018 |
1.2088 |
1.2303 |
|
| S4 |
1.1817 |
1.1886 |
1.2248 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2554 |
1.2320 |
0.0234 |
1.9% |
0.0086 |
0.7% |
6% |
False |
True |
194,744 |
| 10 |
1.2554 |
1.2320 |
0.0234 |
1.9% |
0.0093 |
0.8% |
6% |
False |
True |
206,937 |
| 20 |
1.2554 |
1.2320 |
0.0234 |
1.9% |
0.0089 |
0.7% |
6% |
False |
True |
170,688 |
| 40 |
1.2659 |
1.2254 |
0.0405 |
3.3% |
0.0093 |
0.8% |
20% |
False |
False |
86,885 |
| 60 |
1.2659 |
1.2040 |
0.0619 |
5.0% |
0.0096 |
0.8% |
48% |
False |
False |
58,170 |
| 80 |
1.2659 |
1.1872 |
0.0788 |
6.4% |
0.0087 |
0.7% |
59% |
False |
False |
43,873 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2758 |
|
2.618 |
1.2622 |
|
1.618 |
1.2539 |
|
1.000 |
1.2487 |
|
0.618 |
1.2455 |
|
HIGH |
1.2404 |
|
0.618 |
1.2372 |
|
0.500 |
1.2362 |
|
0.382 |
1.2352 |
|
LOW |
1.2320 |
|
0.618 |
1.2268 |
|
1.000 |
1.2237 |
|
1.618 |
1.2185 |
|
2.618 |
1.2101 |
|
4.250 |
1.1965 |
|
|
| Fisher Pivots for day following 03-Apr-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.2362 |
1.2367 |
| PP |
1.2353 |
1.2356 |
| S1 |
1.2344 |
1.2346 |
|