CME Euro FX (E) Future June 2018
| Trading Metrics calculated at close of trading on 05-Apr-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Apr-2018 |
05-Apr-2018 |
Change |
Change % |
Previous Week |
| Open |
1.2340 |
1.2348 |
0.0008 |
0.1% |
1.2437 |
| High |
1.2383 |
1.2356 |
-0.0027 |
-0.2% |
1.2554 |
| Low |
1.2324 |
1.2282 |
-0.0042 |
-0.3% |
1.2352 |
| Close |
1.2349 |
1.2301 |
-0.0048 |
-0.4% |
1.2359 |
| Range |
0.0059 |
0.0074 |
0.0015 |
24.6% |
0.0202 |
| ATR |
0.0088 |
0.0087 |
-0.0001 |
-1.2% |
0.0000 |
| Volume |
169,413 |
198,269 |
28,856 |
17.0% |
875,136 |
|
| Daily Pivots for day following 05-Apr-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2533 |
1.2490 |
1.2341 |
|
| R3 |
1.2460 |
1.2417 |
1.2321 |
|
| R2 |
1.2386 |
1.2386 |
1.2314 |
|
| R1 |
1.2343 |
1.2343 |
1.2307 |
1.2328 |
| PP |
1.2313 |
1.2313 |
1.2313 |
1.2305 |
| S1 |
1.2270 |
1.2270 |
1.2294 |
1.2255 |
| S2 |
1.2239 |
1.2239 |
1.2287 |
|
| S3 |
1.2166 |
1.2196 |
1.2280 |
|
| S4 |
1.2092 |
1.2123 |
1.2260 |
|
|
| 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 |
1.2414 |
1.2282 |
0.0132 |
1.1% |
0.0067 |
0.5% |
14% |
False |
True |
174,811 |
| 10 |
1.2554 |
1.2282 |
0.0272 |
2.2% |
0.0084 |
0.7% |
7% |
False |
True |
198,215 |
| 20 |
1.2554 |
1.2282 |
0.0272 |
2.2% |
0.0088 |
0.7% |
7% |
False |
True |
187,773 |
| 40 |
1.2659 |
1.2254 |
0.0405 |
3.3% |
0.0090 |
0.7% |
11% |
False |
False |
96,040 |
| 60 |
1.2659 |
1.2040 |
0.0619 |
5.0% |
0.0096 |
0.8% |
42% |
False |
False |
64,290 |
| 80 |
1.2659 |
1.1872 |
0.0788 |
6.4% |
0.0087 |
0.7% |
54% |
False |
False |
48,455 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2668 |
|
2.618 |
1.2548 |
|
1.618 |
1.2474 |
|
1.000 |
1.2429 |
|
0.618 |
1.2401 |
|
HIGH |
1.2356 |
|
0.618 |
1.2327 |
|
0.500 |
1.2319 |
|
0.382 |
1.2310 |
|
LOW |
1.2282 |
|
0.618 |
1.2237 |
|
1.000 |
1.2209 |
|
1.618 |
1.2163 |
|
2.618 |
1.2090 |
|
4.250 |
1.1970 |
|
|
| Fisher Pivots for day following 05-Apr-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.2319 |
1.2343 |
| PP |
1.2313 |
1.2329 |
| S1 |
1.2307 |
1.2315 |
|