CME Euro FX (E) Future June 2018
| Trading Metrics calculated at close of trading on 06-Apr-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Apr-2018 |
06-Apr-2018 |
Change |
Change % |
Previous Week |
| Open |
1.2348 |
1.2303 |
-0.0045 |
-0.4% |
1.2388 |
| High |
1.2356 |
1.2354 |
-0.0002 |
0.0% |
1.2414 |
| Low |
1.2282 |
1.2277 |
-0.0006 |
0.0% |
1.2277 |
| Close |
1.2301 |
1.2349 |
0.0048 |
0.4% |
1.2349 |
| Range |
0.0074 |
0.0078 |
0.0004 |
5.4% |
0.0138 |
| ATR |
0.0087 |
0.0086 |
-0.0001 |
-0.8% |
0.0000 |
| Volume |
198,269 |
216,056 |
17,787 |
9.0% |
898,119 |
|
| Daily Pivots for day following 06-Apr-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2559 |
1.2531 |
1.2391 |
|
| R3 |
1.2481 |
1.2454 |
1.2370 |
|
| R2 |
1.2404 |
1.2404 |
1.2363 |
|
| R1 |
1.2376 |
1.2376 |
1.2356 |
1.2390 |
| PP |
1.2326 |
1.2326 |
1.2326 |
1.2333 |
| S1 |
1.2299 |
1.2299 |
1.2341 |
1.2313 |
| S2 |
1.2249 |
1.2249 |
1.2334 |
|
| S3 |
1.2171 |
1.2221 |
1.2327 |
|
| S4 |
1.2094 |
1.2144 |
1.2306 |
|
|
| Weekly Pivots for week ending 06-Apr-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2759 |
1.2691 |
1.2424 |
|
| R3 |
1.2621 |
1.2554 |
1.2386 |
|
| R2 |
1.2484 |
1.2484 |
1.2374 |
|
| R1 |
1.2416 |
1.2416 |
1.2361 |
1.2381 |
| PP |
1.2346 |
1.2346 |
1.2346 |
1.2329 |
| S1 |
1.2279 |
1.2279 |
1.2336 |
1.2244 |
| S2 |
1.2209 |
1.2209 |
1.2323 |
|
| S3 |
1.2071 |
1.2141 |
1.2311 |
|
| S4 |
1.1934 |
1.2004 |
1.2273 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2414 |
1.2277 |
0.0138 |
1.1% |
0.0072 |
0.6% |
52% |
False |
True |
179,623 |
| 10 |
1.2554 |
1.2277 |
0.0277 |
2.2% |
0.0082 |
0.7% |
26% |
False |
True |
195,915 |
| 20 |
1.2554 |
1.2277 |
0.0277 |
2.2% |
0.0084 |
0.7% |
26% |
False |
True |
194,525 |
| 40 |
1.2659 |
1.2254 |
0.0405 |
3.3% |
0.0088 |
0.7% |
23% |
False |
False |
101,374 |
| 60 |
1.2659 |
1.2040 |
0.0619 |
5.0% |
0.0097 |
0.8% |
50% |
False |
False |
67,888 |
| 80 |
1.2659 |
1.1872 |
0.0788 |
6.4% |
0.0088 |
0.7% |
61% |
False |
False |
51,154 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2683 |
|
2.618 |
1.2557 |
|
1.618 |
1.2479 |
|
1.000 |
1.2432 |
|
0.618 |
1.2402 |
|
HIGH |
1.2354 |
|
0.618 |
1.2324 |
|
0.500 |
1.2315 |
|
0.382 |
1.2306 |
|
LOW |
1.2277 |
|
0.618 |
1.2229 |
|
1.000 |
1.2199 |
|
1.618 |
1.2151 |
|
2.618 |
1.2074 |
|
4.250 |
1.1947 |
|
|
| Fisher Pivots for day following 06-Apr-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.2337 |
1.2342 |
| PP |
1.2326 |
1.2336 |
| S1 |
1.2315 |
1.2330 |
|