CME Euro FX (E) Future June 2018
| Trading Metrics calculated at close of trading on 12-Apr-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Apr-2018 |
12-Apr-2018 |
Change |
Change % |
Previous Week |
| Open |
1.2414 |
1.2424 |
0.0011 |
0.1% |
1.2388 |
| High |
1.2458 |
1.2438 |
-0.0021 |
-0.2% |
1.2414 |
| Low |
1.2407 |
1.2357 |
-0.0051 |
-0.4% |
1.2277 |
| Close |
1.2423 |
1.2387 |
-0.0036 |
-0.3% |
1.2349 |
| Range |
0.0051 |
0.0081 |
0.0030 |
58.8% |
0.0138 |
| ATR |
0.0082 |
0.0082 |
0.0000 |
-0.1% |
0.0000 |
| Volume |
187,587 |
200,464 |
12,877 |
6.9% |
898,119 |
|
| Daily Pivots for day following 12-Apr-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2637 |
1.2593 |
1.2432 |
|
| R3 |
1.2556 |
1.2512 |
1.2409 |
|
| R2 |
1.2475 |
1.2475 |
1.2402 |
|
| R1 |
1.2431 |
1.2431 |
1.2394 |
1.2412 |
| PP |
1.2394 |
1.2394 |
1.2394 |
1.2384 |
| S1 |
1.2350 |
1.2350 |
1.2380 |
1.2331 |
| S2 |
1.2313 |
1.2313 |
1.2372 |
|
| S3 |
1.2232 |
1.2269 |
1.2365 |
|
| S4 |
1.2151 |
1.2188 |
1.2342 |
|
|
| 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 |
1.2458 |
1.2277 |
0.0182 |
1.5% |
0.0071 |
0.6% |
61% |
False |
False |
204,192 |
| 10 |
1.2458 |
1.2277 |
0.0182 |
1.5% |
0.0069 |
0.6% |
61% |
False |
False |
189,501 |
| 20 |
1.2554 |
1.2277 |
0.0277 |
2.2% |
0.0084 |
0.7% |
40% |
False |
False |
212,600 |
| 40 |
1.2659 |
1.2254 |
0.0405 |
3.3% |
0.0088 |
0.7% |
33% |
False |
False |
121,387 |
| 60 |
1.2659 |
1.2254 |
0.0405 |
3.3% |
0.0093 |
0.7% |
33% |
False |
False |
81,249 |
| 80 |
1.2659 |
1.1906 |
0.0754 |
6.1% |
0.0088 |
0.7% |
64% |
False |
False |
61,143 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2782 |
|
2.618 |
1.2650 |
|
1.618 |
1.2569 |
|
1.000 |
1.2519 |
|
0.618 |
1.2488 |
|
HIGH |
1.2438 |
|
0.618 |
1.2407 |
|
0.500 |
1.2397 |
|
0.382 |
1.2387 |
|
LOW |
1.2357 |
|
0.618 |
1.2306 |
|
1.000 |
1.2276 |
|
1.618 |
1.2225 |
|
2.618 |
1.2144 |
|
4.250 |
1.2012 |
|
|
| Fisher Pivots for day following 12-Apr-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.2397 |
1.2407 |
| PP |
1.2394 |
1.2401 |
| S1 |
1.2390 |
1.2394 |
|