CME Euro FX (E) Future June 2018
| Trading Metrics calculated at close of trading on 13-Apr-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Apr-2018 |
13-Apr-2018 |
Change |
Change % |
Previous Week |
| Open |
1.2424 |
1.2382 |
-0.0042 |
-0.3% |
1.2338 |
| High |
1.2438 |
1.2404 |
-0.0034 |
-0.3% |
1.2458 |
| Low |
1.2357 |
1.2364 |
0.0008 |
0.1% |
1.2322 |
| Close |
1.2387 |
1.2389 |
0.0002 |
0.0% |
1.2389 |
| Range |
0.0081 |
0.0040 |
-0.0042 |
-51.2% |
0.0137 |
| ATR |
0.0082 |
0.0079 |
-0.0003 |
-3.7% |
0.0000 |
| Volume |
200,464 |
141,211 |
-59,253 |
-29.6% |
946,117 |
|
| Daily Pivots for day following 13-Apr-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2504 |
1.2486 |
1.2411 |
|
| R3 |
1.2465 |
1.2447 |
1.2400 |
|
| R2 |
1.2425 |
1.2425 |
1.2396 |
|
| R1 |
1.2407 |
1.2407 |
1.2393 |
1.2416 |
| PP |
1.2386 |
1.2386 |
1.2386 |
1.2390 |
| S1 |
1.2368 |
1.2368 |
1.2385 |
1.2377 |
| S2 |
1.2346 |
1.2346 |
1.2382 |
|
| S3 |
1.2307 |
1.2328 |
1.2378 |
|
| S4 |
1.2267 |
1.2289 |
1.2367 |
|
|
| Weekly Pivots for week ending 13-Apr-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2799 |
1.2731 |
1.2464 |
|
| R3 |
1.2663 |
1.2594 |
1.2427 |
|
| R2 |
1.2526 |
1.2526 |
1.2414 |
|
| R1 |
1.2458 |
1.2458 |
1.2402 |
1.2492 |
| PP |
1.2390 |
1.2390 |
1.2390 |
1.2407 |
| S1 |
1.2321 |
1.2321 |
1.2376 |
1.2355 |
| S2 |
1.2253 |
1.2253 |
1.2364 |
|
| S3 |
1.2117 |
1.2185 |
1.2351 |
|
| S4 |
1.1980 |
1.2048 |
1.2314 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2458 |
1.2322 |
0.0137 |
1.1% |
0.0064 |
0.5% |
49% |
False |
False |
189,223 |
| 10 |
1.2458 |
1.2277 |
0.0182 |
1.5% |
0.0068 |
0.5% |
62% |
False |
False |
184,423 |
| 20 |
1.2554 |
1.2277 |
0.0277 |
2.2% |
0.0082 |
0.7% |
41% |
False |
False |
207,942 |
| 40 |
1.2659 |
1.2254 |
0.0405 |
3.3% |
0.0084 |
0.7% |
33% |
False |
False |
124,863 |
| 60 |
1.2659 |
1.2254 |
0.0405 |
3.3% |
0.0091 |
0.7% |
33% |
False |
False |
83,578 |
| 80 |
1.2659 |
1.1906 |
0.0754 |
6.1% |
0.0087 |
0.7% |
64% |
False |
False |
62,787 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2571 |
|
2.618 |
1.2507 |
|
1.618 |
1.2467 |
|
1.000 |
1.2443 |
|
0.618 |
1.2428 |
|
HIGH |
1.2404 |
|
0.618 |
1.2388 |
|
0.500 |
1.2384 |
|
0.382 |
1.2379 |
|
LOW |
1.2364 |
|
0.618 |
1.2340 |
|
1.000 |
1.2325 |
|
1.618 |
1.2300 |
|
2.618 |
1.2261 |
|
4.250 |
1.2196 |
|
|
| Fisher Pivots for day following 13-Apr-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.2387 |
1.2407 |
| PP |
1.2386 |
1.2401 |
| S1 |
1.2384 |
1.2395 |
|