CME Euro FX (E) Future June 2018
| Trading Metrics calculated at close of trading on 16-Apr-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Apr-2018 |
16-Apr-2018 |
Change |
Change % |
Previous Week |
| Open |
1.2382 |
1.2385 |
0.0003 |
0.0% |
1.2338 |
| High |
1.2404 |
1.2451 |
0.0048 |
0.4% |
1.2458 |
| Low |
1.2364 |
1.2381 |
0.0017 |
0.1% |
1.2322 |
| Close |
1.2389 |
1.2438 |
0.0049 |
0.4% |
1.2389 |
| Range |
0.0040 |
0.0071 |
0.0031 |
78.5% |
0.0137 |
| ATR |
0.0079 |
0.0078 |
-0.0001 |
-0.8% |
0.0000 |
| Volume |
141,211 |
176,680 |
35,469 |
25.1% |
946,117 |
|
| Daily Pivots for day following 16-Apr-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2635 |
1.2607 |
1.2476 |
|
| R3 |
1.2564 |
1.2536 |
1.2457 |
|
| R2 |
1.2494 |
1.2494 |
1.2450 |
|
| R1 |
1.2466 |
1.2466 |
1.2444 |
1.2480 |
| PP |
1.2423 |
1.2423 |
1.2423 |
1.2430 |
| S1 |
1.2395 |
1.2395 |
1.2431 |
1.2409 |
| S2 |
1.2353 |
1.2353 |
1.2425 |
|
| S3 |
1.2282 |
1.2325 |
1.2418 |
|
| S4 |
1.2212 |
1.2254 |
1.2399 |
|
|
| 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 |
1.2357 |
0.0102 |
0.8% |
0.0064 |
0.5% |
80% |
False |
False |
186,948 |
| 10 |
1.2458 |
1.2277 |
0.0182 |
1.5% |
0.0068 |
0.5% |
89% |
False |
False |
192,005 |
| 20 |
1.2554 |
1.2277 |
0.0277 |
2.2% |
0.0082 |
0.7% |
58% |
False |
False |
200,278 |
| 40 |
1.2659 |
1.2254 |
0.0405 |
3.3% |
0.0085 |
0.7% |
45% |
False |
False |
129,259 |
| 60 |
1.2659 |
1.2254 |
0.0405 |
3.3% |
0.0091 |
0.7% |
45% |
False |
False |
86,514 |
| 80 |
1.2659 |
1.1934 |
0.0726 |
5.8% |
0.0087 |
0.7% |
69% |
False |
False |
64,992 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2751 |
|
2.618 |
1.2636 |
|
1.618 |
1.2565 |
|
1.000 |
1.2522 |
|
0.618 |
1.2495 |
|
HIGH |
1.2451 |
|
0.618 |
1.2424 |
|
0.500 |
1.2416 |
|
0.382 |
1.2407 |
|
LOW |
1.2381 |
|
0.618 |
1.2337 |
|
1.000 |
1.2310 |
|
1.618 |
1.2266 |
|
2.618 |
1.2196 |
|
4.250 |
1.2081 |
|
|
| Fisher Pivots for day following 16-Apr-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.2430 |
1.2426 |
| PP |
1.2423 |
1.2415 |
| S1 |
1.2416 |
1.2404 |
|