CME Euro FX (E) Future June 2018
| Trading Metrics calculated at close of trading on 17-Apr-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Apr-2018 |
17-Apr-2018 |
Change |
Change % |
Previous Week |
| Open |
1.2385 |
1.2435 |
0.0050 |
0.4% |
1.2338 |
| High |
1.2451 |
1.2469 |
0.0018 |
0.1% |
1.2458 |
| Low |
1.2381 |
1.2390 |
0.0010 |
0.1% |
1.2322 |
| Close |
1.2438 |
1.2422 |
-0.0016 |
-0.1% |
1.2389 |
| Range |
0.0071 |
0.0079 |
0.0008 |
11.3% |
0.0137 |
| ATR |
0.0078 |
0.0078 |
0.0000 |
0.0% |
0.0000 |
| Volume |
176,680 |
191,809 |
15,129 |
8.6% |
946,117 |
|
| Daily Pivots for day following 17-Apr-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2662 |
1.2621 |
1.2465 |
|
| R3 |
1.2584 |
1.2542 |
1.2444 |
|
| R2 |
1.2505 |
1.2505 |
1.2436 |
|
| R1 |
1.2464 |
1.2464 |
1.2429 |
1.2445 |
| PP |
1.2427 |
1.2427 |
1.2427 |
1.2418 |
| S1 |
1.2385 |
1.2385 |
1.2415 |
1.2367 |
| S2 |
1.2348 |
1.2348 |
1.2408 |
|
| S3 |
1.2270 |
1.2307 |
1.2400 |
|
| S4 |
1.2191 |
1.2228 |
1.2379 |
|
|
| 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 |
1.2469 |
1.2357 |
0.0112 |
0.9% |
0.0064 |
0.5% |
58% |
True |
False |
179,550 |
| 10 |
1.2469 |
1.2277 |
0.0192 |
1.5% |
0.0068 |
0.5% |
76% |
True |
False |
189,834 |
| 20 |
1.2554 |
1.2277 |
0.0277 |
2.2% |
0.0081 |
0.6% |
53% |
False |
False |
198,385 |
| 40 |
1.2554 |
1.2254 |
0.0300 |
2.4% |
0.0083 |
0.7% |
56% |
False |
False |
134,024 |
| 60 |
1.2659 |
1.2254 |
0.0405 |
3.3% |
0.0091 |
0.7% |
41% |
False |
False |
89,704 |
| 80 |
1.2659 |
1.1968 |
0.0692 |
5.6% |
0.0088 |
0.7% |
66% |
False |
False |
67,388 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2802 |
|
2.618 |
1.2674 |
|
1.618 |
1.2596 |
|
1.000 |
1.2547 |
|
0.618 |
1.2517 |
|
HIGH |
1.2469 |
|
0.618 |
1.2439 |
|
0.500 |
1.2429 |
|
0.382 |
1.2420 |
|
LOW |
1.2390 |
|
0.618 |
1.2341 |
|
1.000 |
1.2312 |
|
1.618 |
1.2263 |
|
2.618 |
1.2184 |
|
4.250 |
1.2056 |
|
|
| Fisher Pivots for day following 17-Apr-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.2429 |
1.2420 |
| PP |
1.2427 |
1.2418 |
| S1 |
1.2424 |
1.2416 |
|