CME Euro FX (E) Future June 2018
| Trading Metrics calculated at close of trading on 19-Apr-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Apr-2018 |
19-Apr-2018 |
Change |
Change % |
Previous Week |
| Open |
1.2429 |
1.2431 |
0.0002 |
0.0% |
1.2338 |
| High |
1.2451 |
1.2453 |
0.0002 |
0.0% |
1.2458 |
| Low |
1.2395 |
1.2380 |
-0.0016 |
-0.1% |
1.2322 |
| Close |
1.2431 |
1.2389 |
-0.0042 |
-0.3% |
1.2389 |
| Range |
0.0056 |
0.0073 |
0.0017 |
30.4% |
0.0137 |
| ATR |
0.0077 |
0.0076 |
0.0000 |
-0.4% |
0.0000 |
| Volume |
194,067 |
214,391 |
20,324 |
10.5% |
946,117 |
|
| Daily Pivots for day following 19-Apr-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2626 |
1.2580 |
1.2429 |
|
| R3 |
1.2553 |
1.2507 |
1.2409 |
|
| R2 |
1.2480 |
1.2480 |
1.2402 |
|
| R1 |
1.2434 |
1.2434 |
1.2395 |
1.2421 |
| PP |
1.2407 |
1.2407 |
1.2407 |
1.2400 |
| S1 |
1.2361 |
1.2361 |
1.2382 |
1.2348 |
| S2 |
1.2334 |
1.2334 |
1.2375 |
|
| S3 |
1.2261 |
1.2288 |
1.2368 |
|
| S4 |
1.2188 |
1.2215 |
1.2348 |
|
|
| 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 |
1.2364 |
0.0105 |
0.8% |
0.0064 |
0.5% |
23% |
False |
False |
183,631 |
| 10 |
1.2469 |
1.2277 |
0.0192 |
1.5% |
0.0067 |
0.5% |
58% |
False |
False |
193,912 |
| 20 |
1.2554 |
1.2277 |
0.0277 |
2.2% |
0.0076 |
0.6% |
40% |
False |
False |
196,063 |
| 40 |
1.2554 |
1.2254 |
0.0300 |
2.4% |
0.0081 |
0.7% |
45% |
False |
False |
144,161 |
| 60 |
1.2659 |
1.2254 |
0.0405 |
3.3% |
0.0091 |
0.7% |
33% |
False |
False |
96,498 |
| 80 |
1.2659 |
1.1968 |
0.0692 |
5.6% |
0.0088 |
0.7% |
61% |
False |
False |
72,487 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2763 |
|
2.618 |
1.2644 |
|
1.618 |
1.2571 |
|
1.000 |
1.2526 |
|
0.618 |
1.2498 |
|
HIGH |
1.2453 |
|
0.618 |
1.2425 |
|
0.500 |
1.2416 |
|
0.382 |
1.2407 |
|
LOW |
1.2380 |
|
0.618 |
1.2334 |
|
1.000 |
1.2307 |
|
1.618 |
1.2261 |
|
2.618 |
1.2188 |
|
4.250 |
1.2069 |
|
|
| Fisher Pivots for day following 19-Apr-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.2416 |
1.2424 |
| PP |
1.2407 |
1.2412 |
| S1 |
1.2398 |
1.2400 |
|