CME Euro FX (E) Future June 2018
| Trading Metrics calculated at close of trading on 20-Apr-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Apr-2018 |
20-Apr-2018 |
Change |
Change % |
Previous Week |
| Open |
1.2431 |
1.2395 |
-0.0036 |
-0.3% |
1.2385 |
| High |
1.2453 |
1.2404 |
-0.0049 |
-0.4% |
1.2469 |
| Low |
1.2380 |
1.2299 |
-0.0081 |
-0.7% |
1.2299 |
| Close |
1.2389 |
1.2333 |
-0.0056 |
-0.5% |
1.2333 |
| Range |
0.0073 |
0.0105 |
0.0032 |
43.2% |
0.0170 |
| ATR |
0.0076 |
0.0078 |
0.0002 |
2.6% |
0.0000 |
| Volume |
214,391 |
231,789 |
17,398 |
8.1% |
1,008,736 |
|
| Daily Pivots for day following 20-Apr-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2659 |
1.2600 |
1.2390 |
|
| R3 |
1.2554 |
1.2496 |
1.2361 |
|
| R2 |
1.2450 |
1.2450 |
1.2352 |
|
| R1 |
1.2391 |
1.2391 |
1.2342 |
1.2368 |
| PP |
1.2345 |
1.2345 |
1.2345 |
1.2334 |
| S1 |
1.2287 |
1.2287 |
1.2323 |
1.2264 |
| S2 |
1.2241 |
1.2241 |
1.2313 |
|
| S3 |
1.2136 |
1.2182 |
1.2304 |
|
| S4 |
1.2032 |
1.2078 |
1.2275 |
|
|
| Weekly Pivots for week ending 20-Apr-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2875 |
1.2773 |
1.2426 |
|
| R3 |
1.2706 |
1.2604 |
1.2379 |
|
| R2 |
1.2536 |
1.2536 |
1.2364 |
|
| R1 |
1.2434 |
1.2434 |
1.2348 |
1.2401 |
| PP |
1.2367 |
1.2367 |
1.2367 |
1.2350 |
| S1 |
1.2265 |
1.2265 |
1.2317 |
1.2231 |
| S2 |
1.2197 |
1.2197 |
1.2301 |
|
| S3 |
1.2028 |
1.2095 |
1.2286 |
|
| S4 |
1.1858 |
1.1926 |
1.2239 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2469 |
1.2299 |
0.0170 |
1.4% |
0.0077 |
0.6% |
20% |
False |
True |
201,747 |
| 10 |
1.2469 |
1.2299 |
0.0170 |
1.4% |
0.0070 |
0.6% |
20% |
False |
True |
195,485 |
| 20 |
1.2554 |
1.2277 |
0.0277 |
2.2% |
0.0076 |
0.6% |
20% |
False |
False |
195,700 |
| 40 |
1.2554 |
1.2254 |
0.0300 |
2.4% |
0.0082 |
0.7% |
26% |
False |
False |
149,857 |
| 60 |
1.2659 |
1.2254 |
0.0405 |
3.3% |
0.0090 |
0.7% |
19% |
False |
False |
100,350 |
| 80 |
1.2659 |
1.2002 |
0.0658 |
5.3% |
0.0089 |
0.7% |
50% |
False |
False |
75,383 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2848 |
|
2.618 |
1.2677 |
|
1.618 |
1.2573 |
|
1.000 |
1.2508 |
|
0.618 |
1.2468 |
|
HIGH |
1.2404 |
|
0.618 |
1.2364 |
|
0.500 |
1.2351 |
|
0.382 |
1.2339 |
|
LOW |
1.2299 |
|
0.618 |
1.2234 |
|
1.000 |
1.2195 |
|
1.618 |
1.2130 |
|
2.618 |
1.2025 |
|
4.250 |
1.1855 |
|
|
| Fisher Pivots for day following 20-Apr-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.2351 |
1.2376 |
| PP |
1.2345 |
1.2361 |
| S1 |
1.2339 |
1.2347 |
|