CME Euro FX (E) Future March 2019
| Trading Metrics calculated at close of trading on 12-Jun-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jun-2018 |
12-Jun-2018 |
Change |
Change % |
Previous Week |
| Open |
1.2082 |
1.2058 |
-0.0024 |
-0.2% |
1.1960 |
| High |
1.2090 |
1.2074 |
-0.0016 |
-0.1% |
1.2110 |
| Low |
1.2061 |
1.2023 |
-0.0038 |
-0.3% |
1.1945 |
| Close |
1.2066 |
1.2025 |
-0.0041 |
-0.3% |
1.2047 |
| Range |
0.0030 |
0.0052 |
0.0022 |
74.6% |
0.0165 |
| ATR |
0.0073 |
0.0071 |
-0.0002 |
-2.1% |
0.0000 |
| Volume |
38 |
31 |
-7 |
-18.4% |
243 |
|
| Daily Pivots for day following 12-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2195 |
1.2161 |
1.2053 |
|
| R3 |
1.2143 |
1.2110 |
1.2039 |
|
| R2 |
1.2092 |
1.2092 |
1.2034 |
|
| R1 |
1.2058 |
1.2058 |
1.2029 |
1.2049 |
| PP |
1.2040 |
1.2040 |
1.2040 |
1.2036 |
| S1 |
1.2007 |
1.2007 |
1.2020 |
1.1998 |
| S2 |
1.1989 |
1.1989 |
1.2015 |
|
| S3 |
1.1937 |
1.1955 |
1.2010 |
|
| S4 |
1.1886 |
1.1904 |
1.1996 |
|
|
| Weekly Pivots for week ending 08-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2529 |
1.2453 |
1.2137 |
|
| R3 |
1.2364 |
1.2288 |
1.2092 |
|
| R2 |
1.2199 |
1.2199 |
1.2077 |
|
| R1 |
1.2123 |
1.2123 |
1.2062 |
1.2161 |
| PP |
1.2034 |
1.2034 |
1.2034 |
1.2053 |
| S1 |
1.1958 |
1.1958 |
1.2031 |
1.1996 |
| S2 |
1.1869 |
1.1869 |
1.2016 |
|
| S3 |
1.1704 |
1.1793 |
1.2001 |
|
| S4 |
1.1539 |
1.1628 |
1.1956 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2110 |
1.1997 |
0.0113 |
0.9% |
0.0045 |
0.4% |
24% |
False |
False |
51 |
| 10 |
1.2110 |
1.1861 |
0.0249 |
2.1% |
0.0057 |
0.5% |
66% |
False |
False |
55 |
| 20 |
1.2222 |
1.1800 |
0.0422 |
3.5% |
0.0067 |
0.6% |
53% |
False |
False |
46 |
| 40 |
1.2728 |
1.1800 |
0.0928 |
7.7% |
0.0057 |
0.5% |
24% |
False |
False |
37 |
| 60 |
1.2827 |
1.1800 |
0.1027 |
8.5% |
0.0049 |
0.4% |
22% |
False |
False |
26 |
| 80 |
1.2929 |
1.1800 |
0.1129 |
9.4% |
0.0047 |
0.4% |
20% |
False |
False |
23 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2293 |
|
2.618 |
1.2209 |
|
1.618 |
1.2157 |
|
1.000 |
1.2126 |
|
0.618 |
1.2106 |
|
HIGH |
1.2074 |
|
0.618 |
1.2054 |
|
0.500 |
1.2048 |
|
0.382 |
1.2042 |
|
LOW |
1.2023 |
|
0.618 |
1.1991 |
|
1.000 |
1.1971 |
|
1.618 |
1.1939 |
|
2.618 |
1.1888 |
|
4.250 |
1.1804 |
|
|
| Fisher Pivots for day following 12-Jun-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.2048 |
1.2053 |
| PP |
1.2040 |
1.2044 |
| S1 |
1.2032 |
1.2034 |
|