CME Euro FX (E) Future March 2019
| Trading Metrics calculated at close of trading on 20-Jun-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jun-2018 |
20-Jun-2018 |
Change |
Change % |
Previous Week |
| Open |
1.1840 |
1.1824 |
-0.0016 |
-0.1% |
1.2082 |
| High |
1.1842 |
1.1843 |
0.0002 |
0.0% |
1.2097 |
| Low |
1.1797 |
1.1824 |
0.0028 |
0.2% |
1.1810 |
| Close |
1.1836 |
1.1843 |
0.0007 |
0.1% |
1.1869 |
| Range |
0.0045 |
0.0019 |
-0.0026 |
-57.8% |
0.0287 |
| ATR |
0.0079 |
0.0075 |
-0.0004 |
-5.4% |
0.0000 |
| Volume |
54 |
27 |
-27 |
-50.0% |
212 |
|
| Daily Pivots for day following 20-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1894 |
1.1887 |
1.1853 |
|
| R3 |
1.1875 |
1.1868 |
1.1848 |
|
| R2 |
1.1856 |
1.1856 |
1.1846 |
|
| R1 |
1.1849 |
1.1849 |
1.1845 |
1.1853 |
| PP |
1.1837 |
1.1837 |
1.1837 |
1.1838 |
| S1 |
1.1830 |
1.1830 |
1.1841 |
1.1834 |
| S2 |
1.1818 |
1.1818 |
1.1840 |
|
| S3 |
1.1799 |
1.1811 |
1.1838 |
|
| S4 |
1.1780 |
1.1792 |
1.1833 |
|
|
| Weekly Pivots for week ending 15-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2786 |
1.2614 |
1.2026 |
|
| R3 |
1.2499 |
1.2327 |
1.1947 |
|
| R2 |
1.2212 |
1.2212 |
1.1921 |
|
| R1 |
1.2040 |
1.2040 |
1.1895 |
1.1983 |
| PP |
1.1925 |
1.1925 |
1.1925 |
1.1896 |
| S1 |
1.1753 |
1.1753 |
1.1842 |
1.1696 |
| S2 |
1.1638 |
1.1638 |
1.1816 |
|
| S3 |
1.1351 |
1.1466 |
1.1790 |
|
| S4 |
1.1064 |
1.1179 |
1.1711 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2097 |
1.1797 |
0.0301 |
2.5% |
0.0084 |
0.7% |
15% |
False |
False |
48 |
| 10 |
1.2110 |
1.1797 |
0.0313 |
2.6% |
0.0062 |
0.5% |
15% |
False |
False |
48 |
| 20 |
1.2110 |
1.1797 |
0.0313 |
2.6% |
0.0072 |
0.6% |
15% |
False |
False |
55 |
| 40 |
1.2538 |
1.1797 |
0.0742 |
6.3% |
0.0064 |
0.5% |
6% |
False |
False |
43 |
| 60 |
1.2766 |
1.1797 |
0.0970 |
8.2% |
0.0052 |
0.4% |
5% |
False |
False |
30 |
| 80 |
1.2827 |
1.1797 |
0.1031 |
8.7% |
0.0050 |
0.4% |
5% |
False |
False |
24 |
| 100 |
1.2929 |
1.1797 |
0.1132 |
9.6% |
0.0051 |
0.4% |
4% |
False |
False |
24 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1924 |
|
2.618 |
1.1893 |
|
1.618 |
1.1874 |
|
1.000 |
1.1862 |
|
0.618 |
1.1855 |
|
HIGH |
1.1843 |
|
0.618 |
1.1836 |
|
0.500 |
1.1834 |
|
0.382 |
1.1831 |
|
LOW |
1.1824 |
|
0.618 |
1.1812 |
|
1.000 |
1.1805 |
|
1.618 |
1.1793 |
|
2.618 |
1.1774 |
|
4.250 |
1.1743 |
|
|
| Fisher Pivots for day following 20-Jun-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.1840 |
1.1841 |
| PP |
1.1837 |
1.1840 |
| S1 |
1.1834 |
1.1838 |
|