CME Euro FX (E) Future March 2019
| Trading Metrics calculated at close of trading on 21-Jun-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jun-2018 |
21-Jun-2018 |
Change |
Change % |
Previous Week |
| Open |
1.1824 |
1.1800 |
-0.0024 |
-0.2% |
1.2082 |
| High |
1.1843 |
1.1879 |
0.0036 |
0.3% |
1.2097 |
| Low |
1.1824 |
1.1767 |
-0.0058 |
-0.5% |
1.1810 |
| Close |
1.1843 |
1.1879 |
0.0036 |
0.3% |
1.1869 |
| Range |
0.0019 |
0.0112 |
0.0093 |
489.5% |
0.0287 |
| ATR |
0.0075 |
0.0077 |
0.0003 |
3.6% |
0.0000 |
| Volume |
27 |
131 |
104 |
385.2% |
212 |
|
| Daily Pivots for day following 21-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2177 |
1.2140 |
1.1940 |
|
| R3 |
1.2065 |
1.2028 |
1.1909 |
|
| R2 |
1.1953 |
1.1953 |
1.1899 |
|
| R1 |
1.1916 |
1.1916 |
1.1889 |
1.1935 |
| PP |
1.1841 |
1.1841 |
1.1841 |
1.1851 |
| S1 |
1.1804 |
1.1804 |
1.1868 |
1.1823 |
| S2 |
1.1729 |
1.1729 |
1.1858 |
|
| S3 |
1.1617 |
1.1692 |
1.1848 |
|
| S4 |
1.1505 |
1.1580 |
1.1817 |
|
|
| 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 |
1.1880 |
1.1767 |
0.0114 |
1.0% |
0.0058 |
0.5% |
99% |
False |
True |
53 |
| 10 |
1.2097 |
1.1767 |
0.0331 |
2.8% |
0.0070 |
0.6% |
34% |
False |
True |
45 |
| 20 |
1.2110 |
1.1767 |
0.0343 |
2.9% |
0.0073 |
0.6% |
33% |
False |
True |
57 |
| 40 |
1.2525 |
1.1767 |
0.0758 |
6.4% |
0.0066 |
0.6% |
15% |
False |
True |
46 |
| 60 |
1.2732 |
1.1767 |
0.0965 |
8.1% |
0.0053 |
0.4% |
12% |
False |
True |
32 |
| 80 |
1.2827 |
1.1767 |
0.1061 |
8.9% |
0.0051 |
0.4% |
11% |
False |
True |
26 |
| 100 |
1.2929 |
1.1767 |
0.1162 |
9.8% |
0.0051 |
0.4% |
10% |
False |
True |
25 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2355 |
|
2.618 |
1.2172 |
|
1.618 |
1.2060 |
|
1.000 |
1.1991 |
|
0.618 |
1.1948 |
|
HIGH |
1.1879 |
|
0.618 |
1.1836 |
|
0.500 |
1.1823 |
|
0.382 |
1.1809 |
|
LOW |
1.1767 |
|
0.618 |
1.1697 |
|
1.000 |
1.1655 |
|
1.618 |
1.1585 |
|
2.618 |
1.1473 |
|
4.250 |
1.1291 |
|
|
| Fisher Pivots for day following 21-Jun-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.1860 |
1.1860 |
| PP |
1.1841 |
1.1841 |
| S1 |
1.1823 |
1.1823 |
|