CME Euro FX (E) Future March 2019
| Trading Metrics calculated at close of trading on 22-Jun-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jun-2018 |
22-Jun-2018 |
Change |
Change % |
Previous Week |
| Open |
1.1800 |
1.1909 |
0.0109 |
0.9% |
1.1855 |
| High |
1.1879 |
1.1920 |
0.0042 |
0.3% |
1.1920 |
| Low |
1.1767 |
1.1884 |
0.0117 |
1.0% |
1.1767 |
| Close |
1.1879 |
1.1919 |
0.0041 |
0.3% |
1.1919 |
| Range |
0.0112 |
0.0037 |
-0.0076 |
-67.4% |
0.0154 |
| ATR |
0.0077 |
0.0075 |
-0.0003 |
-3.3% |
0.0000 |
| Volume |
131 |
18 |
-113 |
-86.3% |
258 |
|
| Daily Pivots for day following 22-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2017 |
1.2005 |
1.1939 |
|
| R3 |
1.1981 |
1.1968 |
1.1929 |
|
| R2 |
1.1944 |
1.1944 |
1.1926 |
|
| R1 |
1.1932 |
1.1932 |
1.1922 |
1.1938 |
| PP |
1.1908 |
1.1908 |
1.1908 |
1.1911 |
| S1 |
1.1895 |
1.1895 |
1.1916 |
1.1901 |
| S2 |
1.1871 |
1.1871 |
1.1912 |
|
| S3 |
1.1835 |
1.1859 |
1.1909 |
|
| S4 |
1.1798 |
1.1822 |
1.1899 |
|
|
| Weekly Pivots for week ending 22-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2329 |
1.2278 |
1.2003 |
|
| R3 |
1.2176 |
1.2124 |
1.1961 |
|
| R2 |
1.2022 |
1.2022 |
1.1947 |
|
| R1 |
1.1971 |
1.1971 |
1.1933 |
1.1996 |
| PP |
1.1869 |
1.1869 |
1.1869 |
1.1881 |
| S1 |
1.1817 |
1.1817 |
1.1905 |
1.1843 |
| S2 |
1.1715 |
1.1715 |
1.1891 |
|
| S3 |
1.1562 |
1.1664 |
1.1877 |
|
| S4 |
1.1408 |
1.1510 |
1.1835 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1920 |
1.1767 |
0.0154 |
1.3% |
0.0054 |
0.5% |
99% |
True |
False |
51 |
| 10 |
1.2097 |
1.1767 |
0.0331 |
2.8% |
0.0070 |
0.6% |
46% |
False |
False |
47 |
| 20 |
1.2110 |
1.1767 |
0.0343 |
2.9% |
0.0074 |
0.6% |
44% |
False |
False |
56 |
| 40 |
1.2460 |
1.1767 |
0.0694 |
5.8% |
0.0065 |
0.5% |
22% |
False |
False |
45 |
| 60 |
1.2732 |
1.1767 |
0.0965 |
8.1% |
0.0053 |
0.4% |
16% |
False |
False |
32 |
| 80 |
1.2827 |
1.1767 |
0.1061 |
8.9% |
0.0051 |
0.4% |
14% |
False |
False |
26 |
| 100 |
1.2929 |
1.1767 |
0.1162 |
9.7% |
0.0051 |
0.4% |
13% |
False |
False |
25 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2075 |
|
2.618 |
1.2016 |
|
1.618 |
1.1979 |
|
1.000 |
1.1957 |
|
0.618 |
1.1943 |
|
HIGH |
1.1920 |
|
0.618 |
1.1906 |
|
0.500 |
1.1902 |
|
0.382 |
1.1897 |
|
LOW |
1.1884 |
|
0.618 |
1.1861 |
|
1.000 |
1.1847 |
|
1.618 |
1.1824 |
|
2.618 |
1.1788 |
|
4.250 |
1.1728 |
|
|
| Fisher Pivots for day following 22-Jun-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.1913 |
1.1894 |
| PP |
1.1908 |
1.1869 |
| S1 |
1.1902 |
1.1843 |
|