CME Euro FX (E) Future March 2019
| Trading Metrics calculated at close of trading on 26-Jun-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jun-2018 |
26-Jun-2018 |
Change |
Change % |
Previous Week |
| Open |
1.1942 |
1.1966 |
0.0024 |
0.2% |
1.1855 |
| High |
1.1960 |
1.1969 |
0.0009 |
0.1% |
1.1920 |
| Low |
1.1942 |
1.1890 |
-0.0053 |
-0.4% |
1.1767 |
| Close |
1.1960 |
1.1904 |
-0.0057 |
-0.5% |
1.1919 |
| Range |
0.0018 |
0.0079 |
0.0061 |
338.9% |
0.0154 |
| ATR |
0.0072 |
0.0073 |
0.0000 |
0.7% |
0.0000 |
| Volume |
19 |
3 |
-16 |
-84.2% |
258 |
|
| Daily Pivots for day following 26-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2158 |
1.2110 |
1.1947 |
|
| R3 |
1.2079 |
1.2031 |
1.1925 |
|
| R2 |
1.2000 |
1.2000 |
1.1918 |
|
| R1 |
1.1952 |
1.1952 |
1.1911 |
1.1936 |
| PP |
1.1921 |
1.1921 |
1.1921 |
1.1913 |
| S1 |
1.1873 |
1.1873 |
1.1896 |
1.1857 |
| S2 |
1.1842 |
1.1842 |
1.1889 |
|
| S3 |
1.1763 |
1.1794 |
1.1882 |
|
| S4 |
1.1684 |
1.1715 |
1.1860 |
|
|
| 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 |
1.1969 |
1.1767 |
0.0202 |
1.7% |
0.0053 |
0.4% |
68% |
True |
False |
39 |
| 10 |
1.2097 |
1.1767 |
0.0331 |
2.8% |
0.0072 |
0.6% |
41% |
False |
False |
42 |
| 20 |
1.2110 |
1.1767 |
0.0343 |
2.9% |
0.0064 |
0.5% |
40% |
False |
False |
49 |
| 40 |
1.2380 |
1.1767 |
0.0614 |
5.2% |
0.0065 |
0.5% |
22% |
False |
False |
44 |
| 60 |
1.2732 |
1.1767 |
0.0965 |
8.1% |
0.0055 |
0.5% |
14% |
False |
False |
32 |
| 80 |
1.2827 |
1.1767 |
0.1061 |
8.9% |
0.0051 |
0.4% |
13% |
False |
False |
26 |
| 100 |
1.2929 |
1.1767 |
0.1162 |
9.8% |
0.0050 |
0.4% |
12% |
False |
False |
25 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2304 |
|
2.618 |
1.2175 |
|
1.618 |
1.2096 |
|
1.000 |
1.2048 |
|
0.618 |
1.2017 |
|
HIGH |
1.1969 |
|
0.618 |
1.1938 |
|
0.500 |
1.1929 |
|
0.382 |
1.1920 |
|
LOW |
1.1890 |
|
0.618 |
1.1841 |
|
1.000 |
1.1811 |
|
1.618 |
1.1762 |
|
2.618 |
1.1683 |
|
4.250 |
1.1554 |
|
|
| Fisher Pivots for day following 26-Jun-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.1929 |
1.1926 |
| PP |
1.1921 |
1.1919 |
| S1 |
1.1912 |
1.1911 |
|