CME Euro FX (E) Future March 2019
| Trading Metrics calculated at close of trading on 27-Jun-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jun-2018 |
27-Jun-2018 |
Change |
Change % |
Previous Week |
| Open |
1.1966 |
1.1917 |
-0.0050 |
-0.4% |
1.1855 |
| High |
1.1969 |
1.1918 |
-0.0051 |
-0.4% |
1.1920 |
| Low |
1.1890 |
1.1807 |
-0.0083 |
-0.7% |
1.1767 |
| Close |
1.1904 |
1.1807 |
-0.0097 |
-0.8% |
1.1919 |
| Range |
0.0079 |
0.0111 |
0.0032 |
40.5% |
0.0154 |
| ATR |
0.0073 |
0.0076 |
0.0003 |
3.7% |
0.0000 |
| Volume |
3 |
25 |
22 |
733.3% |
258 |
|
| Daily Pivots for day following 27-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2177 |
1.2103 |
1.1868 |
|
| R3 |
1.2066 |
1.1992 |
1.1838 |
|
| R2 |
1.1955 |
1.1955 |
1.1827 |
|
| R1 |
1.1881 |
1.1881 |
1.1817 |
1.1863 |
| PP |
1.1844 |
1.1844 |
1.1844 |
1.1835 |
| S1 |
1.1770 |
1.1770 |
1.1797 |
1.1752 |
| S2 |
1.1733 |
1.1733 |
1.1787 |
|
| S3 |
1.1622 |
1.1659 |
1.1776 |
|
| S4 |
1.1511 |
1.1548 |
1.1746 |
|
|
| 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% |
0.0071 |
0.6% |
20% |
False |
False |
39 |
| 10 |
1.2097 |
1.1767 |
0.0331 |
2.8% |
0.0078 |
0.7% |
12% |
False |
False |
44 |
| 20 |
1.2110 |
1.1767 |
0.0343 |
2.9% |
0.0066 |
0.6% |
12% |
False |
False |
46 |
| 40 |
1.2340 |
1.1767 |
0.0574 |
4.9% |
0.0066 |
0.6% |
7% |
False |
False |
43 |
| 60 |
1.2732 |
1.1767 |
0.0965 |
8.2% |
0.0057 |
0.5% |
4% |
False |
False |
33 |
| 80 |
1.2827 |
1.1767 |
0.1061 |
9.0% |
0.0052 |
0.4% |
4% |
False |
False |
26 |
| 100 |
1.2929 |
1.1767 |
0.1162 |
9.8% |
0.0050 |
0.4% |
3% |
False |
False |
26 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2390 |
|
2.618 |
1.2209 |
|
1.618 |
1.2098 |
|
1.000 |
1.2029 |
|
0.618 |
1.1987 |
|
HIGH |
1.1918 |
|
0.618 |
1.1876 |
|
0.500 |
1.1863 |
|
0.382 |
1.1849 |
|
LOW |
1.1807 |
|
0.618 |
1.1738 |
|
1.000 |
1.1696 |
|
1.618 |
1.1627 |
|
2.618 |
1.1516 |
|
4.250 |
1.1335 |
|
|
| Fisher Pivots for day following 27-Jun-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.1863 |
1.1888 |
| PP |
1.1844 |
1.1861 |
| S1 |
1.1826 |
1.1834 |
|