CME Euro FX (E) Future March 2019
| Trading Metrics calculated at close of trading on 28-Jun-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jun-2018 |
28-Jun-2018 |
Change |
Change % |
Previous Week |
| Open |
1.1917 |
1.1771 |
-0.0146 |
-1.2% |
1.1855 |
| High |
1.1918 |
1.1831 |
-0.0087 |
-0.7% |
1.1920 |
| Low |
1.1807 |
1.1771 |
-0.0037 |
-0.3% |
1.1767 |
| Close |
1.1807 |
1.1803 |
-0.0005 |
0.0% |
1.1919 |
| Range |
0.0111 |
0.0061 |
-0.0051 |
-45.5% |
0.0154 |
| ATR |
0.0076 |
0.0074 |
-0.0001 |
-1.4% |
0.0000 |
| Volume |
25 |
23 |
-2 |
-8.0% |
258 |
|
| Daily Pivots for day following 28-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1983 |
1.1953 |
1.1836 |
|
| R3 |
1.1922 |
1.1893 |
1.1819 |
|
| R2 |
1.1862 |
1.1862 |
1.1814 |
|
| R1 |
1.1832 |
1.1832 |
1.1808 |
1.1847 |
| PP |
1.1801 |
1.1801 |
1.1801 |
1.1809 |
| S1 |
1.1772 |
1.1772 |
1.1797 |
1.1787 |
| S2 |
1.1741 |
1.1741 |
1.1791 |
|
| S3 |
1.1680 |
1.1711 |
1.1786 |
|
| S4 |
1.1620 |
1.1651 |
1.1769 |
|
|
| 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 |
1.1771 |
0.0198 |
1.7% |
0.0061 |
0.5% |
16% |
False |
True |
17 |
| 10 |
1.1969 |
1.1767 |
0.0202 |
1.7% |
0.0060 |
0.5% |
18% |
False |
False |
35 |
| 20 |
1.2110 |
1.1767 |
0.0343 |
2.9% |
0.0065 |
0.6% |
10% |
False |
False |
44 |
| 40 |
1.2315 |
1.1767 |
0.0549 |
4.6% |
0.0066 |
0.6% |
7% |
False |
False |
41 |
| 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% |
0.0053 |
0.4% |
3% |
False |
False |
26 |
| 100 |
1.2929 |
1.1767 |
0.1162 |
9.8% |
0.0050 |
0.4% |
3% |
False |
False |
25 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2088 |
|
2.618 |
1.1989 |
|
1.618 |
1.1929 |
|
1.000 |
1.1892 |
|
0.618 |
1.1868 |
|
HIGH |
1.1831 |
|
0.618 |
1.1808 |
|
0.500 |
1.1801 |
|
0.382 |
1.1794 |
|
LOW |
1.1771 |
|
0.618 |
1.1733 |
|
1.000 |
1.1710 |
|
1.618 |
1.1673 |
|
2.618 |
1.1612 |
|
4.250 |
1.1513 |
|
|
| Fisher Pivots for day following 28-Jun-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.1802 |
1.1870 |
| PP |
1.1801 |
1.1847 |
| S1 |
1.1801 |
1.1825 |
|