CME Euro FX (E) Future June 2018
| Trading Metrics calculated at close of trading on 06-Jun-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jun-2018 |
06-Jun-2018 |
Change |
Change % |
Previous Week |
| Open |
1.1706 |
1.1726 |
0.0020 |
0.2% |
1.1705 |
| High |
1.1742 |
1.1805 |
0.0063 |
0.5% |
1.1746 |
| Low |
1.1663 |
1.1723 |
0.0061 |
0.5% |
1.1526 |
| Close |
1.1724 |
1.1778 |
0.0054 |
0.5% |
1.1675 |
| Range |
0.0080 |
0.0082 |
0.0003 |
3.1% |
0.0220 |
| ATR |
0.0095 |
0.0094 |
-0.0001 |
-1.0% |
0.0000 |
| Volume |
278,736 |
328,571 |
49,835 |
17.9% |
1,995,084 |
|
| Daily Pivots for day following 06-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2015 |
1.1978 |
1.1823 |
|
| R3 |
1.1933 |
1.1896 |
1.1800 |
|
| R2 |
1.1851 |
1.1851 |
1.1793 |
|
| R1 |
1.1814 |
1.1814 |
1.1785 |
1.1832 |
| PP |
1.1769 |
1.1769 |
1.1769 |
1.1778 |
| S1 |
1.1732 |
1.1732 |
1.1770 |
1.1750 |
| S2 |
1.1687 |
1.1687 |
1.1762 |
|
| S3 |
1.1605 |
1.1650 |
1.1755 |
|
| S4 |
1.1523 |
1.1568 |
1.1732 |
|
|
| Weekly Pivots for week ending 01-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2307 |
1.2211 |
1.1796 |
|
| R3 |
1.2088 |
1.1991 |
1.1735 |
|
| R2 |
1.1868 |
1.1868 |
1.1715 |
|
| R1 |
1.1772 |
1.1772 |
1.1695 |
1.1710 |
| PP |
1.1649 |
1.1649 |
1.1649 |
1.1618 |
| S1 |
1.1552 |
1.1552 |
1.1655 |
1.1491 |
| S2 |
1.1429 |
1.1429 |
1.1635 |
|
| S3 |
1.1210 |
1.1333 |
1.1615 |
|
| S4 |
1.0990 |
1.1113 |
1.1554 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1805 |
1.1628 |
0.0177 |
1.5% |
0.0086 |
0.7% |
84% |
True |
False |
323,255 |
| 10 |
1.1811 |
1.1526 |
0.0285 |
2.4% |
0.0107 |
0.9% |
88% |
False |
False |
395,565 |
| 20 |
1.2025 |
1.1526 |
0.0499 |
4.2% |
0.0095 |
0.8% |
50% |
False |
False |
339,213 |
| 40 |
1.2469 |
1.1526 |
0.0943 |
8.0% |
0.0087 |
0.7% |
27% |
False |
False |
282,366 |
| 60 |
1.2554 |
1.1526 |
0.1028 |
8.7% |
0.0087 |
0.7% |
24% |
False |
False |
258,240 |
| 80 |
1.2659 |
1.1526 |
0.1133 |
9.6% |
0.0088 |
0.7% |
22% |
False |
False |
197,046 |
| 100 |
1.2659 |
1.1526 |
0.1133 |
9.6% |
0.0092 |
0.8% |
22% |
False |
False |
157,840 |
| 120 |
1.2659 |
1.1526 |
0.1133 |
9.6% |
0.0088 |
0.7% |
22% |
False |
False |
131,695 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2154 |
|
2.618 |
1.2020 |
|
1.618 |
1.1938 |
|
1.000 |
1.1887 |
|
0.618 |
1.1856 |
|
HIGH |
1.1805 |
|
0.618 |
1.1774 |
|
0.500 |
1.1764 |
|
0.382 |
1.1754 |
|
LOW |
1.1723 |
|
0.618 |
1.1672 |
|
1.000 |
1.1641 |
|
1.618 |
1.1590 |
|
2.618 |
1.1508 |
|
4.250 |
1.1375 |
|
|
| Fisher Pivots for day following 06-Jun-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.1773 |
1.1763 |
| PP |
1.1769 |
1.1748 |
| S1 |
1.1764 |
1.1734 |
|