CME Euro FX (E) Future June 2018
| Trading Metrics calculated at close of trading on 08-Jun-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jun-2018 |
08-Jun-2018 |
Change |
Change % |
Previous Week |
| Open |
1.1785 |
1.1805 |
0.0020 |
0.2% |
1.1673 |
| High |
1.1848 |
1.1817 |
-0.0031 |
-0.3% |
1.1848 |
| Low |
1.1782 |
1.1733 |
-0.0049 |
-0.4% |
1.1663 |
| Close |
1.1815 |
1.1777 |
-0.0038 |
-0.3% |
1.1777 |
| Range |
0.0067 |
0.0084 |
0.0018 |
26.3% |
0.0186 |
| ATR |
0.0092 |
0.0092 |
-0.0001 |
-0.6% |
0.0000 |
| Volume |
299,866 |
270,952 |
-28,914 |
-9.6% |
1,428,439 |
|
| Daily Pivots for day following 08-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2028 |
1.1986 |
1.1823 |
|
| R3 |
1.1944 |
1.1902 |
1.1800 |
|
| R2 |
1.1860 |
1.1860 |
1.1792 |
|
| R1 |
1.1818 |
1.1818 |
1.1784 |
1.1797 |
| PP |
1.1776 |
1.1776 |
1.1776 |
1.1765 |
| S1 |
1.1734 |
1.1734 |
1.1769 |
1.1713 |
| S2 |
1.1692 |
1.1692 |
1.1761 |
|
| S3 |
1.1608 |
1.1650 |
1.1753 |
|
| S4 |
1.1524 |
1.1566 |
1.1730 |
|
|
| Weekly Pivots for week ending 08-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2319 |
1.2233 |
1.1879 |
|
| R3 |
1.2133 |
1.2048 |
1.1828 |
|
| R2 |
1.1948 |
1.1948 |
1.1811 |
|
| R1 |
1.1862 |
1.1862 |
1.1794 |
1.1905 |
| PP |
1.1762 |
1.1762 |
1.1762 |
1.1784 |
| S1 |
1.1677 |
1.1677 |
1.1759 |
1.1720 |
| S2 |
1.1577 |
1.1577 |
1.1742 |
|
| S3 |
1.1391 |
1.1491 |
1.1725 |
|
| S4 |
1.1206 |
1.1306 |
1.1674 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1848 |
1.1663 |
0.0186 |
1.6% |
0.0079 |
0.7% |
61% |
False |
False |
285,687 |
| 10 |
1.1848 |
1.1526 |
0.0322 |
2.7% |
0.0105 |
0.9% |
78% |
False |
False |
378,710 |
| 20 |
1.2025 |
1.1526 |
0.0499 |
4.2% |
0.0093 |
0.8% |
50% |
False |
False |
338,099 |
| 40 |
1.2469 |
1.1526 |
0.0943 |
8.0% |
0.0087 |
0.7% |
27% |
False |
False |
286,935 |
| 60 |
1.2554 |
1.1526 |
0.1028 |
8.7% |
0.0086 |
0.7% |
24% |
False |
False |
262,157 |
| 80 |
1.2659 |
1.1526 |
0.1133 |
9.6% |
0.0088 |
0.7% |
22% |
False |
False |
204,161 |
| 100 |
1.2659 |
1.1526 |
0.1133 |
9.6% |
0.0091 |
0.8% |
22% |
False |
False |
163,524 |
| 120 |
1.2659 |
1.1526 |
0.1133 |
9.6% |
0.0088 |
0.7% |
22% |
False |
False |
136,407 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2174 |
|
2.618 |
1.2037 |
|
1.618 |
1.1953 |
|
1.000 |
1.1901 |
|
0.618 |
1.1869 |
|
HIGH |
1.1817 |
|
0.618 |
1.1785 |
|
0.500 |
1.1775 |
|
0.382 |
1.1765 |
|
LOW |
1.1733 |
|
0.618 |
1.1681 |
|
1.000 |
1.1649 |
|
1.618 |
1.1597 |
|
2.618 |
1.1513 |
|
4.250 |
1.1376 |
|
|
| Fisher Pivots for day following 08-Jun-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.1776 |
1.1786 |
| PP |
1.1776 |
1.1783 |
| S1 |
1.1775 |
1.1780 |
|