CME Euro FX (E) Future June 2018
| Trading Metrics calculated at close of trading on 11-Jun-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jun-2018 |
11-Jun-2018 |
Change |
Change % |
Previous Week |
| Open |
1.1805 |
1.1779 |
-0.0026 |
-0.2% |
1.1673 |
| High |
1.1817 |
1.1827 |
0.0010 |
0.1% |
1.1848 |
| Low |
1.1733 |
1.1777 |
0.0044 |
0.4% |
1.1663 |
| Close |
1.1777 |
1.1793 |
0.0017 |
0.1% |
1.1777 |
| Range |
0.0084 |
0.0050 |
-0.0035 |
-41.1% |
0.0186 |
| ATR |
0.0092 |
0.0089 |
-0.0003 |
-3.3% |
0.0000 |
| Volume |
270,952 |
228,004 |
-42,948 |
-15.9% |
1,428,439 |
|
| Daily Pivots for day following 11-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1947 |
1.1920 |
1.1820 |
|
| R3 |
1.1898 |
1.1870 |
1.1807 |
|
| R2 |
1.1848 |
1.1848 |
1.1802 |
|
| R1 |
1.1821 |
1.1821 |
1.1798 |
1.1835 |
| PP |
1.1799 |
1.1799 |
1.1799 |
1.1806 |
| S1 |
1.1771 |
1.1771 |
1.1788 |
1.1785 |
| S2 |
1.1749 |
1.1749 |
1.1784 |
|
| S3 |
1.1700 |
1.1722 |
1.1779 |
|
| S4 |
1.1650 |
1.1672 |
1.1766 |
|
|
| 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% |
0.0072 |
0.6% |
70% |
False |
False |
281,225 |
| 10 |
1.1848 |
1.1526 |
0.0322 |
2.7% |
0.0101 |
0.9% |
83% |
False |
False |
365,152 |
| 20 |
1.2025 |
1.1526 |
0.0499 |
4.2% |
0.0092 |
0.8% |
54% |
False |
False |
338,349 |
| 40 |
1.2469 |
1.1526 |
0.0943 |
8.0% |
0.0088 |
0.7% |
28% |
False |
False |
289,105 |
| 60 |
1.2554 |
1.1526 |
0.1028 |
8.7% |
0.0086 |
0.7% |
26% |
False |
False |
262,051 |
| 80 |
1.2659 |
1.1526 |
0.1133 |
9.6% |
0.0086 |
0.7% |
24% |
False |
False |
206,984 |
| 100 |
1.2659 |
1.1526 |
0.1133 |
9.6% |
0.0090 |
0.8% |
24% |
False |
False |
165,789 |
| 120 |
1.2659 |
1.1526 |
0.1133 |
9.6% |
0.0088 |
0.7% |
24% |
False |
False |
138,226 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2037 |
|
2.618 |
1.1956 |
|
1.618 |
1.1907 |
|
1.000 |
1.1876 |
|
0.618 |
1.1857 |
|
HIGH |
1.1827 |
|
0.618 |
1.1808 |
|
0.500 |
1.1802 |
|
0.382 |
1.1796 |
|
LOW |
1.1777 |
|
0.618 |
1.1746 |
|
1.000 |
1.1728 |
|
1.618 |
1.1697 |
|
2.618 |
1.1647 |
|
4.250 |
1.1567 |
|
|
| Fisher Pivots for day following 11-Jun-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.1802 |
1.1792 |
| PP |
1.1799 |
1.1791 |
| S1 |
1.1796 |
1.1791 |
|