CME Euro FX (E) Future June 2018
| Trading Metrics calculated at close of trading on 12-Jun-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jun-2018 |
12-Jun-2018 |
Change |
Change % |
Previous Week |
| Open |
1.1779 |
1.1786 |
0.0007 |
0.1% |
1.1673 |
| High |
1.1827 |
1.1815 |
-0.0012 |
-0.1% |
1.1848 |
| Low |
1.1777 |
1.1738 |
-0.0040 |
-0.3% |
1.1663 |
| Close |
1.1793 |
1.1755 |
-0.0039 |
-0.3% |
1.1777 |
| Range |
0.0050 |
0.0077 |
0.0028 |
55.6% |
0.0186 |
| ATR |
0.0089 |
0.0088 |
-0.0001 |
-0.9% |
0.0000 |
| Volume |
228,004 |
327,959 |
99,955 |
43.8% |
1,428,439 |
|
| Daily Pivots for day following 12-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2000 |
1.1954 |
1.1797 |
|
| R3 |
1.1923 |
1.1877 |
1.1776 |
|
| R2 |
1.1846 |
1.1846 |
1.1769 |
|
| R1 |
1.1800 |
1.1800 |
1.1762 |
1.1785 |
| PP |
1.1769 |
1.1769 |
1.1769 |
1.1761 |
| S1 |
1.1723 |
1.1723 |
1.1747 |
1.1708 |
| S2 |
1.1692 |
1.1692 |
1.1740 |
|
| S3 |
1.1615 |
1.1646 |
1.1733 |
|
| S4 |
1.1538 |
1.1569 |
1.1712 |
|
|
| 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 |
1.1723 |
0.0125 |
1.1% |
0.0072 |
0.6% |
25% |
False |
False |
291,070 |
| 10 |
1.1848 |
1.1534 |
0.0315 |
2.7% |
0.0087 |
0.7% |
70% |
False |
False |
324,776 |
| 20 |
1.1966 |
1.1526 |
0.0440 |
3.7% |
0.0092 |
0.8% |
52% |
False |
False |
344,650 |
| 40 |
1.2469 |
1.1526 |
0.0943 |
8.0% |
0.0088 |
0.7% |
24% |
False |
False |
292,887 |
| 60 |
1.2554 |
1.1526 |
0.1028 |
8.7% |
0.0086 |
0.7% |
22% |
False |
False |
262,018 |
| 80 |
1.2659 |
1.1526 |
0.1133 |
9.6% |
0.0086 |
0.7% |
20% |
False |
False |
211,073 |
| 100 |
1.2659 |
1.1526 |
0.1133 |
9.6% |
0.0090 |
0.8% |
20% |
False |
False |
169,064 |
| 120 |
1.2659 |
1.1526 |
0.1133 |
9.6% |
0.0088 |
0.7% |
20% |
False |
False |
140,957 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2142 |
|
2.618 |
1.2016 |
|
1.618 |
1.1939 |
|
1.000 |
1.1892 |
|
0.618 |
1.1862 |
|
HIGH |
1.1815 |
|
0.618 |
1.1785 |
|
0.500 |
1.1776 |
|
0.382 |
1.1767 |
|
LOW |
1.1738 |
|
0.618 |
1.1690 |
|
1.000 |
1.1661 |
|
1.618 |
1.1613 |
|
2.618 |
1.1536 |
|
4.250 |
1.1410 |
|
|
| Fisher Pivots for day following 12-Jun-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.1776 |
1.1780 |
| PP |
1.1769 |
1.1771 |
| S1 |
1.1762 |
1.1763 |
|