CME Euro FX (E) Future June 2018
| Trading Metrics calculated at close of trading on 18-Jun-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jun-2018 |
18-Jun-2018 |
Change |
Change % |
Previous Week |
| Open |
1.1575 |
1.1597 |
0.0022 |
0.2% |
1.1779 |
| High |
1.1628 |
1.1624 |
-0.0004 |
0.0% |
1.1858 |
| Low |
1.1545 |
1.1566 |
0.0021 |
0.2% |
1.1545 |
| Close |
1.1608 |
1.1600 |
-0.0008 |
-0.1% |
1.1608 |
| Range |
0.0083 |
0.0058 |
-0.0025 |
-30.1% |
0.0314 |
| ATR |
0.0101 |
0.0097 |
-0.0003 |
-3.0% |
0.0000 |
| Volume |
85,077 |
8,288 |
-76,789 |
-90.3% |
1,669,088 |
|
| Daily Pivots for day following 18-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1770 |
1.1743 |
1.1632 |
|
| R3 |
1.1712 |
1.1685 |
1.1616 |
|
| R2 |
1.1654 |
1.1654 |
1.1611 |
|
| R1 |
1.1627 |
1.1627 |
1.1605 |
1.1641 |
| PP |
1.1596 |
1.1596 |
1.1596 |
1.1603 |
| S1 |
1.1569 |
1.1569 |
1.1595 |
1.1583 |
| S2 |
1.1538 |
1.1538 |
1.1589 |
|
| S3 |
1.1480 |
1.1511 |
1.1584 |
|
| S4 |
1.1422 |
1.1453 |
1.1568 |
|
|
| Weekly Pivots for week ending 15-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2611 |
1.2423 |
1.1780 |
|
| R3 |
1.2297 |
1.2109 |
1.1694 |
|
| R2 |
1.1984 |
1.1984 |
1.1665 |
|
| R1 |
1.1796 |
1.1796 |
1.1636 |
1.1733 |
| PP |
1.1670 |
1.1670 |
1.1670 |
1.1639 |
| S1 |
1.1482 |
1.1482 |
1.1579 |
1.1419 |
| S2 |
1.1357 |
1.1357 |
1.1550 |
|
| S3 |
1.1043 |
1.1169 |
1.1521 |
|
| S4 |
1.0730 |
1.0855 |
1.1435 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1858 |
1.1545 |
0.0314 |
2.7% |
0.0118 |
1.0% |
18% |
False |
False |
289,874 |
| 10 |
1.1858 |
1.1545 |
0.0314 |
2.7% |
0.0095 |
0.8% |
18% |
False |
False |
285,550 |
| 20 |
1.1858 |
1.1526 |
0.0332 |
2.9% |
0.0101 |
0.9% |
22% |
False |
False |
338,027 |
| 40 |
1.2339 |
1.1526 |
0.0813 |
7.0% |
0.0093 |
0.8% |
9% |
False |
False |
300,121 |
| 60 |
1.2554 |
1.1526 |
0.1028 |
8.9% |
0.0087 |
0.8% |
7% |
False |
False |
265,314 |
| 80 |
1.2554 |
1.1526 |
0.1028 |
8.9% |
0.0087 |
0.8% |
7% |
False |
False |
224,989 |
| 100 |
1.2659 |
1.1526 |
0.1133 |
9.8% |
0.0091 |
0.8% |
7% |
False |
False |
180,259 |
| 120 |
1.2659 |
1.1526 |
0.1133 |
9.8% |
0.0090 |
0.8% |
7% |
False |
False |
150,296 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1870 |
|
2.618 |
1.1775 |
|
1.618 |
1.1717 |
|
1.000 |
1.1682 |
|
0.618 |
1.1659 |
|
HIGH |
1.1624 |
|
0.618 |
1.1601 |
|
0.500 |
1.1595 |
|
0.382 |
1.1588 |
|
LOW |
1.1566 |
|
0.618 |
1.1530 |
|
1.000 |
1.1508 |
|
1.618 |
1.1472 |
|
2.618 |
1.1414 |
|
4.250 |
1.1319 |
|
|
| Fisher Pivots for day following 18-Jun-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.1598 |
1.1701 |
| PP |
1.1596 |
1.1668 |
| S1 |
1.1595 |
1.1634 |
|