CME Euro FX (E) Future September 2018
| Trading Metrics calculated at close of trading on 01-Jun-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-May-2018 |
01-Jun-2018 |
Change |
Change % |
Previous Week |
| Open |
1.1764 |
1.1788 |
0.0025 |
0.2% |
1.1788 |
| High |
1.1818 |
1.1813 |
-0.0006 |
0.0% |
1.1829 |
| Low |
1.1737 |
1.1714 |
-0.0023 |
-0.2% |
1.1613 |
| Close |
1.1784 |
1.1758 |
-0.0026 |
-0.2% |
1.1758 |
| Range |
0.0081 |
0.0099 |
0.0018 |
21.6% |
0.0216 |
| ATR |
0.0093 |
0.0093 |
0.0000 |
0.5% |
0.0000 |
| Volume |
11,103 |
26,106 |
15,003 |
135.1% |
96,342 |
|
| Daily Pivots for day following 01-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2057 |
1.2006 |
1.1812 |
|
| R3 |
1.1959 |
1.1908 |
1.1785 |
|
| R2 |
1.1860 |
1.1860 |
1.1776 |
|
| R1 |
1.1809 |
1.1809 |
1.1767 |
1.1785 |
| PP |
1.1762 |
1.1762 |
1.1762 |
1.1750 |
| S1 |
1.1711 |
1.1711 |
1.1749 |
1.1687 |
| S2 |
1.1663 |
1.1663 |
1.1740 |
|
| S3 |
1.1565 |
1.1612 |
1.1731 |
|
| S4 |
1.1466 |
1.1514 |
1.1704 |
|
|
| Weekly Pivots for week ending 01-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2381 |
1.2286 |
1.1877 |
|
| R3 |
1.2165 |
1.2070 |
1.1817 |
|
| R2 |
1.1949 |
1.1949 |
1.1798 |
|
| R1 |
1.1854 |
1.1854 |
1.1778 |
1.1794 |
| PP |
1.1733 |
1.1733 |
1.1733 |
1.1703 |
| S1 |
1.1638 |
1.1638 |
1.1738 |
1.1578 |
| S2 |
1.1517 |
1.1517 |
1.1718 |
|
| S3 |
1.1301 |
1.1422 |
1.1699 |
|
| S4 |
1.1085 |
1.1206 |
1.1639 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1836 |
1.1613 |
0.0223 |
1.9% |
0.0128 |
1.1% |
65% |
False |
False |
21,718 |
| 10 |
1.1934 |
1.1613 |
0.0321 |
2.7% |
0.0102 |
0.9% |
45% |
False |
False |
13,195 |
| 20 |
1.2114 |
1.1613 |
0.0501 |
4.3% |
0.0092 |
0.8% |
29% |
False |
False |
7,504 |
| 40 |
1.2557 |
1.1613 |
0.0944 |
8.0% |
0.0082 |
0.7% |
15% |
False |
False |
4,129 |
| 60 |
1.2639 |
1.1613 |
0.1026 |
8.7% |
0.0081 |
0.7% |
14% |
False |
False |
2,819 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2231 |
|
2.618 |
1.2070 |
|
1.618 |
1.1972 |
|
1.000 |
1.1911 |
|
0.618 |
1.1873 |
|
HIGH |
1.1813 |
|
0.618 |
1.1775 |
|
0.500 |
1.1763 |
|
0.382 |
1.1752 |
|
LOW |
1.1714 |
|
0.618 |
1.1653 |
|
1.000 |
1.1616 |
|
1.618 |
1.1555 |
|
2.618 |
1.1456 |
|
4.250 |
1.1295 |
|
|
| Fisher Pivots for day following 01-Jun-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.1763 |
1.1745 |
| PP |
1.1762 |
1.1731 |
| S1 |
1.1760 |
1.1718 |
|