CME Euro FX (E) Future September 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 |
1.1866 |
1.1887 |
0.0021 |
0.2% |
1.1758 |
| High |
1.1932 |
1.1900 |
-0.0032 |
-0.3% |
1.1932 |
| Low |
1.1866 |
1.1817 |
-0.0050 |
-0.4% |
1.1745 |
| Close |
1.1898 |
1.1860 |
-0.0038 |
-0.3% |
1.1860 |
| Range |
0.0066 |
0.0084 |
0.0018 |
27.5% |
0.0187 |
| ATR |
0.0089 |
0.0089 |
0.0000 |
-0.5% |
0.0000 |
| Volume |
32,536 |
22,442 |
-10,094 |
-31.0% |
121,527 |
|
| Daily Pivots for day following 08-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2109 |
1.2068 |
1.1906 |
|
| R3 |
1.2026 |
1.1985 |
1.1883 |
|
| R2 |
1.1942 |
1.1942 |
1.1875 |
|
| R1 |
1.1901 |
1.1901 |
1.1868 |
1.1880 |
| PP |
1.1859 |
1.1859 |
1.1859 |
1.1848 |
| S1 |
1.1818 |
1.1818 |
1.1852 |
1.1797 |
| S2 |
1.1775 |
1.1775 |
1.1845 |
|
| S3 |
1.1692 |
1.1734 |
1.1837 |
|
| S4 |
1.1608 |
1.1651 |
1.1814 |
|
|
| Weekly Pivots for week ending 08-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2405 |
1.2319 |
1.1963 |
|
| R3 |
1.2219 |
1.2133 |
1.1911 |
|
| R2 |
1.2032 |
1.2032 |
1.1894 |
|
| R1 |
1.1946 |
1.1946 |
1.1877 |
1.1989 |
| PP |
1.1846 |
1.1846 |
1.1846 |
1.1867 |
| S1 |
1.1760 |
1.1760 |
1.1843 |
1.1803 |
| S2 |
1.1659 |
1.1659 |
1.1826 |
|
| S3 |
1.1473 |
1.1573 |
1.1809 |
|
| S4 |
1.1286 |
1.1387 |
1.1757 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1932 |
1.1745 |
0.0187 |
1.6% |
0.0078 |
0.7% |
62% |
False |
False |
24,305 |
| 10 |
1.1932 |
1.1613 |
0.0319 |
2.7% |
0.0103 |
0.9% |
78% |
False |
False |
23,012 |
| 20 |
1.2108 |
1.1613 |
0.0495 |
4.2% |
0.0090 |
0.8% |
50% |
False |
False |
13,328 |
| 40 |
1.2557 |
1.1613 |
0.0944 |
8.0% |
0.0083 |
0.7% |
26% |
False |
False |
7,110 |
| 60 |
1.2639 |
1.1613 |
0.1026 |
8.7% |
0.0081 |
0.7% |
24% |
False |
False |
4,828 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2255 |
|
2.618 |
1.2119 |
|
1.618 |
1.2035 |
|
1.000 |
1.1984 |
|
0.618 |
1.1952 |
|
HIGH |
1.1900 |
|
0.618 |
1.1868 |
|
0.500 |
1.1858 |
|
0.382 |
1.1848 |
|
LOW |
1.1817 |
|
0.618 |
1.1765 |
|
1.000 |
1.1733 |
|
1.618 |
1.1681 |
|
2.618 |
1.1598 |
|
4.250 |
1.1462 |
|
|
| Fisher Pivots for day following 08-Jun-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.1859 |
1.1869 |
| PP |
1.1859 |
1.1866 |
| S1 |
1.1858 |
1.1863 |
|