CME Euro FX (E) Future September 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 |
1.1887 |
1.1863 |
-0.0024 |
-0.2% |
1.1758 |
| High |
1.1900 |
1.1910 |
0.0010 |
0.1% |
1.1932 |
| Low |
1.1817 |
1.1860 |
0.0044 |
0.4% |
1.1745 |
| Close |
1.1860 |
1.1876 |
0.0016 |
0.1% |
1.1860 |
| Range |
0.0084 |
0.0050 |
-0.0034 |
-40.7% |
0.0187 |
| ATR |
0.0089 |
0.0086 |
-0.0003 |
-3.2% |
0.0000 |
| Volume |
22,442 |
65,357 |
42,915 |
191.2% |
121,527 |
|
| Daily Pivots for day following 11-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2030 |
1.2003 |
1.1903 |
|
| R3 |
1.1981 |
1.1953 |
1.1890 |
|
| R2 |
1.1931 |
1.1931 |
1.1885 |
|
| R1 |
1.1904 |
1.1904 |
1.1881 |
1.1918 |
| PP |
1.1882 |
1.1882 |
1.1882 |
1.1889 |
| S1 |
1.1854 |
1.1854 |
1.1871 |
1.1868 |
| S2 |
1.1832 |
1.1832 |
1.1867 |
|
| S3 |
1.1783 |
1.1805 |
1.1862 |
|
| S4 |
1.1733 |
1.1755 |
1.1849 |
|
|
| 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% |
0.0072 |
0.6% |
70% |
False |
False |
33,430 |
| 10 |
1.1932 |
1.1613 |
0.0319 |
2.7% |
0.0099 |
0.8% |
83% |
False |
False |
28,322 |
| 20 |
1.2108 |
1.1613 |
0.0495 |
4.2% |
0.0090 |
0.8% |
53% |
False |
False |
16,535 |
| 40 |
1.2557 |
1.1613 |
0.0944 |
7.9% |
0.0084 |
0.7% |
28% |
False |
False |
8,742 |
| 60 |
1.2639 |
1.1613 |
0.1026 |
8.6% |
0.0081 |
0.7% |
26% |
False |
False |
5,917 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2120 |
|
2.618 |
1.2039 |
|
1.618 |
1.1990 |
|
1.000 |
1.1959 |
|
0.618 |
1.1940 |
|
HIGH |
1.1910 |
|
0.618 |
1.1891 |
|
0.500 |
1.1885 |
|
0.382 |
1.1879 |
|
LOW |
1.1860 |
|
0.618 |
1.1829 |
|
1.000 |
1.1811 |
|
1.618 |
1.1780 |
|
2.618 |
1.1730 |
|
4.250 |
1.1650 |
|
|
| Fisher Pivots for day following 11-Jun-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.1885 |
1.1875 |
| PP |
1.1882 |
1.1875 |
| S1 |
1.1879 |
1.1874 |
|