CME Euro FX (E) Future September 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 |
1.1863 |
1.1871 |
0.0009 |
0.1% |
1.1758 |
| High |
1.1910 |
1.1896 |
-0.0014 |
-0.1% |
1.1932 |
| Low |
1.1860 |
1.1820 |
-0.0041 |
-0.3% |
1.1745 |
| Close |
1.1876 |
1.1836 |
-0.0040 |
-0.3% |
1.1860 |
| Range |
0.0050 |
0.0077 |
0.0027 |
54.5% |
0.0187 |
| ATR |
0.0086 |
0.0085 |
-0.0001 |
-0.8% |
0.0000 |
| Volume |
65,357 |
133,984 |
68,627 |
105.0% |
121,527 |
|
| Daily Pivots for day following 12-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2080 |
1.2035 |
1.1878 |
|
| R3 |
1.2004 |
1.1958 |
1.1857 |
|
| R2 |
1.1927 |
1.1927 |
1.1850 |
|
| R1 |
1.1882 |
1.1882 |
1.1843 |
1.1866 |
| PP |
1.1851 |
1.1851 |
1.1851 |
1.1843 |
| S1 |
1.1805 |
1.1805 |
1.1829 |
1.1790 |
| S2 |
1.1774 |
1.1774 |
1.1822 |
|
| S3 |
1.1698 |
1.1729 |
1.1815 |
|
| S4 |
1.1621 |
1.1652 |
1.1794 |
|
|
| 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 |
1.1806 |
0.0126 |
1.1% |
0.0071 |
0.6% |
24% |
False |
False |
58,152 |
| 10 |
1.1932 |
1.1618 |
0.0314 |
2.6% |
0.0085 |
0.7% |
70% |
False |
False |
38,944 |
| 20 |
1.2049 |
1.1613 |
0.0436 |
3.7% |
0.0090 |
0.8% |
51% |
False |
False |
23,099 |
| 40 |
1.2557 |
1.1613 |
0.0944 |
8.0% |
0.0084 |
0.7% |
24% |
False |
False |
12,088 |
| 60 |
1.2639 |
1.1613 |
0.1026 |
8.7% |
0.0081 |
0.7% |
22% |
False |
False |
8,149 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2221 |
|
2.618 |
1.2096 |
|
1.618 |
1.2020 |
|
1.000 |
1.1973 |
|
0.618 |
1.1943 |
|
HIGH |
1.1896 |
|
0.618 |
1.1867 |
|
0.500 |
1.1858 |
|
0.382 |
1.1849 |
|
LOW |
1.1820 |
|
0.618 |
1.1772 |
|
1.000 |
1.1743 |
|
1.618 |
1.1696 |
|
2.618 |
1.1619 |
|
4.250 |
1.1494 |
|
|
| Fisher Pivots for day following 12-Jun-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.1858 |
1.1863 |
| PP |
1.1851 |
1.1854 |
| S1 |
1.1843 |
1.1845 |
|