CME Euro FX (E) Future September 2018
| Trading Metrics calculated at close of trading on 13-Jun-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jun-2018 |
13-Jun-2018 |
Change |
Change % |
Previous Week |
| Open |
1.1871 |
1.1831 |
-0.0040 |
-0.3% |
1.1758 |
| High |
1.1896 |
1.1887 |
-0.0009 |
-0.1% |
1.1932 |
| Low |
1.1820 |
1.1811 |
-0.0009 |
-0.1% |
1.1745 |
| Close |
1.1836 |
1.1859 |
0.0023 |
0.2% |
1.1860 |
| Range |
0.0077 |
0.0077 |
0.0000 |
0.0% |
0.0187 |
| ATR |
0.0085 |
0.0085 |
-0.0001 |
-0.7% |
0.0000 |
| Volume |
133,984 |
240,735 |
106,751 |
79.7% |
121,527 |
|
| Daily Pivots for day following 13-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2082 |
1.2047 |
1.1901 |
|
| R3 |
1.2005 |
1.1970 |
1.1880 |
|
| R2 |
1.1929 |
1.1929 |
1.1873 |
|
| R1 |
1.1894 |
1.1894 |
1.1866 |
1.1911 |
| PP |
1.1852 |
1.1852 |
1.1852 |
1.1861 |
| S1 |
1.1817 |
1.1817 |
1.1851 |
1.1835 |
| S2 |
1.1776 |
1.1776 |
1.1844 |
|
| S3 |
1.1699 |
1.1741 |
1.1837 |
|
| S4 |
1.1623 |
1.1664 |
1.1816 |
|
|
| 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 |
1.1811 |
0.0121 |
1.0% |
0.0070 |
0.6% |
40% |
False |
True |
99,010 |
| 10 |
1.1932 |
1.1714 |
0.0218 |
1.8% |
0.0077 |
0.7% |
66% |
False |
False |
59,881 |
| 20 |
1.1965 |
1.1613 |
0.0352 |
3.0% |
0.0088 |
0.7% |
70% |
False |
False |
35,042 |
| 40 |
1.2543 |
1.1613 |
0.0930 |
7.8% |
0.0084 |
0.7% |
26% |
False |
False |
18,100 |
| 60 |
1.2639 |
1.1613 |
0.1026 |
8.7% |
0.0081 |
0.7% |
24% |
False |
False |
12,159 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2212 |
|
2.618 |
1.2087 |
|
1.618 |
1.2011 |
|
1.000 |
1.1964 |
|
0.618 |
1.1934 |
|
HIGH |
1.1887 |
|
0.618 |
1.1858 |
|
0.500 |
1.1849 |
|
0.382 |
1.1840 |
|
LOW |
1.1811 |
|
0.618 |
1.1763 |
|
1.000 |
1.1734 |
|
1.618 |
1.1687 |
|
2.618 |
1.1610 |
|
4.250 |
1.1485 |
|
|
| Fisher Pivots for day following 13-Jun-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.1855 |
1.1860 |
| PP |
1.1852 |
1.1860 |
| S1 |
1.1849 |
1.1859 |
|