CME Euro FX (E) Future September 2018
| Trading Metrics calculated at close of trading on 14-Jun-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jun-2018 |
14-Jun-2018 |
Change |
Change % |
Previous Week |
| Open |
1.1831 |
1.1876 |
0.0045 |
0.4% |
1.1758 |
| High |
1.1887 |
1.1940 |
0.0053 |
0.4% |
1.1932 |
| Low |
1.1811 |
1.1643 |
-0.0168 |
-1.4% |
1.1745 |
| Close |
1.1859 |
1.1673 |
-0.0186 |
-1.6% |
1.1860 |
| Range |
0.0077 |
0.0297 |
0.0221 |
288.2% |
0.0187 |
| ATR |
0.0085 |
0.0100 |
0.0015 |
17.9% |
0.0000 |
| Volume |
240,735 |
323,920 |
83,185 |
34.6% |
121,527 |
|
| Daily Pivots for day following 14-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2643 |
1.2455 |
1.1836 |
|
| R3 |
1.2346 |
1.2158 |
1.1754 |
|
| R2 |
1.2049 |
1.2049 |
1.1727 |
|
| R1 |
1.1861 |
1.1861 |
1.1700 |
1.1806 |
| PP |
1.1752 |
1.1752 |
1.1752 |
1.1724 |
| S1 |
1.1564 |
1.1564 |
1.1645 |
1.1509 |
| S2 |
1.1455 |
1.1455 |
1.1618 |
|
| S3 |
1.1158 |
1.1267 |
1.1591 |
|
| S4 |
1.0861 |
1.0970 |
1.1509 |
|
|
| 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 |
1.1940 |
1.1643 |
0.0297 |
2.5% |
0.0117 |
1.0% |
10% |
True |
True |
157,287 |
| 10 |
1.1940 |
1.1643 |
0.0297 |
2.5% |
0.0099 |
0.8% |
10% |
True |
True |
91,162 |
| 20 |
1.1943 |
1.1613 |
0.0330 |
2.8% |
0.0098 |
0.8% |
18% |
False |
False |
50,962 |
| 40 |
1.2543 |
1.1613 |
0.0930 |
8.0% |
0.0090 |
0.8% |
6% |
False |
False |
26,193 |
| 60 |
1.2639 |
1.1613 |
0.1026 |
8.8% |
0.0084 |
0.7% |
6% |
False |
False |
17,554 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3202 |
|
2.618 |
1.2717 |
|
1.618 |
1.2420 |
|
1.000 |
1.2237 |
|
0.618 |
1.2123 |
|
HIGH |
1.1940 |
|
0.618 |
1.1826 |
|
0.500 |
1.1791 |
|
0.382 |
1.1756 |
|
LOW |
1.1643 |
|
0.618 |
1.1459 |
|
1.000 |
1.1346 |
|
1.618 |
1.1162 |
|
2.618 |
1.0865 |
|
4.250 |
1.0380 |
|
|
| Fisher Pivots for day following 14-Jun-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.1791 |
1.1791 |
| PP |
1.1752 |
1.1752 |
| S1 |
1.1712 |
1.1712 |
|