CME Euro FX (E) Future September 2018
| Trading Metrics calculated at close of trading on 18-Jun-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jun-2018 |
18-Jun-2018 |
Change |
Change % |
Previous Week |
| Open |
1.1653 |
1.1676 |
0.0024 |
0.2% |
1.1863 |
| High |
1.1707 |
1.1705 |
-0.0002 |
0.0% |
1.1940 |
| Low |
1.1622 |
1.1645 |
0.0023 |
0.2% |
1.1622 |
| Close |
1.1686 |
1.1696 |
0.0010 |
0.1% |
1.1686 |
| Range |
0.0085 |
0.0061 |
-0.0025 |
-28.8% |
0.0318 |
| ATR |
0.0099 |
0.0096 |
-0.0003 |
-2.8% |
0.0000 |
| Volume |
321,630 |
181,774 |
-139,856 |
-43.5% |
1,085,626 |
|
| Daily Pivots for day following 18-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1863 |
1.1840 |
1.1729 |
|
| R3 |
1.1803 |
1.1779 |
1.1712 |
|
| R2 |
1.1742 |
1.1742 |
1.1707 |
|
| R1 |
1.1719 |
1.1719 |
1.1701 |
1.1731 |
| PP |
1.1682 |
1.1682 |
1.1682 |
1.1688 |
| S1 |
1.1658 |
1.1658 |
1.1690 |
1.1670 |
| S2 |
1.1621 |
1.1621 |
1.1684 |
|
| S3 |
1.1561 |
1.1598 |
1.1679 |
|
| S4 |
1.1500 |
1.1537 |
1.1662 |
|
|
| Weekly Pivots for week ending 15-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2702 |
1.2511 |
1.1861 |
|
| R3 |
1.2384 |
1.2194 |
1.1773 |
|
| R2 |
1.2067 |
1.2067 |
1.1744 |
|
| R1 |
1.1876 |
1.1876 |
1.1715 |
1.1813 |
| PP |
1.1749 |
1.1749 |
1.1749 |
1.1717 |
| S1 |
1.1559 |
1.1559 |
1.1657 |
1.1495 |
| S2 |
1.1432 |
1.1432 |
1.1628 |
|
| S3 |
1.1114 |
1.1241 |
1.1599 |
|
| S4 |
1.0797 |
1.0924 |
1.1511 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1940 |
1.1622 |
0.0318 |
2.7% |
0.0119 |
1.0% |
23% |
False |
False |
240,408 |
| 10 |
1.1940 |
1.1622 |
0.0318 |
2.7% |
0.0095 |
0.8% |
23% |
False |
False |
136,919 |
| 20 |
1.1940 |
1.1613 |
0.0327 |
2.8% |
0.0099 |
0.9% |
25% |
False |
False |
75,975 |
| 40 |
1.2427 |
1.1613 |
0.0814 |
7.0% |
0.0090 |
0.8% |
10% |
False |
False |
38,741 |
| 60 |
1.2639 |
1.1613 |
0.1026 |
8.8% |
0.0083 |
0.7% |
8% |
False |
False |
25,935 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1962 |
|
2.618 |
1.1863 |
|
1.618 |
1.1803 |
|
1.000 |
1.1766 |
|
0.618 |
1.1742 |
|
HIGH |
1.1705 |
|
0.618 |
1.1682 |
|
0.500 |
1.1675 |
|
0.382 |
1.1668 |
|
LOW |
1.1645 |
|
0.618 |
1.1607 |
|
1.000 |
1.1584 |
|
1.618 |
1.1547 |
|
2.618 |
1.1486 |
|
4.250 |
1.1387 |
|
|
| Fisher Pivots for day following 18-Jun-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.1689 |
1.1781 |
| PP |
1.1682 |
1.1752 |
| S1 |
1.1675 |
1.1724 |
|