CME Euro FX (E) Future September 2018
| Trading Metrics calculated at close of trading on 19-Jun-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jun-2018 |
19-Jun-2018 |
Change |
Change % |
Previous Week |
| Open |
1.1676 |
1.1701 |
0.0025 |
0.2% |
1.1863 |
| High |
1.1705 |
1.1724 |
0.0019 |
0.2% |
1.1940 |
| Low |
1.1645 |
1.1610 |
-0.0035 |
-0.3% |
1.1622 |
| Close |
1.1696 |
1.1653 |
-0.0043 |
-0.4% |
1.1686 |
| Range |
0.0061 |
0.0115 |
0.0054 |
89.3% |
0.0318 |
| ATR |
0.0096 |
0.0097 |
0.0001 |
1.4% |
0.0000 |
| Volume |
181,774 |
295,487 |
113,713 |
62.6% |
1,085,626 |
|
| Daily Pivots for day following 19-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2006 |
1.1944 |
1.1716 |
|
| R3 |
1.1891 |
1.1829 |
1.1684 |
|
| R2 |
1.1777 |
1.1777 |
1.1674 |
|
| R1 |
1.1715 |
1.1715 |
1.1663 |
1.1689 |
| PP |
1.1662 |
1.1662 |
1.1662 |
1.1649 |
| S1 |
1.1600 |
1.1600 |
1.1643 |
1.1574 |
| S2 |
1.1548 |
1.1548 |
1.1632 |
|
| S3 |
1.1433 |
1.1486 |
1.1622 |
|
| S4 |
1.1319 |
1.1371 |
1.1590 |
|
|
| 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 |
1.1610 |
0.0330 |
2.8% |
0.0127 |
1.1% |
13% |
False |
True |
272,709 |
| 10 |
1.1940 |
1.1610 |
0.0330 |
2.8% |
0.0099 |
0.8% |
13% |
False |
True |
165,430 |
| 20 |
1.1940 |
1.1610 |
0.0330 |
2.8% |
0.0101 |
0.9% |
13% |
False |
True |
90,623 |
| 40 |
1.2382 |
1.1610 |
0.0772 |
6.6% |
0.0091 |
0.8% |
6% |
False |
True |
46,113 |
| 60 |
1.2639 |
1.1610 |
0.1030 |
8.8% |
0.0084 |
0.7% |
4% |
False |
True |
30,856 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2211 |
|
2.618 |
1.2024 |
|
1.618 |
1.1909 |
|
1.000 |
1.1839 |
|
0.618 |
1.1795 |
|
HIGH |
1.1724 |
|
0.618 |
1.1680 |
|
0.500 |
1.1667 |
|
0.382 |
1.1653 |
|
LOW |
1.1610 |
|
0.618 |
1.1539 |
|
1.000 |
1.1495 |
|
1.618 |
1.1424 |
|
2.618 |
1.1310 |
|
4.250 |
1.1123 |
|
|
| Fisher Pivots for day following 19-Jun-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.1667 |
1.1667 |
| PP |
1.1662 |
1.1662 |
| S1 |
1.1658 |
1.1658 |
|