CME Euro FX (E) Future September 2018
| Trading Metrics calculated at close of trading on 20-Jun-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jun-2018 |
20-Jun-2018 |
Change |
Change % |
Previous Week |
| Open |
1.1701 |
1.1664 |
-0.0037 |
-0.3% |
1.1863 |
| High |
1.1724 |
1.1677 |
-0.0048 |
-0.4% |
1.1940 |
| Low |
1.1610 |
1.1613 |
0.0004 |
0.0% |
1.1622 |
| Close |
1.1653 |
1.1663 |
0.0010 |
0.1% |
1.1686 |
| Range |
0.0115 |
0.0064 |
-0.0051 |
-44.5% |
0.0318 |
| ATR |
0.0097 |
0.0095 |
-0.0002 |
-2.5% |
0.0000 |
| Volume |
295,487 |
233,958 |
-61,529 |
-20.8% |
1,085,626 |
|
| Daily Pivots for day following 20-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1841 |
1.1816 |
1.1698 |
|
| R3 |
1.1778 |
1.1752 |
1.1680 |
|
| R2 |
1.1714 |
1.1714 |
1.1675 |
|
| R1 |
1.1689 |
1.1689 |
1.1669 |
1.1670 |
| PP |
1.1651 |
1.1651 |
1.1651 |
1.1641 |
| S1 |
1.1625 |
1.1625 |
1.1657 |
1.1606 |
| S2 |
1.1587 |
1.1587 |
1.1651 |
|
| S3 |
1.1524 |
1.1562 |
1.1646 |
|
| S4 |
1.1460 |
1.1498 |
1.1628 |
|
|
| 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% |
0.0124 |
1.1% |
16% |
False |
False |
271,353 |
| 10 |
1.1940 |
1.1610 |
0.0330 |
2.8% |
0.0097 |
0.8% |
16% |
False |
False |
185,182 |
| 20 |
1.1940 |
1.1610 |
0.0330 |
2.8% |
0.0101 |
0.9% |
16% |
False |
False |
102,176 |
| 40 |
1.2373 |
1.1610 |
0.0764 |
6.5% |
0.0091 |
0.8% |
7% |
False |
False |
51,937 |
| 60 |
1.2639 |
1.1610 |
0.1030 |
8.8% |
0.0083 |
0.7% |
5% |
False |
False |
34,752 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1946 |
|
2.618 |
1.1843 |
|
1.618 |
1.1779 |
|
1.000 |
1.1740 |
|
0.618 |
1.1716 |
|
HIGH |
1.1677 |
|
0.618 |
1.1652 |
|
0.500 |
1.1645 |
|
0.382 |
1.1637 |
|
LOW |
1.1613 |
|
0.618 |
1.1574 |
|
1.000 |
1.1550 |
|
1.618 |
1.1510 |
|
2.618 |
1.1447 |
|
4.250 |
1.1343 |
|
|
| Fisher Pivots for day following 20-Jun-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.1657 |
1.1667 |
| PP |
1.1651 |
1.1666 |
| S1 |
1.1645 |
1.1664 |
|