CME Euro FX (E) Future September 2018
| Trading Metrics calculated at close of trading on 21-Jun-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jun-2018 |
21-Jun-2018 |
Change |
Change % |
Previous Week |
| Open |
1.1664 |
1.1649 |
-0.0016 |
-0.1% |
1.1863 |
| High |
1.1677 |
1.1709 |
0.0032 |
0.3% |
1.1940 |
| Low |
1.1613 |
1.1582 |
-0.0031 |
-0.3% |
1.1622 |
| Close |
1.1663 |
1.1698 |
0.0035 |
0.3% |
1.1686 |
| Range |
0.0064 |
0.0127 |
0.0063 |
99.2% |
0.0318 |
| ATR |
0.0095 |
0.0097 |
0.0002 |
2.4% |
0.0000 |
| Volume |
233,958 |
333,933 |
99,975 |
42.7% |
1,085,626 |
|
| Daily Pivots for day following 21-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2042 |
1.1997 |
1.1768 |
|
| R3 |
1.1916 |
1.1870 |
1.1733 |
|
| R2 |
1.1789 |
1.1789 |
1.1721 |
|
| R1 |
1.1744 |
1.1744 |
1.1710 |
1.1767 |
| PP |
1.1663 |
1.1663 |
1.1663 |
1.1674 |
| S1 |
1.1617 |
1.1617 |
1.1686 |
1.1640 |
| S2 |
1.1536 |
1.1536 |
1.1675 |
|
| S3 |
1.1410 |
1.1491 |
1.1663 |
|
| S4 |
1.1283 |
1.1364 |
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 |
1.1724 |
1.1582 |
0.0142 |
1.2% |
0.0090 |
0.8% |
82% |
False |
True |
273,356 |
| 10 |
1.1940 |
1.1582 |
0.0358 |
3.1% |
0.0103 |
0.9% |
32% |
False |
True |
215,322 |
| 20 |
1.1940 |
1.1582 |
0.0358 |
3.1% |
0.0102 |
0.9% |
32% |
False |
True |
118,473 |
| 40 |
1.2345 |
1.1582 |
0.0763 |
6.5% |
0.0092 |
0.8% |
15% |
False |
True |
60,253 |
| 60 |
1.2579 |
1.1582 |
0.0997 |
8.5% |
0.0084 |
0.7% |
12% |
False |
True |
40,315 |
| 80 |
1.2639 |
1.1582 |
0.1057 |
9.0% |
0.0082 |
0.7% |
11% |
False |
True |
30,278 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2246 |
|
2.618 |
1.2040 |
|
1.618 |
1.1913 |
|
1.000 |
1.1835 |
|
0.618 |
1.1787 |
|
HIGH |
1.1709 |
|
0.618 |
1.1660 |
|
0.500 |
1.1645 |
|
0.382 |
1.1630 |
|
LOW |
1.1582 |
|
0.618 |
1.1504 |
|
1.000 |
1.1456 |
|
1.618 |
1.1377 |
|
2.618 |
1.1251 |
|
4.250 |
1.1044 |
|
|
| Fisher Pivots for day following 21-Jun-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.1680 |
1.1683 |
| PP |
1.1663 |
1.1668 |
| S1 |
1.1645 |
1.1653 |
|