CME Euro FX (E) Future December 2018
| Trading Metrics calculated at close of trading on 06-Jun-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jun-2018 |
06-Jun-2018 |
Change |
Change % |
Previous Week |
| Open |
1.1866 |
1.1930 |
0.0065 |
0.5% |
1.1869 |
| High |
1.1907 |
1.1975 |
0.0068 |
0.6% |
1.1906 |
| Low |
1.1836 |
1.1922 |
0.0086 |
0.7% |
1.1700 |
| Close |
1.1895 |
1.1950 |
0.0055 |
0.5% |
1.1847 |
| Range |
0.0072 |
0.0053 |
-0.0019 |
-25.9% |
0.0206 |
| ATR |
0.0081 |
0.0081 |
0.0000 |
-0.1% |
0.0000 |
| Volume |
379 |
253 |
-126 |
-33.2% |
2,809 |
|
| Daily Pivots for day following 06-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2108 |
1.2082 |
1.1979 |
|
| R3 |
1.2055 |
1.2029 |
1.1964 |
|
| R2 |
1.2002 |
1.2002 |
1.1959 |
|
| R1 |
1.1976 |
1.1976 |
1.1954 |
1.1989 |
| PP |
1.1949 |
1.1949 |
1.1949 |
1.1955 |
| S1 |
1.1923 |
1.1923 |
1.1945 |
1.1936 |
| S2 |
1.1896 |
1.1896 |
1.1940 |
|
| S3 |
1.1843 |
1.1870 |
1.1935 |
|
| S4 |
1.1790 |
1.1817 |
1.1920 |
|
|
| Weekly Pivots for week ending 01-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2436 |
1.2347 |
1.1960 |
|
| R3 |
1.2230 |
1.2141 |
1.1904 |
|
| R2 |
1.2024 |
1.2024 |
1.1885 |
|
| R1 |
1.1935 |
1.1935 |
1.1866 |
1.1877 |
| PP |
1.1818 |
1.1818 |
1.1818 |
1.1788 |
| S1 |
1.1729 |
1.1729 |
1.1828 |
1.1671 |
| S2 |
1.1612 |
1.1612 |
1.1809 |
|
| S3 |
1.1406 |
1.1523 |
1.1790 |
|
| S4 |
1.1200 |
1.1317 |
1.1734 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1975 |
1.1824 |
0.0151 |
1.3% |
0.0066 |
0.6% |
83% |
True |
False |
233 |
| 10 |
1.1975 |
1.1700 |
0.0275 |
2.3% |
0.0088 |
0.7% |
91% |
True |
False |
510 |
| 20 |
1.2194 |
1.1700 |
0.0494 |
4.1% |
0.0079 |
0.7% |
51% |
False |
False |
385 |
| 40 |
1.2653 |
1.1700 |
0.0953 |
8.0% |
0.0069 |
0.6% |
26% |
False |
False |
247 |
| 60 |
1.2735 |
1.1700 |
0.1035 |
8.7% |
0.0069 |
0.6% |
24% |
False |
False |
195 |
| 80 |
1.2836 |
1.1700 |
0.1136 |
9.5% |
0.0070 |
0.6% |
22% |
False |
False |
164 |
| 100 |
1.2836 |
1.1700 |
0.1136 |
9.5% |
0.0073 |
0.6% |
22% |
False |
False |
154 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2200 |
|
2.618 |
1.2113 |
|
1.618 |
1.2060 |
|
1.000 |
1.2028 |
|
0.618 |
1.2007 |
|
HIGH |
1.1975 |
|
0.618 |
1.1954 |
|
0.500 |
1.1948 |
|
0.382 |
1.1942 |
|
LOW |
1.1922 |
|
0.618 |
1.1889 |
|
1.000 |
1.1869 |
|
1.618 |
1.1836 |
|
2.618 |
1.1783 |
|
4.250 |
1.1696 |
|
|
| Fisher Pivots for day following 06-Jun-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.1949 |
1.1935 |
| PP |
1.1949 |
1.1920 |
| S1 |
1.1948 |
1.1905 |
|