CME Euro FX (E) Future December 2018
| Trading Metrics calculated at close of trading on 07-Jun-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jun-2018 |
07-Jun-2018 |
Change |
Change % |
Previous Week |
| Open |
1.1930 |
1.1972 |
0.0042 |
0.3% |
1.1869 |
| High |
1.1975 |
1.2014 |
0.0039 |
0.3% |
1.1906 |
| Low |
1.1922 |
1.1964 |
0.0043 |
0.4% |
1.1700 |
| Close |
1.1950 |
1.1986 |
0.0037 |
0.3% |
1.1847 |
| Range |
0.0053 |
0.0050 |
-0.0004 |
-6.6% |
0.0206 |
| ATR |
0.0081 |
0.0080 |
-0.0001 |
-1.5% |
0.0000 |
| Volume |
253 |
109 |
-144 |
-56.9% |
2,809 |
|
| Daily Pivots for day following 07-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2136 |
1.2111 |
1.2013 |
|
| R3 |
1.2087 |
1.2061 |
1.2000 |
|
| R2 |
1.2037 |
1.2037 |
1.1995 |
|
| R1 |
1.2012 |
1.2012 |
1.1991 |
1.2025 |
| PP |
1.1988 |
1.1988 |
1.1988 |
1.1994 |
| S1 |
1.1962 |
1.1962 |
1.1981 |
1.1975 |
| S2 |
1.1938 |
1.1938 |
1.1977 |
|
| S3 |
1.1889 |
1.1913 |
1.1972 |
|
| S4 |
1.1839 |
1.1863 |
1.1959 |
|
|
| 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 |
1.2014 |
1.1830 |
0.0184 |
1.5% |
0.0059 |
0.5% |
85% |
True |
False |
205 |
| 10 |
1.2014 |
1.1700 |
0.0314 |
2.6% |
0.0084 |
0.7% |
91% |
True |
False |
419 |
| 20 |
1.2194 |
1.1700 |
0.0494 |
4.1% |
0.0079 |
0.7% |
58% |
False |
False |
382 |
| 40 |
1.2653 |
1.1700 |
0.0953 |
8.0% |
0.0069 |
0.6% |
30% |
False |
False |
249 |
| 60 |
1.2735 |
1.1700 |
0.1035 |
8.6% |
0.0069 |
0.6% |
28% |
False |
False |
195 |
| 80 |
1.2836 |
1.1700 |
0.1136 |
9.5% |
0.0070 |
0.6% |
25% |
False |
False |
165 |
| 100 |
1.2836 |
1.1700 |
0.1136 |
9.5% |
0.0072 |
0.6% |
25% |
False |
False |
154 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2224 |
|
2.618 |
1.2143 |
|
1.618 |
1.2094 |
|
1.000 |
1.2063 |
|
0.618 |
1.2044 |
|
HIGH |
1.2014 |
|
0.618 |
1.1995 |
|
0.500 |
1.1989 |
|
0.382 |
1.1983 |
|
LOW |
1.1964 |
|
0.618 |
1.1933 |
|
1.000 |
1.1915 |
|
1.618 |
1.1884 |
|
2.618 |
1.1834 |
|
4.250 |
1.1754 |
|
|
| Fisher Pivots for day following 07-Jun-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.1989 |
1.1966 |
| PP |
1.1988 |
1.1945 |
| S1 |
1.1987 |
1.1925 |
|