CME Euro FX (E) Future December 2018
| Trading Metrics calculated at close of trading on 08-Jun-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jun-2018 |
08-Jun-2018 |
Change |
Change % |
Previous Week |
| Open |
1.1972 |
1.1965 |
-0.0007 |
-0.1% |
1.1869 |
| High |
1.2014 |
1.1965 |
-0.0049 |
-0.4% |
1.2014 |
| Low |
1.1964 |
1.1908 |
-0.0057 |
-0.5% |
1.1836 |
| Close |
1.1986 |
1.1948 |
-0.0038 |
-0.3% |
1.1948 |
| Range |
0.0050 |
0.0058 |
0.0008 |
16.2% |
0.0178 |
| ATR |
0.0080 |
0.0080 |
0.0000 |
-0.1% |
0.0000 |
| Volume |
109 |
89 |
-20 |
-18.3% |
926 |
|
| Daily Pivots for day following 08-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2113 |
1.2088 |
1.1980 |
|
| R3 |
1.2055 |
1.2030 |
1.1964 |
|
| R2 |
1.1998 |
1.1998 |
1.1959 |
|
| R1 |
1.1973 |
1.1973 |
1.1953 |
1.1957 |
| PP |
1.1940 |
1.1940 |
1.1940 |
1.1932 |
| S1 |
1.1915 |
1.1915 |
1.1943 |
1.1899 |
| S2 |
1.1883 |
1.1883 |
1.1937 |
|
| S3 |
1.1825 |
1.1858 |
1.1932 |
|
| S4 |
1.1768 |
1.1800 |
1.1916 |
|
|
| Weekly Pivots for week ending 08-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2466 |
1.2385 |
1.2046 |
|
| R3 |
1.2288 |
1.2207 |
1.1997 |
|
| R2 |
1.2110 |
1.2110 |
1.1981 |
|
| R1 |
1.2029 |
1.2029 |
1.1964 |
1.2070 |
| PP |
1.1932 |
1.1932 |
1.1932 |
1.1953 |
| S1 |
1.1851 |
1.1851 |
1.1932 |
1.1892 |
| S2 |
1.1754 |
1.1754 |
1.1915 |
|
| S3 |
1.1576 |
1.1673 |
1.1899 |
|
| S4 |
1.1398 |
1.1495 |
1.1850 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2014 |
1.1836 |
0.0178 |
1.5% |
0.0057 |
0.5% |
63% |
False |
False |
185 |
| 10 |
1.2014 |
1.1700 |
0.0314 |
2.6% |
0.0086 |
0.7% |
79% |
False |
False |
401 |
| 20 |
1.2194 |
1.1700 |
0.0494 |
4.1% |
0.0077 |
0.6% |
50% |
False |
False |
384 |
| 40 |
1.2653 |
1.1700 |
0.0953 |
8.0% |
0.0070 |
0.6% |
26% |
False |
False |
250 |
| 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% |
0.0071 |
0.6% |
22% |
False |
False |
165 |
| 100 |
1.2836 |
1.1700 |
0.1136 |
9.5% |
0.0072 |
0.6% |
22% |
False |
False |
154 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2209 |
|
2.618 |
1.2116 |
|
1.618 |
1.2058 |
|
1.000 |
1.2023 |
|
0.618 |
1.2001 |
|
HIGH |
1.1965 |
|
0.618 |
1.1943 |
|
0.500 |
1.1936 |
|
0.382 |
1.1929 |
|
LOW |
1.1908 |
|
0.618 |
1.1872 |
|
1.000 |
1.1850 |
|
1.618 |
1.1814 |
|
2.618 |
1.1757 |
|
4.250 |
1.1663 |
|
|
| Fisher Pivots for day following 08-Jun-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.1944 |
1.1961 |
| PP |
1.1940 |
1.1956 |
| S1 |
1.1936 |
1.1952 |
|