CME Euro FX (E) Future December 2018
| Trading Metrics calculated at close of trading on 12-Jun-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jun-2018 |
12-Jun-2018 |
Change |
Change % |
Previous Week |
| Open |
1.1962 |
1.1951 |
-0.0011 |
-0.1% |
1.1869 |
| High |
1.1991 |
1.1976 |
-0.0015 |
-0.1% |
1.2014 |
| Low |
1.1959 |
1.1910 |
-0.0049 |
-0.4% |
1.1836 |
| Close |
1.1965 |
1.1925 |
-0.0041 |
-0.3% |
1.1948 |
| Range |
0.0032 |
0.0066 |
0.0034 |
104.7% |
0.0178 |
| ATR |
0.0077 |
0.0076 |
-0.0001 |
-1.1% |
0.0000 |
| Volume |
123 |
324 |
201 |
163.4% |
926 |
|
| Daily Pivots for day following 12-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2133 |
1.2094 |
1.1961 |
|
| R3 |
1.2068 |
1.2029 |
1.1943 |
|
| R2 |
1.2002 |
1.2002 |
1.1937 |
|
| R1 |
1.1963 |
1.1963 |
1.1931 |
1.1950 |
| PP |
1.1937 |
1.1937 |
1.1937 |
1.1930 |
| S1 |
1.1898 |
1.1898 |
1.1918 |
1.1885 |
| S2 |
1.1871 |
1.1871 |
1.1912 |
|
| S3 |
1.1806 |
1.1832 |
1.1906 |
|
| S4 |
1.1740 |
1.1767 |
1.1888 |
|
|
| 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 |
1.1908 |
0.0106 |
0.9% |
0.0052 |
0.4% |
16% |
False |
False |
179 |
| 10 |
1.2014 |
1.1718 |
0.0296 |
2.5% |
0.0068 |
0.6% |
70% |
False |
False |
293 |
| 20 |
1.2137 |
1.1700 |
0.0437 |
3.7% |
0.0076 |
0.6% |
51% |
False |
False |
390 |
| 40 |
1.2653 |
1.1700 |
0.0953 |
8.0% |
0.0071 |
0.6% |
24% |
False |
False |
259 |
| 60 |
1.2735 |
1.1700 |
0.1035 |
8.7% |
0.0068 |
0.6% |
22% |
False |
False |
198 |
| 80 |
1.2836 |
1.1700 |
0.1136 |
9.5% |
0.0069 |
0.6% |
20% |
False |
False |
169 |
| 100 |
1.2836 |
1.1700 |
0.1136 |
9.5% |
0.0071 |
0.6% |
20% |
False |
False |
159 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2254 |
|
2.618 |
1.2147 |
|
1.618 |
1.2081 |
|
1.000 |
1.2041 |
|
0.618 |
1.2016 |
|
HIGH |
1.1976 |
|
0.618 |
1.1950 |
|
0.500 |
1.1943 |
|
0.382 |
1.1935 |
|
LOW |
1.1910 |
|
0.618 |
1.1870 |
|
1.000 |
1.1845 |
|
1.618 |
1.1804 |
|
2.618 |
1.1739 |
|
4.250 |
1.1632 |
|
|
| Fisher Pivots for day following 12-Jun-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.1943 |
1.1949 |
| PP |
1.1937 |
1.1941 |
| S1 |
1.1931 |
1.1933 |
|