CME Euro FX (E) Future December 2018
| Trading Metrics calculated at close of trading on 14-Jun-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jun-2018 |
14-Jun-2018 |
Change |
Change % |
Previous Week |
| Open |
1.1922 |
1.1965 |
0.0043 |
0.4% |
1.1869 |
| High |
1.1960 |
1.2010 |
0.0051 |
0.4% |
1.2014 |
| Low |
1.1905 |
1.1746 |
-0.0159 |
-1.3% |
1.1836 |
| Close |
1.1947 |
1.1759 |
-0.0188 |
-1.6% |
1.1948 |
| Range |
0.0055 |
0.0265 |
0.0210 |
380.9% |
0.0178 |
| ATR |
0.0075 |
0.0088 |
0.0014 |
18.1% |
0.0000 |
| Volume |
510 |
685 |
175 |
34.3% |
926 |
|
| Daily Pivots for day following 14-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2632 |
1.2460 |
1.1904 |
|
| R3 |
1.2367 |
1.2195 |
1.1831 |
|
| R2 |
1.2103 |
1.2103 |
1.1807 |
|
| R1 |
1.1931 |
1.1931 |
1.1783 |
1.1884 |
| PP |
1.1838 |
1.1838 |
1.1838 |
1.1815 |
| S1 |
1.1666 |
1.1666 |
1.1734 |
1.1620 |
| S2 |
1.1574 |
1.1574 |
1.1710 |
|
| S3 |
1.1309 |
1.1402 |
1.1686 |
|
| S4 |
1.1045 |
1.1137 |
1.1613 |
|
|
| 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 |
1.2010 |
1.1746 |
0.0265 |
2.2% |
0.0095 |
0.8% |
5% |
True |
True |
346 |
| 10 |
1.2014 |
1.1746 |
0.0268 |
2.3% |
0.0077 |
0.7% |
5% |
False |
True |
276 |
| 20 |
1.2033 |
1.1700 |
0.0333 |
2.8% |
0.0082 |
0.7% |
18% |
False |
False |
420 |
| 40 |
1.2637 |
1.1700 |
0.0937 |
8.0% |
0.0076 |
0.6% |
6% |
False |
False |
285 |
| 60 |
1.2735 |
1.1700 |
0.1035 |
8.8% |
0.0070 |
0.6% |
6% |
False |
False |
217 |
| 80 |
1.2735 |
1.1700 |
0.1035 |
8.8% |
0.0070 |
0.6% |
6% |
False |
False |
182 |
| 100 |
1.2836 |
1.1700 |
0.1136 |
9.7% |
0.0074 |
0.6% |
5% |
False |
False |
165 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3134 |
|
2.618 |
1.2702 |
|
1.618 |
1.2438 |
|
1.000 |
1.2275 |
|
0.618 |
1.2173 |
|
HIGH |
1.2010 |
|
0.618 |
1.1909 |
|
0.500 |
1.1878 |
|
0.382 |
1.1847 |
|
LOW |
1.1746 |
|
0.618 |
1.1582 |
|
1.000 |
1.1481 |
|
1.618 |
1.1318 |
|
2.618 |
1.1053 |
|
4.250 |
1.0621 |
|
|
| Fisher Pivots for day following 14-Jun-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.1878 |
1.1878 |
| PP |
1.1838 |
1.1838 |
| S1 |
1.1798 |
1.1798 |
|