CME Euro FX (E) Future December 2018
| Trading Metrics calculated at close of trading on 18-Jun-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jun-2018 |
18-Jun-2018 |
Change |
Change % |
Previous Week |
| Open |
1.1743 |
1.1763 |
0.0020 |
0.2% |
1.1962 |
| High |
1.1792 |
1.1790 |
-0.0002 |
0.0% |
1.2010 |
| Low |
1.1711 |
1.1731 |
0.0020 |
0.2% |
1.1711 |
| Close |
1.1772 |
1.1782 |
0.0010 |
0.1% |
1.1772 |
| Range |
0.0081 |
0.0060 |
-0.0021 |
-26.1% |
0.0299 |
| ATR |
0.0088 |
0.0086 |
-0.0002 |
-2.3% |
0.0000 |
| Volume |
1,108 |
521 |
-587 |
-53.0% |
2,750 |
|
| Daily Pivots for day following 18-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1946 |
1.1924 |
1.1815 |
|
| R3 |
1.1887 |
1.1864 |
1.1798 |
|
| R2 |
1.1827 |
1.1827 |
1.1793 |
|
| R1 |
1.1805 |
1.1805 |
1.1787 |
1.1816 |
| PP |
1.1768 |
1.1768 |
1.1768 |
1.1773 |
| S1 |
1.1745 |
1.1745 |
1.1777 |
1.1756 |
| S2 |
1.1708 |
1.1708 |
1.1771 |
|
| S3 |
1.1649 |
1.1686 |
1.1766 |
|
| S4 |
1.1589 |
1.1626 |
1.1749 |
|
|
| Weekly Pivots for week ending 15-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2728 |
1.2549 |
1.1936 |
|
| R3 |
1.2429 |
1.2250 |
1.1854 |
|
| R2 |
1.2130 |
1.2130 |
1.1827 |
|
| R1 |
1.1951 |
1.1951 |
1.1799 |
1.1891 |
| PP |
1.1831 |
1.1831 |
1.1831 |
1.1801 |
| S1 |
1.1652 |
1.1652 |
1.1745 |
1.1592 |
| S2 |
1.1532 |
1.1532 |
1.1717 |
|
| S3 |
1.1233 |
1.1353 |
1.1690 |
|
| S4 |
1.0934 |
1.1054 |
1.1608 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2010 |
1.1711 |
0.0299 |
2.5% |
0.0105 |
0.9% |
24% |
False |
False |
629 |
| 10 |
1.2014 |
1.1711 |
0.0303 |
2.6% |
0.0079 |
0.7% |
23% |
False |
False |
410 |
| 20 |
1.2019 |
1.1700 |
0.0319 |
2.7% |
0.0083 |
0.7% |
26% |
False |
False |
450 |
| 40 |
1.2510 |
1.1700 |
0.0810 |
6.9% |
0.0077 |
0.7% |
10% |
False |
False |
320 |
| 60 |
1.2735 |
1.1700 |
0.1035 |
8.8% |
0.0070 |
0.6% |
8% |
False |
False |
242 |
| 80 |
1.2735 |
1.1700 |
0.1035 |
8.8% |
0.0070 |
0.6% |
8% |
False |
False |
200 |
| 100 |
1.2836 |
1.1700 |
0.1136 |
9.6% |
0.0073 |
0.6% |
7% |
False |
False |
179 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2043 |
|
2.618 |
1.1946 |
|
1.618 |
1.1886 |
|
1.000 |
1.1850 |
|
0.618 |
1.1827 |
|
HIGH |
1.1790 |
|
0.618 |
1.1767 |
|
0.500 |
1.1760 |
|
0.382 |
1.1753 |
|
LOW |
1.1731 |
|
0.618 |
1.1694 |
|
1.000 |
1.1671 |
|
1.618 |
1.1634 |
|
2.618 |
1.1575 |
|
4.250 |
1.1478 |
|
|
| Fisher Pivots for day following 18-Jun-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.1775 |
1.1861 |
| PP |
1.1768 |
1.1834 |
| S1 |
1.1760 |
1.1808 |
|