CME Euro FX (E) Future December 2018
| Trading Metrics calculated at close of trading on 19-Jun-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jun-2018 |
19-Jun-2018 |
Change |
Change % |
Previous Week |
| Open |
1.1763 |
1.1788 |
0.0025 |
0.2% |
1.1962 |
| High |
1.1790 |
1.1810 |
0.0020 |
0.2% |
1.2010 |
| Low |
1.1731 |
1.1698 |
-0.0033 |
-0.3% |
1.1711 |
| Close |
1.1782 |
1.1739 |
-0.0044 |
-0.4% |
1.1772 |
| Range |
0.0060 |
0.0112 |
0.0052 |
87.4% |
0.0299 |
| ATR |
0.0086 |
0.0088 |
0.0002 |
2.1% |
0.0000 |
| Volume |
521 |
1,033 |
512 |
98.3% |
2,750 |
|
| Daily Pivots for day following 19-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2083 |
1.2022 |
1.1800 |
|
| R3 |
1.1972 |
1.1911 |
1.1769 |
|
| R2 |
1.1860 |
1.1860 |
1.1759 |
|
| R1 |
1.1799 |
1.1799 |
1.1749 |
1.1774 |
| PP |
1.1749 |
1.1749 |
1.1749 |
1.1736 |
| S1 |
1.1688 |
1.1688 |
1.1728 |
1.1663 |
| S2 |
1.1637 |
1.1637 |
1.1718 |
|
| S3 |
1.1526 |
1.1576 |
1.1708 |
|
| S4 |
1.1414 |
1.1465 |
1.1677 |
|
|
| 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 |
1.1698 |
0.0312 |
2.7% |
0.0114 |
1.0% |
13% |
False |
True |
771 |
| 10 |
1.2014 |
1.1698 |
0.0316 |
2.7% |
0.0083 |
0.7% |
13% |
False |
True |
475 |
| 20 |
1.2019 |
1.1698 |
0.0321 |
2.7% |
0.0086 |
0.7% |
13% |
False |
True |
494 |
| 40 |
1.2472 |
1.1698 |
0.0774 |
6.6% |
0.0078 |
0.7% |
5% |
False |
True |
343 |
| 60 |
1.2735 |
1.1698 |
0.1037 |
8.8% |
0.0071 |
0.6% |
4% |
False |
True |
257 |
| 80 |
1.2735 |
1.1698 |
0.1037 |
8.8% |
0.0072 |
0.6% |
4% |
False |
True |
212 |
| 100 |
1.2836 |
1.1698 |
0.1138 |
9.7% |
0.0073 |
0.6% |
4% |
False |
True |
188 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2283 |
|
2.618 |
1.2101 |
|
1.618 |
1.1990 |
|
1.000 |
1.1921 |
|
0.618 |
1.1878 |
|
HIGH |
1.1810 |
|
0.618 |
1.1767 |
|
0.500 |
1.1754 |
|
0.382 |
1.1741 |
|
LOW |
1.1698 |
|
0.618 |
1.1629 |
|
1.000 |
1.1587 |
|
1.618 |
1.1518 |
|
2.618 |
1.1406 |
|
4.250 |
1.1224 |
|
|
| Fisher Pivots for day following 19-Jun-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.1754 |
1.1754 |
| PP |
1.1749 |
1.1749 |
| S1 |
1.1744 |
1.1744 |
|