CME Euro FX (E) Future December 2018
| Trading Metrics calculated at close of trading on 20-Jun-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jun-2018 |
20-Jun-2018 |
Change |
Change % |
Previous Week |
| Open |
1.1788 |
1.1753 |
-0.0035 |
-0.3% |
1.1962 |
| High |
1.1810 |
1.1760 |
-0.0050 |
-0.4% |
1.2010 |
| Low |
1.1698 |
1.1706 |
0.0008 |
0.1% |
1.1711 |
| Close |
1.1739 |
1.1748 |
0.0010 |
0.1% |
1.1772 |
| Range |
0.0112 |
0.0055 |
-0.0057 |
-51.1% |
0.0299 |
| ATR |
0.0088 |
0.0085 |
-0.0002 |
-2.7% |
0.0000 |
| Volume |
1,033 |
617 |
-416 |
-40.3% |
2,750 |
|
| Daily Pivots for day following 20-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1901 |
1.1879 |
1.1778 |
|
| R3 |
1.1847 |
1.1825 |
1.1763 |
|
| R2 |
1.1792 |
1.1792 |
1.1758 |
|
| R1 |
1.1770 |
1.1770 |
1.1753 |
1.1754 |
| PP |
1.1738 |
1.1738 |
1.1738 |
1.1730 |
| S1 |
1.1716 |
1.1716 |
1.1743 |
1.1700 |
| S2 |
1.1683 |
1.1683 |
1.1738 |
|
| S3 |
1.1629 |
1.1661 |
1.1733 |
|
| S4 |
1.1574 |
1.1607 |
1.1718 |
|
|
| 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% |
16% |
False |
False |
792 |
| 10 |
1.2014 |
1.1698 |
0.0316 |
2.7% |
0.0083 |
0.7% |
16% |
False |
False |
511 |
| 20 |
1.2014 |
1.1698 |
0.0316 |
2.7% |
0.0086 |
0.7% |
16% |
False |
False |
511 |
| 40 |
1.2460 |
1.1698 |
0.0762 |
6.5% |
0.0078 |
0.7% |
7% |
False |
False |
356 |
| 60 |
1.2735 |
1.1698 |
0.1037 |
8.8% |
0.0070 |
0.6% |
5% |
False |
False |
266 |
| 80 |
1.2735 |
1.1698 |
0.1037 |
8.8% |
0.0072 |
0.6% |
5% |
False |
False |
218 |
| 100 |
1.2836 |
1.1698 |
0.1138 |
9.7% |
0.0073 |
0.6% |
4% |
False |
False |
194 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1992 |
|
2.618 |
1.1903 |
|
1.618 |
1.1848 |
|
1.000 |
1.1815 |
|
0.618 |
1.1794 |
|
HIGH |
1.1760 |
|
0.618 |
1.1739 |
|
0.500 |
1.1733 |
|
0.382 |
1.1726 |
|
LOW |
1.1706 |
|
0.618 |
1.1672 |
|
1.000 |
1.1651 |
|
1.618 |
1.1617 |
|
2.618 |
1.1563 |
|
4.250 |
1.1474 |
|
|
| Fisher Pivots for day following 20-Jun-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.1743 |
1.1754 |
| PP |
1.1738 |
1.1752 |
| S1 |
1.1733 |
1.1750 |
|