CME Euro FX (E) Future December 2018
| Trading Metrics calculated at close of trading on 21-Jun-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jun-2018 |
21-Jun-2018 |
Change |
Change % |
Previous Week |
| Open |
1.1753 |
1.1735 |
-0.0018 |
-0.1% |
1.1962 |
| High |
1.1760 |
1.1789 |
0.0029 |
0.2% |
1.2010 |
| Low |
1.1706 |
1.1669 |
-0.0037 |
-0.3% |
1.1711 |
| Close |
1.1748 |
1.1784 |
0.0036 |
0.3% |
1.1772 |
| Range |
0.0055 |
0.0120 |
0.0066 |
120.2% |
0.0299 |
| ATR |
0.0085 |
0.0088 |
0.0002 |
2.9% |
0.0000 |
| Volume |
617 |
543 |
-74 |
-12.0% |
2,750 |
|
| Daily Pivots for day following 21-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2107 |
1.2065 |
1.1850 |
|
| R3 |
1.1987 |
1.1945 |
1.1817 |
|
| R2 |
1.1867 |
1.1867 |
1.1806 |
|
| R1 |
1.1825 |
1.1825 |
1.1795 |
1.1846 |
| PP |
1.1747 |
1.1747 |
1.1747 |
1.1757 |
| S1 |
1.1705 |
1.1705 |
1.1773 |
1.1726 |
| S2 |
1.1627 |
1.1627 |
1.1762 |
|
| S3 |
1.1507 |
1.1585 |
1.1751 |
|
| S4 |
1.1387 |
1.1465 |
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 |
1.1810 |
1.1669 |
0.0141 |
1.2% |
0.0085 |
0.7% |
82% |
False |
True |
764 |
| 10 |
1.2010 |
1.1669 |
0.0342 |
2.9% |
0.0090 |
0.8% |
34% |
False |
True |
555 |
| 20 |
1.2014 |
1.1669 |
0.0345 |
2.9% |
0.0087 |
0.7% |
33% |
False |
True |
487 |
| 40 |
1.2431 |
1.1669 |
0.0763 |
6.5% |
0.0080 |
0.7% |
15% |
False |
True |
368 |
| 60 |
1.2657 |
1.1669 |
0.0989 |
8.4% |
0.0071 |
0.6% |
12% |
False |
True |
273 |
| 80 |
1.2735 |
1.1669 |
0.1067 |
9.1% |
0.0072 |
0.6% |
11% |
False |
True |
223 |
| 100 |
1.2836 |
1.1669 |
0.1167 |
9.9% |
0.0074 |
0.6% |
10% |
False |
True |
199 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2299 |
|
2.618 |
1.2103 |
|
1.618 |
1.1983 |
|
1.000 |
1.1909 |
|
0.618 |
1.1863 |
|
HIGH |
1.1789 |
|
0.618 |
1.1743 |
|
0.500 |
1.1729 |
|
0.382 |
1.1714 |
|
LOW |
1.1669 |
|
0.618 |
1.1594 |
|
1.000 |
1.1549 |
|
1.618 |
1.1474 |
|
2.618 |
1.1354 |
|
4.250 |
1.1159 |
|
|
| Fisher Pivots for day following 21-Jun-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.1765 |
1.1769 |
| PP |
1.1747 |
1.1754 |
| S1 |
1.1729 |
1.1739 |
|