CME Euro FX (E) Future March 2019
| Trading Metrics calculated at close of trading on 01-Jun-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-May-2018 |
01-Jun-2018 |
Change |
Change % |
Previous Week |
| Open |
1.1939 |
1.1970 |
0.0032 |
0.3% |
1.1996 |
| High |
1.2002 |
1.1987 |
-0.0015 |
-0.1% |
1.2005 |
| Low |
1.1932 |
1.1912 |
-0.0021 |
-0.2% |
1.1800 |
| Close |
1.1969 |
1.1945 |
-0.0024 |
-0.2% |
1.1945 |
| Range |
0.0070 |
0.0076 |
0.0006 |
8.6% |
0.0205 |
| ATR |
0.0078 |
0.0078 |
0.0000 |
-0.2% |
0.0000 |
| Volume |
67 |
97 |
30 |
44.8% |
384 |
|
| Daily Pivots for day following 01-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2174 |
1.2135 |
1.1987 |
|
| R3 |
1.2099 |
1.2060 |
1.1966 |
|
| R2 |
1.2023 |
1.2023 |
1.1959 |
|
| R1 |
1.1984 |
1.1984 |
1.1952 |
1.1966 |
| PP |
1.1948 |
1.1948 |
1.1948 |
1.1939 |
| S1 |
1.1909 |
1.1909 |
1.1938 |
1.1891 |
| S2 |
1.1872 |
1.1872 |
1.1931 |
|
| S3 |
1.1797 |
1.1833 |
1.1924 |
|
| S4 |
1.1721 |
1.1758 |
1.1903 |
|
|
| Weekly Pivots for week ending 01-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2532 |
1.2443 |
1.2058 |
|
| R3 |
1.2327 |
1.2238 |
1.2001 |
|
| R2 |
1.2122 |
1.2122 |
1.1983 |
|
| R1 |
1.2033 |
1.2033 |
1.1964 |
1.1975 |
| PP |
1.1917 |
1.1917 |
1.1917 |
1.1888 |
| S1 |
1.1828 |
1.1828 |
1.1926 |
1.1770 |
| S2 |
1.1712 |
1.1712 |
1.1907 |
|
| S3 |
1.1507 |
1.1623 |
1.1889 |
|
| S4 |
1.1302 |
1.1418 |
1.1832 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2021 |
1.1800 |
0.0221 |
1.8% |
0.0104 |
0.9% |
66% |
False |
False |
83 |
| 10 |
1.2121 |
1.1800 |
0.0321 |
2.7% |
0.0080 |
0.7% |
45% |
False |
False |
58 |
| 20 |
1.2296 |
1.1800 |
0.0496 |
4.1% |
0.0069 |
0.6% |
29% |
False |
False |
43 |
| 40 |
1.2732 |
1.1800 |
0.0932 |
7.8% |
0.0054 |
0.5% |
16% |
False |
False |
30 |
| 60 |
1.2827 |
1.1800 |
0.1027 |
8.6% |
0.0049 |
0.4% |
14% |
False |
False |
22 |
| 80 |
1.2929 |
1.1800 |
0.1129 |
9.4% |
0.0047 |
0.4% |
13% |
False |
False |
22 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2308 |
|
2.618 |
1.2185 |
|
1.618 |
1.2109 |
|
1.000 |
1.2063 |
|
0.618 |
1.2034 |
|
HIGH |
1.1987 |
|
0.618 |
1.1958 |
|
0.500 |
1.1949 |
|
0.382 |
1.1940 |
|
LOW |
1.1912 |
|
0.618 |
1.1865 |
|
1.000 |
1.1836 |
|
1.618 |
1.1789 |
|
2.618 |
1.1714 |
|
4.250 |
1.1591 |
|
|
| Fisher Pivots for day following 01-Jun-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.1949 |
1.1940 |
| PP |
1.1948 |
1.1936 |
| S1 |
1.1946 |
1.1931 |
|