CME Euro FX (E) Future March 2019
| Trading Metrics calculated at close of trading on 07-Jun-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jun-2018 |
07-Jun-2018 |
Change |
Change % |
Previous Week |
| Open |
1.1997 |
1.2079 |
0.0082 |
0.7% |
1.1996 |
| High |
1.2075 |
1.2110 |
0.0035 |
0.3% |
1.2005 |
| Low |
1.1997 |
1.2079 |
0.0082 |
0.7% |
1.1800 |
| Close |
1.2050 |
1.2085 |
0.0035 |
0.3% |
1.1945 |
| Range |
0.0078 |
0.0031 |
-0.0047 |
-60.0% |
0.0205 |
| ATR |
0.0077 |
0.0076 |
-0.0001 |
-1.6% |
0.0000 |
| Volume |
22 |
162 |
140 |
636.4% |
384 |
|
| Daily Pivots for day following 07-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2184 |
1.2165 |
1.2102 |
|
| R3 |
1.2153 |
1.2134 |
1.2093 |
|
| R2 |
1.2122 |
1.2122 |
1.2090 |
|
| R1 |
1.2103 |
1.2103 |
1.2087 |
1.2113 |
| PP |
1.2091 |
1.2091 |
1.2091 |
1.2096 |
| S1 |
1.2072 |
1.2072 |
1.2082 |
1.2082 |
| S2 |
1.2060 |
1.2060 |
1.2079 |
|
| S3 |
1.2029 |
1.2041 |
1.2076 |
|
| S4 |
1.1998 |
1.2010 |
1.2067 |
|
|
| 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 |
1.2110 |
1.1912 |
0.0198 |
1.6% |
0.0060 |
0.5% |
87% |
True |
False |
67 |
| 10 |
1.2110 |
1.1800 |
0.0310 |
2.6% |
0.0077 |
0.6% |
92% |
True |
False |
69 |
| 20 |
1.2296 |
1.1800 |
0.0496 |
4.1% |
0.0071 |
0.6% |
57% |
False |
False |
48 |
| 40 |
1.2732 |
1.1800 |
0.0932 |
7.7% |
0.0056 |
0.5% |
31% |
False |
False |
36 |
| 60 |
1.2827 |
1.1800 |
0.1027 |
8.5% |
0.0049 |
0.4% |
28% |
False |
False |
25 |
| 80 |
1.2929 |
1.1800 |
0.1129 |
9.3% |
0.0048 |
0.4% |
25% |
False |
False |
23 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2241 |
|
2.618 |
1.2191 |
|
1.618 |
1.2160 |
|
1.000 |
1.2141 |
|
0.618 |
1.2129 |
|
HIGH |
1.2110 |
|
0.618 |
1.2098 |
|
0.500 |
1.2094 |
|
0.382 |
1.2090 |
|
LOW |
1.2079 |
|
0.618 |
1.2059 |
|
1.000 |
1.2048 |
|
1.618 |
1.2028 |
|
2.618 |
1.1997 |
|
4.250 |
1.1947 |
|
|
| Fisher Pivots for day following 07-Jun-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.2094 |
1.2065 |
| PP |
1.2091 |
1.2046 |
| S1 |
1.2088 |
1.2027 |
|