CME Euro FX (E) Future June 2018
| 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 |
1.1680 |
1.1705 |
0.0026 |
0.2% |
1.1705 |
| High |
1.1738 |
1.1730 |
-0.0009 |
-0.1% |
1.1746 |
| Low |
1.1653 |
1.1628 |
-0.0025 |
-0.2% |
1.1526 |
| Close |
1.1701 |
1.1675 |
-0.0026 |
-0.2% |
1.1675 |
| Range |
0.0085 |
0.0102 |
0.0017 |
19.4% |
0.0220 |
| ATR |
0.0097 |
0.0097 |
0.0000 |
0.3% |
0.0000 |
| Volume |
411,583 |
347,073 |
-64,510 |
-15.7% |
1,995,084 |
|
| Daily Pivots for day following 01-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1982 |
1.1930 |
1.1731 |
|
| R3 |
1.1881 |
1.1829 |
1.1703 |
|
| R2 |
1.1779 |
1.1779 |
1.1694 |
|
| R1 |
1.1727 |
1.1727 |
1.1684 |
1.1702 |
| PP |
1.1678 |
1.1678 |
1.1678 |
1.1665 |
| S1 |
1.1626 |
1.1626 |
1.1666 |
1.1601 |
| S2 |
1.1576 |
1.1576 |
1.1656 |
|
| S3 |
1.1475 |
1.1524 |
1.1647 |
|
| S4 |
1.1373 |
1.1423 |
1.1619 |
|
|
| Weekly Pivots for week ending 01-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2307 |
1.2211 |
1.1796 |
|
| R3 |
1.2088 |
1.1991 |
1.1735 |
|
| R2 |
1.1868 |
1.1868 |
1.1715 |
|
| R1 |
1.1772 |
1.1772 |
1.1695 |
1.1710 |
| PP |
1.1649 |
1.1649 |
1.1649 |
1.1618 |
| S1 |
1.1552 |
1.1552 |
1.1655 |
1.1491 |
| S2 |
1.1429 |
1.1429 |
1.1635 |
|
| S3 |
1.1210 |
1.1333 |
1.1615 |
|
| S4 |
1.0990 |
1.1113 |
1.1554 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1752 |
1.1526 |
0.0226 |
1.9% |
0.0131 |
1.1% |
66% |
False |
False |
471,732 |
| 10 |
1.1852 |
1.1526 |
0.0326 |
2.8% |
0.0105 |
0.9% |
46% |
False |
False |
391,179 |
| 20 |
1.2031 |
1.1526 |
0.0505 |
4.3% |
0.0096 |
0.8% |
30% |
False |
False |
332,442 |
| 40 |
1.2469 |
1.1526 |
0.0943 |
8.1% |
0.0087 |
0.7% |
16% |
False |
False |
276,748 |
| 60 |
1.2554 |
1.1526 |
0.1028 |
8.8% |
0.0087 |
0.7% |
15% |
False |
False |
247,090 |
| 80 |
1.2659 |
1.1526 |
0.1133 |
9.7% |
0.0088 |
0.8% |
13% |
False |
False |
186,394 |
| 100 |
1.2659 |
1.1526 |
0.1133 |
9.7% |
0.0092 |
0.8% |
13% |
False |
False |
149,273 |
| 120 |
1.2659 |
1.1526 |
0.1133 |
9.7% |
0.0087 |
0.7% |
13% |
False |
False |
124,553 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2161 |
|
2.618 |
1.1995 |
|
1.618 |
1.1894 |
|
1.000 |
1.1831 |
|
0.618 |
1.1792 |
|
HIGH |
1.1730 |
|
0.618 |
1.1691 |
|
0.500 |
1.1679 |
|
0.382 |
1.1667 |
|
LOW |
1.1628 |
|
0.618 |
1.1565 |
|
1.000 |
1.1527 |
|
1.618 |
1.1464 |
|
2.618 |
1.1362 |
|
4.250 |
1.1197 |
|
|
| Fisher Pivots for day following 01-Jun-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.1679 |
1.1662 |
| PP |
1.1678 |
1.1649 |
| S1 |
1.1676 |
1.1636 |
|