CME Euro FX (E) Future June 2018
| Trading Metrics calculated at close of trading on 04-Jun-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jun-2018 |
04-Jun-2018 |
Change |
Change % |
Previous Week |
| Open |
1.1705 |
1.1673 |
-0.0032 |
-0.3% |
1.1705 |
| High |
1.1730 |
1.1756 |
0.0026 |
0.2% |
1.1746 |
| Low |
1.1628 |
1.1672 |
0.0044 |
0.4% |
1.1526 |
| Close |
1.1675 |
1.1709 |
0.0034 |
0.3% |
1.1675 |
| Range |
0.0102 |
0.0084 |
-0.0018 |
-17.7% |
0.0220 |
| ATR |
0.0097 |
0.0096 |
-0.0001 |
-1.0% |
0.0000 |
| Volume |
347,073 |
250,314 |
-96,759 |
-27.9% |
1,995,084 |
|
| Daily Pivots for day following 04-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1963 |
1.1919 |
1.1755 |
|
| R3 |
1.1879 |
1.1836 |
1.1732 |
|
| R2 |
1.1796 |
1.1796 |
1.1724 |
|
| R1 |
1.1752 |
1.1752 |
1.1717 |
1.1774 |
| PP |
1.1712 |
1.1712 |
1.1712 |
1.1723 |
| S1 |
1.1669 |
1.1669 |
1.1701 |
1.1691 |
| S2 |
1.1629 |
1.1629 |
1.1694 |
|
| S3 |
1.1545 |
1.1585 |
1.1686 |
|
| S4 |
1.1462 |
1.1502 |
1.1663 |
|
|
| 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 |
1.1756 |
1.1526 |
0.0230 |
2.0% |
0.0130 |
1.1% |
80% |
True |
False |
449,079 |
| 10 |
1.1852 |
1.1526 |
0.0326 |
2.8% |
0.0106 |
0.9% |
56% |
False |
False |
390,505 |
| 20 |
1.2025 |
1.1526 |
0.0499 |
4.3% |
0.0096 |
0.8% |
37% |
False |
False |
331,510 |
| 40 |
1.2469 |
1.1526 |
0.0943 |
8.0% |
0.0087 |
0.7% |
19% |
False |
False |
277,605 |
| 60 |
1.2554 |
1.1526 |
0.1028 |
8.8% |
0.0086 |
0.7% |
18% |
False |
False |
249,912 |
| 80 |
1.2659 |
1.1526 |
0.1133 |
9.7% |
0.0088 |
0.7% |
16% |
False |
False |
189,489 |
| 100 |
1.2659 |
1.1526 |
0.1133 |
9.7% |
0.0093 |
0.8% |
16% |
False |
False |
151,775 |
| 120 |
1.2659 |
1.1526 |
0.1133 |
9.7% |
0.0087 |
0.7% |
16% |
False |
False |
126,638 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2110 |
|
2.618 |
1.1974 |
|
1.618 |
1.1891 |
|
1.000 |
1.1839 |
|
0.618 |
1.1807 |
|
HIGH |
1.1756 |
|
0.618 |
1.1724 |
|
0.500 |
1.1714 |
|
0.382 |
1.1704 |
|
LOW |
1.1672 |
|
0.618 |
1.1620 |
|
1.000 |
1.1589 |
|
1.618 |
1.1537 |
|
2.618 |
1.1453 |
|
4.250 |
1.1317 |
|
|
| Fisher Pivots for day following 04-Jun-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.1714 |
1.1703 |
| PP |
1.1712 |
1.1698 |
| S1 |
1.1711 |
1.1692 |
|