CME Euro FX (E) Future June 2018
| Trading Metrics calculated at close of trading on 05-Jun-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jun-2018 |
05-Jun-2018 |
Change |
Change % |
Previous Week |
| Open |
1.1673 |
1.1706 |
0.0033 |
0.3% |
1.1705 |
| High |
1.1756 |
1.1742 |
-0.0014 |
-0.1% |
1.1746 |
| Low |
1.1672 |
1.1663 |
-0.0010 |
-0.1% |
1.1526 |
| Close |
1.1709 |
1.1724 |
0.0015 |
0.1% |
1.1675 |
| Range |
0.0084 |
0.0080 |
-0.0004 |
-4.8% |
0.0220 |
| ATR |
0.0096 |
0.0095 |
-0.0001 |
-1.2% |
0.0000 |
| Volume |
250,314 |
278,736 |
28,422 |
11.4% |
1,995,084 |
|
| Daily Pivots for day following 05-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1948 |
1.1916 |
1.1768 |
|
| R3 |
1.1869 |
1.1836 |
1.1746 |
|
| R2 |
1.1789 |
1.1789 |
1.1739 |
|
| R1 |
1.1757 |
1.1757 |
1.1731 |
1.1773 |
| PP |
1.1710 |
1.1710 |
1.1710 |
1.1718 |
| S1 |
1.1677 |
1.1677 |
1.1717 |
1.1693 |
| S2 |
1.1630 |
1.1630 |
1.1709 |
|
| S3 |
1.1551 |
1.1598 |
1.1702 |
|
| S4 |
1.1471 |
1.1518 |
1.1680 |
|
|
| 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 |
1.1534 |
0.0222 |
1.9% |
0.0102 |
0.9% |
86% |
False |
False |
358,482 |
| 10 |
1.1852 |
1.1526 |
0.0326 |
2.8% |
0.0106 |
0.9% |
61% |
False |
False |
391,871 |
| 20 |
1.2025 |
1.1526 |
0.0499 |
4.3% |
0.0096 |
0.8% |
40% |
False |
False |
337,181 |
| 40 |
1.2469 |
1.1526 |
0.0943 |
8.0% |
0.0087 |
0.7% |
21% |
False |
False |
279,872 |
| 60 |
1.2554 |
1.1526 |
0.1028 |
8.8% |
0.0086 |
0.7% |
19% |
False |
False |
253,999 |
| 80 |
1.2659 |
1.1526 |
0.1133 |
9.7% |
0.0087 |
0.7% |
17% |
False |
False |
192,956 |
| 100 |
1.2659 |
1.1526 |
0.1133 |
9.7% |
0.0092 |
0.8% |
17% |
False |
False |
154,556 |
| 120 |
1.2659 |
1.1526 |
0.1133 |
9.7% |
0.0088 |
0.7% |
17% |
False |
False |
128,960 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2080 |
|
2.618 |
1.1950 |
|
1.618 |
1.1871 |
|
1.000 |
1.1822 |
|
0.618 |
1.1791 |
|
HIGH |
1.1742 |
|
0.618 |
1.1712 |
|
0.500 |
1.1702 |
|
0.382 |
1.1693 |
|
LOW |
1.1663 |
|
0.618 |
1.1613 |
|
1.000 |
1.1583 |
|
1.618 |
1.1534 |
|
2.618 |
1.1454 |
|
4.250 |
1.1325 |
|
|
| Fisher Pivots for day following 05-Jun-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.1717 |
1.1713 |
| PP |
1.1710 |
1.1703 |
| S1 |
1.1702 |
1.1692 |
|