CME Euro FX (E) Future June 2018
| 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 |
1.1726 |
1.1785 |
0.0059 |
0.5% |
1.1705 |
| High |
1.1805 |
1.1848 |
0.0043 |
0.4% |
1.1746 |
| Low |
1.1723 |
1.1782 |
0.0059 |
0.5% |
1.1526 |
| Close |
1.1778 |
1.1815 |
0.0037 |
0.3% |
1.1675 |
| Range |
0.0082 |
0.0067 |
-0.0016 |
-18.9% |
0.0220 |
| ATR |
0.0094 |
0.0092 |
-0.0002 |
-1.8% |
0.0000 |
| Volume |
328,571 |
299,866 |
-28,705 |
-8.7% |
1,995,084 |
|
| Daily Pivots for day following 07-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2014 |
1.1981 |
1.1851 |
|
| R3 |
1.1948 |
1.1914 |
1.1833 |
|
| R2 |
1.1881 |
1.1881 |
1.1827 |
|
| R1 |
1.1848 |
1.1848 |
1.1821 |
1.1865 |
| PP |
1.1815 |
1.1815 |
1.1815 |
1.1823 |
| S1 |
1.1781 |
1.1781 |
1.1808 |
1.1798 |
| S2 |
1.1748 |
1.1748 |
1.1802 |
|
| S3 |
1.1682 |
1.1715 |
1.1796 |
|
| S4 |
1.1615 |
1.1648 |
1.1778 |
|
|
| 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 |
1.1848 |
1.1628 |
0.0220 |
1.9% |
0.0083 |
0.7% |
85% |
True |
False |
300,912 |
| 10 |
1.1848 |
1.1526 |
0.0322 |
2.7% |
0.0102 |
0.9% |
90% |
True |
False |
382,468 |
| 20 |
1.2025 |
1.1526 |
0.0499 |
4.2% |
0.0094 |
0.8% |
58% |
False |
False |
341,156 |
| 40 |
1.2469 |
1.1526 |
0.0943 |
8.0% |
0.0087 |
0.7% |
31% |
False |
False |
285,173 |
| 60 |
1.2554 |
1.1526 |
0.1028 |
8.7% |
0.0086 |
0.7% |
28% |
False |
False |
261,064 |
| 80 |
1.2659 |
1.1526 |
0.1133 |
9.6% |
0.0088 |
0.7% |
25% |
False |
False |
200,783 |
| 100 |
1.2659 |
1.1526 |
0.1133 |
9.6% |
0.0091 |
0.8% |
25% |
False |
False |
160,828 |
| 120 |
1.2659 |
1.1526 |
0.1133 |
9.6% |
0.0088 |
0.7% |
25% |
False |
False |
134,150 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2131 |
|
2.618 |
1.2022 |
|
1.618 |
1.1956 |
|
1.000 |
1.1915 |
|
0.618 |
1.1889 |
|
HIGH |
1.1848 |
|
0.618 |
1.1823 |
|
0.500 |
1.1815 |
|
0.382 |
1.1807 |
|
LOW |
1.1782 |
|
0.618 |
1.1740 |
|
1.000 |
1.1715 |
|
1.618 |
1.1674 |
|
2.618 |
1.1607 |
|
4.250 |
1.1499 |
|
|
| Fisher Pivots for day following 07-Jun-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.1815 |
1.1795 |
| PP |
1.1815 |
1.1775 |
| S1 |
1.1815 |
1.1755 |
|