CME Euro FX (E) Future June 2018
| Trading Metrics calculated at close of trading on 13-Jun-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jun-2018 |
13-Jun-2018 |
Change |
Change % |
Previous Week |
| Open |
1.1786 |
1.1750 |
-0.0037 |
-0.3% |
1.1673 |
| High |
1.1815 |
1.1806 |
-0.0009 |
-0.1% |
1.1848 |
| Low |
1.1738 |
1.1730 |
-0.0008 |
-0.1% |
1.1663 |
| Close |
1.1755 |
1.1778 |
0.0023 |
0.2% |
1.1777 |
| Range |
0.0077 |
0.0076 |
-0.0001 |
-1.3% |
0.0186 |
| ATR |
0.0088 |
0.0087 |
-0.0001 |
-1.0% |
0.0000 |
| Volume |
327,959 |
457,432 |
129,473 |
39.5% |
1,428,439 |
|
| Daily Pivots for day following 13-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1999 |
1.1964 |
1.1819 |
|
| R3 |
1.1923 |
1.1888 |
1.1798 |
|
| R2 |
1.1847 |
1.1847 |
1.1791 |
|
| R1 |
1.1812 |
1.1812 |
1.1784 |
1.1830 |
| PP |
1.1771 |
1.1771 |
1.1771 |
1.1780 |
| S1 |
1.1736 |
1.1736 |
1.1771 |
1.1754 |
| S2 |
1.1695 |
1.1695 |
1.1764 |
|
| S3 |
1.1619 |
1.1660 |
1.1757 |
|
| S4 |
1.1543 |
1.1584 |
1.1736 |
|
|
| Weekly Pivots for week ending 08-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2319 |
1.2233 |
1.1879 |
|
| R3 |
1.2133 |
1.2048 |
1.1828 |
|
| R2 |
1.1948 |
1.1948 |
1.1811 |
|
| R1 |
1.1862 |
1.1862 |
1.1794 |
1.1905 |
| PP |
1.1762 |
1.1762 |
1.1762 |
1.1784 |
| S1 |
1.1677 |
1.1677 |
1.1759 |
1.1720 |
| S2 |
1.1577 |
1.1577 |
1.1742 |
|
| S3 |
1.1391 |
1.1491 |
1.1725 |
|
| S4 |
1.1206 |
1.1306 |
1.1674 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1848 |
1.1730 |
0.0119 |
1.0% |
0.0071 |
0.6% |
41% |
False |
True |
316,842 |
| 10 |
1.1848 |
1.1628 |
0.0220 |
1.9% |
0.0078 |
0.7% |
68% |
False |
False |
320,049 |
| 20 |
1.1882 |
1.1526 |
0.0356 |
3.0% |
0.0090 |
0.8% |
71% |
False |
False |
350,939 |
| 40 |
1.2453 |
1.1526 |
0.0927 |
7.9% |
0.0088 |
0.7% |
27% |
False |
False |
299,528 |
| 60 |
1.2554 |
1.1526 |
0.1028 |
8.7% |
0.0085 |
0.7% |
24% |
False |
False |
265,814 |
| 80 |
1.2554 |
1.1526 |
0.1028 |
8.7% |
0.0085 |
0.7% |
24% |
False |
False |
216,776 |
| 100 |
1.2659 |
1.1526 |
0.1133 |
9.6% |
0.0090 |
0.8% |
22% |
False |
False |
173,634 |
| 120 |
1.2659 |
1.1526 |
0.1133 |
9.6% |
0.0088 |
0.7% |
22% |
False |
False |
144,768 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2129 |
|
2.618 |
1.2004 |
|
1.618 |
1.1928 |
|
1.000 |
1.1882 |
|
0.618 |
1.1852 |
|
HIGH |
1.1806 |
|
0.618 |
1.1776 |
|
0.500 |
1.1768 |
|
0.382 |
1.1759 |
|
LOW |
1.1730 |
|
0.618 |
1.1683 |
|
1.000 |
1.1654 |
|
1.618 |
1.1607 |
|
2.618 |
1.1531 |
|
4.250 |
1.1407 |
|
|
| Fisher Pivots for day following 13-Jun-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.1774 |
1.1778 |
| PP |
1.1771 |
1.1778 |
| S1 |
1.1768 |
1.1778 |
|