CME Euro FX (E) Future June 2018
| Trading Metrics calculated at close of trading on 14-Jun-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jun-2018 |
14-Jun-2018 |
Change |
Change % |
Previous Week |
| Open |
1.1750 |
1.1796 |
0.0047 |
0.4% |
1.1673 |
| High |
1.1806 |
1.1858 |
0.0053 |
0.4% |
1.1848 |
| Low |
1.1730 |
1.1564 |
-0.0166 |
-1.4% |
1.1663 |
| Close |
1.1778 |
1.1594 |
-0.0184 |
-1.6% |
1.1777 |
| Range |
0.0076 |
0.0294 |
0.0218 |
286.8% |
0.0186 |
| ATR |
0.0087 |
0.0102 |
0.0015 |
17.0% |
0.0000 |
| Volume |
457,432 |
570,616 |
113,184 |
24.7% |
1,428,439 |
|
| Daily Pivots for day following 14-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2554 |
1.2368 |
1.1755 |
|
| R3 |
1.2260 |
1.2074 |
1.1674 |
|
| R2 |
1.1966 |
1.1966 |
1.1647 |
|
| R1 |
1.1780 |
1.1780 |
1.1620 |
1.1726 |
| PP |
1.1672 |
1.1672 |
1.1672 |
1.1645 |
| S1 |
1.1486 |
1.1486 |
1.1567 |
1.1432 |
| S2 |
1.1378 |
1.1378 |
1.1540 |
|
| S3 |
1.1084 |
1.1192 |
1.1513 |
|
| S4 |
1.0790 |
1.0898 |
1.1432 |
|
|
| 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 |
1.1858 |
1.1564 |
0.0294 |
2.5% |
0.0116 |
1.0% |
10% |
True |
True |
370,992 |
| 10 |
1.1858 |
1.1564 |
0.0294 |
2.5% |
0.0099 |
0.9% |
10% |
True |
True |
335,952 |
| 20 |
1.1862 |
1.1526 |
0.0336 |
2.9% |
0.0100 |
0.9% |
20% |
False |
False |
360,386 |
| 40 |
1.2453 |
1.1526 |
0.0927 |
8.0% |
0.0094 |
0.8% |
7% |
False |
False |
308,942 |
| 60 |
1.2554 |
1.1526 |
0.1028 |
8.9% |
0.0088 |
0.8% |
7% |
False |
False |
272,089 |
| 80 |
1.2554 |
1.1526 |
0.1028 |
8.9% |
0.0088 |
0.8% |
7% |
False |
False |
223,890 |
| 100 |
1.2659 |
1.1526 |
0.1133 |
9.8% |
0.0092 |
0.8% |
6% |
False |
False |
179,338 |
| 120 |
1.2659 |
1.1526 |
0.1133 |
9.8% |
0.0090 |
0.8% |
6% |
False |
False |
149,519 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3108 |
|
2.618 |
1.2628 |
|
1.618 |
1.2334 |
|
1.000 |
1.2152 |
|
0.618 |
1.2040 |
|
HIGH |
1.1858 |
|
0.618 |
1.1746 |
|
0.500 |
1.1711 |
|
0.382 |
1.1676 |
|
LOW |
1.1564 |
|
0.618 |
1.1382 |
|
1.000 |
1.1270 |
|
1.618 |
1.1088 |
|
2.618 |
1.0794 |
|
4.250 |
1.0315 |
|
|
| Fisher Pivots for day following 14-Jun-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.1711 |
1.1711 |
| PP |
1.1672 |
1.1672 |
| S1 |
1.1633 |
1.1633 |
|