CME Euro FX (E) Future June 2018
| Trading Metrics calculated at close of trading on 15-Jun-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jun-2018 |
15-Jun-2018 |
Change |
Change % |
Previous Week |
| Open |
1.1796 |
1.1575 |
-0.0222 |
-1.9% |
1.1779 |
| High |
1.1858 |
1.1628 |
-0.0231 |
-1.9% |
1.1858 |
| Low |
1.1564 |
1.1545 |
-0.0020 |
-0.2% |
1.1545 |
| Close |
1.1594 |
1.1608 |
0.0014 |
0.1% |
1.1608 |
| Range |
0.0294 |
0.0083 |
-0.0211 |
-71.8% |
0.0314 |
| ATR |
0.0102 |
0.0101 |
-0.0001 |
-1.3% |
0.0000 |
| Volume |
570,616 |
85,077 |
-485,539 |
-85.1% |
1,669,088 |
|
| Daily Pivots for day following 15-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1842 |
1.1808 |
1.1653 |
|
| R3 |
1.1759 |
1.1725 |
1.1630 |
|
| R2 |
1.1676 |
1.1676 |
1.1623 |
|
| R1 |
1.1642 |
1.1642 |
1.1615 |
1.1659 |
| PP |
1.1593 |
1.1593 |
1.1593 |
1.1602 |
| S1 |
1.1559 |
1.1559 |
1.1600 |
1.1576 |
| S2 |
1.1510 |
1.1510 |
1.1592 |
|
| S3 |
1.1427 |
1.1476 |
1.1585 |
|
| S4 |
1.1344 |
1.1393 |
1.1562 |
|
|
| Weekly Pivots for week ending 15-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2611 |
1.2423 |
1.1780 |
|
| R3 |
1.2297 |
1.2109 |
1.1694 |
|
| R2 |
1.1984 |
1.1984 |
1.1665 |
|
| R1 |
1.1796 |
1.1796 |
1.1636 |
1.1733 |
| PP |
1.1670 |
1.1670 |
1.1670 |
1.1639 |
| S1 |
1.1482 |
1.1482 |
1.1579 |
1.1419 |
| S2 |
1.1357 |
1.1357 |
1.1550 |
|
| S3 |
1.1043 |
1.1169 |
1.1521 |
|
| S4 |
1.0730 |
1.0855 |
1.1435 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1858 |
1.1545 |
0.0314 |
2.7% |
0.0116 |
1.0% |
20% |
False |
True |
333,817 |
| 10 |
1.1858 |
1.1545 |
0.0314 |
2.7% |
0.0098 |
0.8% |
20% |
False |
True |
309,752 |
| 20 |
1.1858 |
1.1526 |
0.0332 |
2.9% |
0.0101 |
0.9% |
25% |
False |
False |
350,465 |
| 40 |
1.2404 |
1.1526 |
0.0878 |
7.6% |
0.0094 |
0.8% |
9% |
False |
False |
305,709 |
| 60 |
1.2554 |
1.1526 |
0.1028 |
8.9% |
0.0088 |
0.8% |
8% |
False |
False |
269,160 |
| 80 |
1.2554 |
1.1526 |
0.1028 |
8.9% |
0.0088 |
0.8% |
8% |
False |
False |
224,935 |
| 100 |
1.2659 |
1.1526 |
0.1133 |
9.8% |
0.0092 |
0.8% |
7% |
False |
False |
180,182 |
| 120 |
1.2659 |
1.1526 |
0.1133 |
9.8% |
0.0090 |
0.8% |
7% |
False |
False |
150,228 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1980 |
|
2.618 |
1.1845 |
|
1.618 |
1.1762 |
|
1.000 |
1.1711 |
|
0.618 |
1.1679 |
|
HIGH |
1.1628 |
|
0.618 |
1.1596 |
|
0.500 |
1.1586 |
|
0.382 |
1.1576 |
|
LOW |
1.1545 |
|
0.618 |
1.1493 |
|
1.000 |
1.1462 |
|
1.618 |
1.1410 |
|
2.618 |
1.1327 |
|
4.250 |
1.1192 |
|
|
| Fisher Pivots for day following 15-Jun-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.1600 |
1.1701 |
| PP |
1.1593 |
1.1670 |
| S1 |
1.1586 |
1.1639 |
|