CME Euro FX (E) Future September 2018
| Trading Metrics calculated at close of trading on 04-Jun-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jun-2018 |
04-Jun-2018 |
Change |
Change % |
Previous Week |
| Open |
1.1788 |
1.1758 |
-0.0030 |
-0.3% |
1.1788 |
| High |
1.1813 |
1.1838 |
0.0026 |
0.2% |
1.1829 |
| Low |
1.1714 |
1.1756 |
0.0042 |
0.4% |
1.1613 |
| Close |
1.1758 |
1.1792 |
0.0034 |
0.3% |
1.1758 |
| Range |
0.0099 |
0.0082 |
-0.0017 |
-16.8% |
0.0216 |
| ATR |
0.0093 |
0.0092 |
-0.0001 |
-0.8% |
0.0000 |
| Volume |
26,106 |
19,732 |
-6,374 |
-24.4% |
96,342 |
|
| Daily Pivots for day following 04-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2041 |
1.1998 |
1.1837 |
|
| R3 |
1.1959 |
1.1916 |
1.1814 |
|
| R2 |
1.1877 |
1.1877 |
1.1807 |
|
| R1 |
1.1834 |
1.1834 |
1.1799 |
1.1856 |
| PP |
1.1795 |
1.1795 |
1.1795 |
1.1806 |
| S1 |
1.1752 |
1.1752 |
1.1784 |
1.1774 |
| S2 |
1.1713 |
1.1713 |
1.1776 |
|
| S3 |
1.1631 |
1.1670 |
1.1769 |
|
| S4 |
1.1549 |
1.1588 |
1.1746 |
|
|
| Weekly Pivots for week ending 01-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2381 |
1.2286 |
1.1877 |
|
| R3 |
1.2165 |
1.2070 |
1.1817 |
|
| R2 |
1.1949 |
1.1949 |
1.1798 |
|
| R1 |
1.1854 |
1.1854 |
1.1778 |
1.1794 |
| PP |
1.1733 |
1.1733 |
1.1733 |
1.1703 |
| S1 |
1.1638 |
1.1638 |
1.1738 |
1.1578 |
| S2 |
1.1517 |
1.1517 |
1.1718 |
|
| S3 |
1.1301 |
1.1422 |
1.1699 |
|
| S4 |
1.1085 |
1.1206 |
1.1639 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1838 |
1.1613 |
0.0225 |
1.9% |
0.0127 |
1.1% |
79% |
True |
False |
23,214 |
| 10 |
1.1934 |
1.1613 |
0.0321 |
2.7% |
0.0104 |
0.9% |
56% |
False |
False |
15,030 |
| 20 |
1.2108 |
1.1613 |
0.0495 |
4.2% |
0.0092 |
0.8% |
36% |
False |
False |
8,453 |
| 40 |
1.2557 |
1.1613 |
0.0944 |
8.0% |
0.0082 |
0.7% |
19% |
False |
False |
4,604 |
| 60 |
1.2639 |
1.1613 |
0.1026 |
8.7% |
0.0080 |
0.7% |
17% |
False |
False |
3,145 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2187 |
|
2.618 |
1.2053 |
|
1.618 |
1.1971 |
|
1.000 |
1.1920 |
|
0.618 |
1.1889 |
|
HIGH |
1.1838 |
|
0.618 |
1.1807 |
|
0.500 |
1.1797 |
|
0.382 |
1.1787 |
|
LOW |
1.1756 |
|
0.618 |
1.1705 |
|
1.000 |
1.1674 |
|
1.618 |
1.1623 |
|
2.618 |
1.1541 |
|
4.250 |
1.1408 |
|
|
| Fisher Pivots for day following 04-Jun-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.1797 |
1.1786 |
| PP |
1.1795 |
1.1781 |
| S1 |
1.1793 |
1.1776 |
|