CME Euro FX (E) Future September 2018
| Trading Metrics calculated at close of trading on 05-Jun-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jun-2018 |
05-Jun-2018 |
Change |
Change % |
Previous Week |
| Open |
1.1758 |
1.1790 |
0.0032 |
0.3% |
1.1788 |
| High |
1.1838 |
1.1824 |
-0.0015 |
-0.1% |
1.1829 |
| Low |
1.1756 |
1.1745 |
-0.0011 |
-0.1% |
1.1613 |
| Close |
1.1792 |
1.1806 |
0.0015 |
0.1% |
1.1758 |
| Range |
0.0082 |
0.0079 |
-0.0004 |
-4.3% |
0.0216 |
| ATR |
0.0092 |
0.0091 |
-0.0001 |
-1.1% |
0.0000 |
| Volume |
19,732 |
10,376 |
-9,356 |
-47.4% |
96,342 |
|
| Daily Pivots for day following 05-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2027 |
1.1995 |
1.1849 |
|
| R3 |
1.1949 |
1.1917 |
1.1828 |
|
| R2 |
1.1870 |
1.1870 |
1.1820 |
|
| R1 |
1.1838 |
1.1838 |
1.1813 |
1.1854 |
| PP |
1.1792 |
1.1792 |
1.1792 |
1.1800 |
| S1 |
1.1760 |
1.1760 |
1.1799 |
1.1776 |
| S2 |
1.1713 |
1.1713 |
1.1792 |
|
| S3 |
1.1635 |
1.1681 |
1.1784 |
|
| S4 |
1.1556 |
1.1603 |
1.1763 |
|
|
| 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 |
1.1618 |
0.0220 |
1.9% |
0.0099 |
0.8% |
85% |
False |
False |
19,736 |
| 10 |
1.1934 |
1.1613 |
0.0321 |
2.7% |
0.0104 |
0.9% |
60% |
False |
False |
15,816 |
| 20 |
1.2108 |
1.1613 |
0.0495 |
4.2% |
0.0092 |
0.8% |
39% |
False |
False |
8,935 |
| 40 |
1.2557 |
1.1613 |
0.0944 |
8.0% |
0.0082 |
0.7% |
20% |
False |
False |
4,858 |
| 60 |
1.2639 |
1.1613 |
0.1026 |
8.7% |
0.0080 |
0.7% |
19% |
False |
False |
3,317 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2157 |
|
2.618 |
1.2029 |
|
1.618 |
1.1951 |
|
1.000 |
1.1902 |
|
0.618 |
1.1872 |
|
HIGH |
1.1824 |
|
0.618 |
1.1794 |
|
0.500 |
1.1784 |
|
0.382 |
1.1775 |
|
LOW |
1.1745 |
|
0.618 |
1.1696 |
|
1.000 |
1.1667 |
|
1.618 |
1.1618 |
|
2.618 |
1.1539 |
|
4.250 |
1.1411 |
|
|
| Fisher Pivots for day following 05-Jun-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.1799 |
1.1796 |
| PP |
1.1792 |
1.1786 |
| S1 |
1.1784 |
1.1776 |
|