CME Euro FX (E) Future September 2018
| Trading Metrics calculated at close of trading on 06-Jun-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jun-2018 |
06-Jun-2018 |
Change |
Change % |
Previous Week |
| Open |
1.1790 |
1.1810 |
0.0020 |
0.2% |
1.1788 |
| High |
1.1824 |
1.1888 |
0.0064 |
0.5% |
1.1829 |
| Low |
1.1745 |
1.1806 |
0.0061 |
0.5% |
1.1613 |
| Close |
1.1806 |
1.1861 |
0.0055 |
0.5% |
1.1758 |
| Range |
0.0079 |
0.0082 |
0.0003 |
3.8% |
0.0216 |
| ATR |
0.0091 |
0.0091 |
-0.0001 |
-0.8% |
0.0000 |
| Volume |
10,376 |
36,441 |
26,065 |
251.2% |
96,342 |
|
| Daily Pivots for day following 06-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2096 |
1.2060 |
1.1905 |
|
| R3 |
1.2014 |
1.1978 |
1.1883 |
|
| R2 |
1.1933 |
1.1933 |
1.1875 |
|
| R1 |
1.1897 |
1.1897 |
1.1868 |
1.1915 |
| PP |
1.1851 |
1.1851 |
1.1851 |
1.1860 |
| S1 |
1.1815 |
1.1815 |
1.1853 |
1.1833 |
| S2 |
1.1770 |
1.1770 |
1.1846 |
|
| S3 |
1.1688 |
1.1734 |
1.1838 |
|
| S4 |
1.1607 |
1.1652 |
1.1816 |
|
|
| 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 |
1.1888 |
1.1714 |
0.0174 |
1.5% |
0.0084 |
0.7% |
84% |
True |
False |
20,751 |
| 10 |
1.1893 |
1.1613 |
0.0280 |
2.4% |
0.0105 |
0.9% |
89% |
False |
False |
19,170 |
| 20 |
1.2108 |
1.1613 |
0.0495 |
4.2% |
0.0091 |
0.8% |
50% |
False |
False |
10,721 |
| 40 |
1.2557 |
1.1613 |
0.0944 |
8.0% |
0.0083 |
0.7% |
26% |
False |
False |
5,758 |
| 60 |
1.2639 |
1.1613 |
0.1026 |
8.7% |
0.0081 |
0.7% |
24% |
False |
False |
3,921 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2234 |
|
2.618 |
1.2101 |
|
1.618 |
1.2019 |
|
1.000 |
1.1969 |
|
0.618 |
1.1938 |
|
HIGH |
1.1888 |
|
0.618 |
1.1856 |
|
0.500 |
1.1847 |
|
0.382 |
1.1837 |
|
LOW |
1.1806 |
|
0.618 |
1.1756 |
|
1.000 |
1.1725 |
|
1.618 |
1.1674 |
|
2.618 |
1.1593 |
|
4.250 |
1.1460 |
|
|
| Fisher Pivots for day following 06-Jun-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.1856 |
1.1846 |
| PP |
1.1851 |
1.1831 |
| S1 |
1.1847 |
1.1816 |
|