CME Euro FX (E) Future September 2018
| Trading Metrics calculated at close of trading on 07-Jun-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jun-2018 |
07-Jun-2018 |
Change |
Change % |
Previous Week |
| Open |
1.1810 |
1.1866 |
0.0056 |
0.5% |
1.1788 |
| High |
1.1888 |
1.1932 |
0.0044 |
0.4% |
1.1829 |
| Low |
1.1806 |
1.1866 |
0.0060 |
0.5% |
1.1613 |
| Close |
1.1861 |
1.1898 |
0.0038 |
0.3% |
1.1758 |
| Range |
0.0082 |
0.0066 |
-0.0016 |
-19.6% |
0.0216 |
| ATR |
0.0091 |
0.0089 |
-0.0001 |
-1.5% |
0.0000 |
| Volume |
36,441 |
32,536 |
-3,905 |
-10.7% |
96,342 |
|
| Daily Pivots for day following 07-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2095 |
1.2062 |
1.1934 |
|
| R3 |
1.2030 |
1.1997 |
1.1916 |
|
| R2 |
1.1964 |
1.1964 |
1.1910 |
|
| R1 |
1.1931 |
1.1931 |
1.1904 |
1.1948 |
| PP |
1.1899 |
1.1899 |
1.1899 |
1.1907 |
| S1 |
1.1866 |
1.1866 |
1.1892 |
1.1882 |
| S2 |
1.1833 |
1.1833 |
1.1886 |
|
| S3 |
1.1768 |
1.1800 |
1.1880 |
|
| S4 |
1.1702 |
1.1735 |
1.1862 |
|
|
| 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 |
1.1932 |
1.1714 |
0.0218 |
1.8% |
0.0081 |
0.7% |
85% |
True |
False |
25,038 |
| 10 |
1.1932 |
1.1613 |
0.0319 |
2.7% |
0.0101 |
0.8% |
89% |
True |
False |
21,625 |
| 20 |
1.2108 |
1.1613 |
0.0495 |
4.2% |
0.0091 |
0.8% |
58% |
False |
False |
12,313 |
| 40 |
1.2557 |
1.1613 |
0.0944 |
7.9% |
0.0083 |
0.7% |
30% |
False |
False |
6,566 |
| 60 |
1.2639 |
1.1613 |
0.1026 |
8.6% |
0.0081 |
0.7% |
28% |
False |
False |
4,458 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2210 |
|
2.618 |
1.2103 |
|
1.618 |
1.2037 |
|
1.000 |
1.1997 |
|
0.618 |
1.1972 |
|
HIGH |
1.1932 |
|
0.618 |
1.1906 |
|
0.500 |
1.1899 |
|
0.382 |
1.1891 |
|
LOW |
1.1866 |
|
0.618 |
1.1826 |
|
1.000 |
1.1801 |
|
1.618 |
1.1760 |
|
2.618 |
1.1695 |
|
4.250 |
1.1588 |
|
|
| Fisher Pivots for day following 07-Jun-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.1899 |
1.1878 |
| PP |
1.1899 |
1.1858 |
| S1 |
1.1898 |
1.1838 |
|