CME Euro FX (E) Future September 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 |
1.1876 |
1.1653 |
-0.0224 |
-1.9% |
1.1863 |
| High |
1.1940 |
1.1707 |
-0.0233 |
-1.9% |
1.1940 |
| Low |
1.1643 |
1.1622 |
-0.0021 |
-0.2% |
1.1622 |
| Close |
1.1673 |
1.1686 |
0.0014 |
0.1% |
1.1686 |
| Range |
0.0297 |
0.0085 |
-0.0212 |
-71.4% |
0.0318 |
| ATR |
0.0100 |
0.0099 |
-0.0001 |
-1.1% |
0.0000 |
| Volume |
323,920 |
321,630 |
-2,290 |
-0.7% |
1,085,626 |
|
| Daily Pivots for day following 15-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1927 |
1.1891 |
1.1733 |
|
| R3 |
1.1842 |
1.1806 |
1.1709 |
|
| R2 |
1.1757 |
1.1757 |
1.1702 |
|
| R1 |
1.1721 |
1.1721 |
1.1694 |
1.1739 |
| PP |
1.1672 |
1.1672 |
1.1672 |
1.1681 |
| S1 |
1.1636 |
1.1636 |
1.1678 |
1.1654 |
| S2 |
1.1587 |
1.1587 |
1.1670 |
|
| S3 |
1.1502 |
1.1551 |
1.1663 |
|
| S4 |
1.1417 |
1.1466 |
1.1639 |
|
|
| Weekly Pivots for week ending 15-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2702 |
1.2511 |
1.1861 |
|
| R3 |
1.2384 |
1.2194 |
1.1773 |
|
| R2 |
1.2067 |
1.2067 |
1.1744 |
|
| R1 |
1.1876 |
1.1876 |
1.1715 |
1.1813 |
| PP |
1.1749 |
1.1749 |
1.1749 |
1.1717 |
| S1 |
1.1559 |
1.1559 |
1.1657 |
1.1495 |
| S2 |
1.1432 |
1.1432 |
1.1628 |
|
| S3 |
1.1114 |
1.1241 |
1.1599 |
|
| S4 |
1.0797 |
1.0924 |
1.1511 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1940 |
1.1622 |
0.0318 |
2.7% |
0.0117 |
1.0% |
20% |
False |
True |
217,125 |
| 10 |
1.1940 |
1.1622 |
0.0318 |
2.7% |
0.0098 |
0.8% |
20% |
False |
True |
120,715 |
| 20 |
1.1940 |
1.1613 |
0.0327 |
2.8% |
0.0100 |
0.9% |
22% |
False |
False |
66,955 |
| 40 |
1.2490 |
1.1613 |
0.0877 |
7.5% |
0.0091 |
0.8% |
8% |
False |
False |
34,227 |
| 60 |
1.2639 |
1.1613 |
0.1026 |
8.8% |
0.0083 |
0.7% |
7% |
False |
False |
22,910 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2068 |
|
2.618 |
1.1930 |
|
1.618 |
1.1845 |
|
1.000 |
1.1792 |
|
0.618 |
1.1760 |
|
HIGH |
1.1707 |
|
0.618 |
1.1675 |
|
0.500 |
1.1665 |
|
0.382 |
1.1654 |
|
LOW |
1.1622 |
|
0.618 |
1.1569 |
|
1.000 |
1.1537 |
|
1.618 |
1.1484 |
|
2.618 |
1.1399 |
|
4.250 |
1.1261 |
|
|
| Fisher Pivots for day following 15-Jun-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.1679 |
1.1781 |
| PP |
1.1672 |
1.1749 |
| S1 |
1.1665 |
1.1718 |
|