CME Euro FX (E) Future September 2018
| Trading Metrics calculated at close of trading on 22-Jun-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jun-2018 |
22-Jun-2018 |
Change |
Change % |
Previous Week |
| Open |
1.1649 |
1.1680 |
0.0032 |
0.3% |
1.1676 |
| High |
1.1709 |
1.1750 |
0.0041 |
0.4% |
1.1750 |
| Low |
1.1582 |
1.1675 |
0.0093 |
0.8% |
1.1582 |
| Close |
1.1698 |
1.1738 |
0.0040 |
0.3% |
1.1738 |
| Range |
0.0127 |
0.0075 |
-0.0052 |
-40.7% |
0.0168 |
| ATR |
0.0097 |
0.0096 |
-0.0002 |
-1.6% |
0.0000 |
| Volume |
333,933 |
241,796 |
-92,137 |
-27.6% |
1,286,948 |
|
| Daily Pivots for day following 22-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1946 |
1.1917 |
1.1779 |
|
| R3 |
1.1871 |
1.1842 |
1.1758 |
|
| R2 |
1.1796 |
1.1796 |
1.1751 |
|
| R1 |
1.1767 |
1.1767 |
1.1744 |
1.1781 |
| PP |
1.1721 |
1.1721 |
1.1721 |
1.1728 |
| S1 |
1.1692 |
1.1692 |
1.1731 |
1.1706 |
| S2 |
1.1646 |
1.1646 |
1.1724 |
|
| S3 |
1.1571 |
1.1617 |
1.1717 |
|
| S4 |
1.1496 |
1.1542 |
1.1696 |
|
|
| Weekly Pivots for week ending 22-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2192 |
1.2132 |
1.1830 |
|
| R3 |
1.2025 |
1.1965 |
1.1784 |
|
| R2 |
1.1857 |
1.1857 |
1.1768 |
|
| R1 |
1.1797 |
1.1797 |
1.1753 |
1.1827 |
| PP |
1.1690 |
1.1690 |
1.1690 |
1.1705 |
| S1 |
1.1630 |
1.1630 |
1.1722 |
1.1660 |
| S2 |
1.1522 |
1.1522 |
1.1707 |
|
| S3 |
1.1355 |
1.1462 |
1.1691 |
|
| S4 |
1.1187 |
1.1295 |
1.1645 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1750 |
1.1582 |
0.0168 |
1.4% |
0.0088 |
0.7% |
93% |
True |
False |
257,389 |
| 10 |
1.1940 |
1.1582 |
0.0358 |
3.0% |
0.0102 |
0.9% |
43% |
False |
False |
237,257 |
| 20 |
1.1940 |
1.1582 |
0.0358 |
3.0% |
0.0103 |
0.9% |
43% |
False |
False |
130,134 |
| 40 |
1.2268 |
1.1582 |
0.0686 |
5.8% |
0.0091 |
0.8% |
23% |
False |
False |
66,260 |
| 60 |
1.2557 |
1.1582 |
0.0975 |
8.3% |
0.0083 |
0.7% |
16% |
False |
False |
44,338 |
| 80 |
1.2639 |
1.1582 |
0.1057 |
9.0% |
0.0083 |
0.7% |
15% |
False |
False |
33,298 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2068 |
|
2.618 |
1.1946 |
|
1.618 |
1.1871 |
|
1.000 |
1.1825 |
|
0.618 |
1.1796 |
|
HIGH |
1.1750 |
|
0.618 |
1.1721 |
|
0.500 |
1.1712 |
|
0.382 |
1.1703 |
|
LOW |
1.1675 |
|
0.618 |
1.1628 |
|
1.000 |
1.1600 |
|
1.618 |
1.1553 |
|
2.618 |
1.1478 |
|
4.250 |
1.1356 |
|
|
| Fisher Pivots for day following 22-Jun-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.1729 |
1.1714 |
| PP |
1.1721 |
1.1690 |
| S1 |
1.1712 |
1.1666 |
|