CME Euro FX (E) Future December 2018
| Trading Metrics calculated at close of trading on 01-Jun-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-May-2018 |
01-Jun-2018 |
Change |
Change % |
Previous Week |
| Open |
1.1848 |
1.1880 |
0.0033 |
0.3% |
1.1869 |
| High |
1.1906 |
1.1899 |
-0.0007 |
-0.1% |
1.1906 |
| Low |
1.1824 |
1.1830 |
0.0006 |
0.1% |
1.1700 |
| Close |
1.1872 |
1.1847 |
-0.0025 |
-0.2% |
1.1847 |
| Range |
0.0082 |
0.0069 |
-0.0013 |
-15.9% |
0.0206 |
| ATR |
0.0084 |
0.0083 |
-0.0001 |
-1.3% |
0.0000 |
| Volume |
245 |
192 |
-53 |
-21.6% |
2,809 |
|
| Daily Pivots for day following 01-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2066 |
1.2025 |
1.1885 |
|
| R3 |
1.1997 |
1.1956 |
1.1866 |
|
| R2 |
1.1928 |
1.1928 |
1.1860 |
|
| R1 |
1.1887 |
1.1887 |
1.1853 |
1.1873 |
| PP |
1.1859 |
1.1859 |
1.1859 |
1.1852 |
| S1 |
1.1818 |
1.1818 |
1.1841 |
1.1804 |
| S2 |
1.1790 |
1.1790 |
1.1834 |
|
| S3 |
1.1721 |
1.1749 |
1.1828 |
|
| S4 |
1.1652 |
1.1680 |
1.1809 |
|
|
| Weekly Pivots for week ending 01-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2436 |
1.2347 |
1.1960 |
|
| R3 |
1.2230 |
1.2141 |
1.1904 |
|
| R2 |
1.2024 |
1.2024 |
1.1885 |
|
| R1 |
1.1935 |
1.1935 |
1.1866 |
1.1877 |
| PP |
1.1818 |
1.1818 |
1.1818 |
1.1788 |
| S1 |
1.1729 |
1.1729 |
1.1828 |
1.1671 |
| S2 |
1.1612 |
1.1612 |
1.1809 |
|
| S3 |
1.1406 |
1.1523 |
1.1790 |
|
| S4 |
1.1200 |
1.1317 |
1.1734 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1917 |
1.1700 |
0.0217 |
1.8% |
0.0114 |
1.0% |
68% |
False |
False |
617 |
| 10 |
1.2019 |
1.1700 |
0.0319 |
2.7% |
0.0089 |
0.7% |
46% |
False |
False |
493 |
| 20 |
1.2208 |
1.1700 |
0.0508 |
4.3% |
0.0082 |
0.7% |
29% |
False |
False |
367 |
| 40 |
1.2653 |
1.1700 |
0.0953 |
8.0% |
0.0069 |
0.6% |
15% |
False |
False |
241 |
| 60 |
1.2735 |
1.1700 |
0.1035 |
8.7% |
0.0070 |
0.6% |
14% |
False |
False |
187 |
| 80 |
1.2836 |
1.1700 |
0.1136 |
9.6% |
0.0072 |
0.6% |
13% |
False |
False |
166 |
| 100 |
1.2836 |
1.1700 |
0.1136 |
9.6% |
0.0073 |
0.6% |
13% |
False |
False |
148 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2192 |
|
2.618 |
1.2080 |
|
1.618 |
1.2011 |
|
1.000 |
1.1968 |
|
0.618 |
1.1942 |
|
HIGH |
1.1899 |
|
0.618 |
1.1873 |
|
0.500 |
1.1865 |
|
0.382 |
1.1856 |
|
LOW |
1.1830 |
|
0.618 |
1.1787 |
|
1.000 |
1.1761 |
|
1.618 |
1.1718 |
|
2.618 |
1.1649 |
|
4.250 |
1.1537 |
|
|
| Fisher Pivots for day following 01-Jun-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.1865 |
1.1835 |
| PP |
1.1859 |
1.1824 |
| S1 |
1.1853 |
1.1812 |
|