CME Euro FX (E) Future December 2018
| Trading Metrics calculated at close of trading on 04-Jun-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jun-2018 |
04-Jun-2018 |
Change |
Change % |
Previous Week |
| Open |
1.1880 |
1.1869 |
-0.0011 |
-0.1% |
1.1869 |
| High |
1.1899 |
1.1915 |
0.0016 |
0.1% |
1.1906 |
| Low |
1.1830 |
1.1861 |
0.0031 |
0.3% |
1.1700 |
| Close |
1.1847 |
1.1881 |
0.0034 |
0.3% |
1.1847 |
| Range |
0.0069 |
0.0054 |
-0.0016 |
-22.5% |
0.0206 |
| ATR |
0.0083 |
0.0082 |
-0.0001 |
-1.3% |
0.0000 |
| Volume |
192 |
96 |
-96 |
-50.0% |
2,809 |
|
| Daily Pivots for day following 04-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2046 |
1.2017 |
1.1910 |
|
| R3 |
1.1993 |
1.1964 |
1.1896 |
|
| R2 |
1.1939 |
1.1939 |
1.1891 |
|
| R1 |
1.1910 |
1.1910 |
1.1886 |
1.1925 |
| PP |
1.1886 |
1.1886 |
1.1886 |
1.1893 |
| S1 |
1.1857 |
1.1857 |
1.1876 |
1.1871 |
| S2 |
1.1832 |
1.1832 |
1.1871 |
|
| S3 |
1.1779 |
1.1803 |
1.1866 |
|
| S4 |
1.1725 |
1.1750 |
1.1852 |
|
|
| 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 |
1.1915 |
1.1700 |
0.0215 |
1.8% |
0.0110 |
0.9% |
84% |
True |
False |
581 |
| 10 |
1.2019 |
1.1700 |
0.0319 |
2.7% |
0.0088 |
0.7% |
57% |
False |
False |
490 |
| 20 |
1.2194 |
1.1700 |
0.0494 |
4.2% |
0.0081 |
0.7% |
37% |
False |
False |
366 |
| 40 |
1.2653 |
1.1700 |
0.0953 |
8.0% |
0.0069 |
0.6% |
19% |
False |
False |
236 |
| 60 |
1.2735 |
1.1700 |
0.1035 |
8.7% |
0.0069 |
0.6% |
17% |
False |
False |
187 |
| 80 |
1.2836 |
1.1700 |
0.1136 |
9.6% |
0.0071 |
0.6% |
16% |
False |
False |
165 |
| 100 |
1.2836 |
1.1700 |
0.1136 |
9.6% |
0.0073 |
0.6% |
16% |
False |
False |
149 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2142 |
|
2.618 |
1.2055 |
|
1.618 |
1.2001 |
|
1.000 |
1.1968 |
|
0.618 |
1.1948 |
|
HIGH |
1.1915 |
|
0.618 |
1.1894 |
|
0.500 |
1.1888 |
|
0.382 |
1.1881 |
|
LOW |
1.1861 |
|
0.618 |
1.1828 |
|
1.000 |
1.1808 |
|
1.618 |
1.1774 |
|
2.618 |
1.1721 |
|
4.250 |
1.1634 |
|
|
| Fisher Pivots for day following 04-Jun-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.1888 |
1.1877 |
| PP |
1.1886 |
1.1873 |
| S1 |
1.1883 |
1.1869 |
|