CME Euro FX (E) Future December 2018
| Trading Metrics calculated at close of trading on 05-Jun-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jun-2018 |
05-Jun-2018 |
Change |
Change % |
Previous Week |
| Open |
1.1869 |
1.1866 |
-0.0004 |
0.0% |
1.1869 |
| High |
1.1915 |
1.1907 |
-0.0008 |
-0.1% |
1.1906 |
| Low |
1.1861 |
1.1836 |
-0.0026 |
-0.2% |
1.1700 |
| Close |
1.1881 |
1.1895 |
0.0014 |
0.1% |
1.1847 |
| Range |
0.0054 |
0.0072 |
0.0018 |
33.6% |
0.0206 |
| ATR |
0.0082 |
0.0081 |
-0.0001 |
-0.9% |
0.0000 |
| Volume |
96 |
379 |
283 |
294.8% |
2,809 |
|
| Daily Pivots for day following 05-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2094 |
1.2066 |
1.1934 |
|
| R3 |
1.2022 |
1.1994 |
1.1914 |
|
| R2 |
1.1951 |
1.1951 |
1.1908 |
|
| R1 |
1.1923 |
1.1923 |
1.1901 |
1.1937 |
| PP |
1.1879 |
1.1879 |
1.1879 |
1.1886 |
| S1 |
1.1851 |
1.1851 |
1.1888 |
1.1865 |
| S2 |
1.1808 |
1.1808 |
1.1881 |
|
| S3 |
1.1736 |
1.1780 |
1.1875 |
|
| S4 |
1.1665 |
1.1708 |
1.1855 |
|
|
| 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 |
1.1718 |
0.0197 |
1.7% |
0.0084 |
0.7% |
90% |
False |
False |
406 |
| 10 |
1.2019 |
1.1700 |
0.0319 |
2.7% |
0.0089 |
0.7% |
61% |
False |
False |
514 |
| 20 |
1.2194 |
1.1700 |
0.0494 |
4.1% |
0.0080 |
0.7% |
39% |
False |
False |
379 |
| 40 |
1.2653 |
1.1700 |
0.0953 |
8.0% |
0.0069 |
0.6% |
20% |
False |
False |
242 |
| 60 |
1.2735 |
1.1700 |
0.1035 |
8.7% |
0.0069 |
0.6% |
19% |
False |
False |
193 |
| 80 |
1.2836 |
1.1700 |
0.1136 |
9.5% |
0.0070 |
0.6% |
17% |
False |
False |
161 |
| 100 |
1.2836 |
1.1700 |
0.1136 |
9.5% |
0.0073 |
0.6% |
17% |
False |
False |
152 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2211 |
|
2.618 |
1.2094 |
|
1.618 |
1.2023 |
|
1.000 |
1.1979 |
|
0.618 |
1.1951 |
|
HIGH |
1.1907 |
|
0.618 |
1.1880 |
|
0.500 |
1.1871 |
|
0.382 |
1.1863 |
|
LOW |
1.1836 |
|
0.618 |
1.1791 |
|
1.000 |
1.1764 |
|
1.618 |
1.1720 |
|
2.618 |
1.1648 |
|
4.250 |
1.1532 |
|
|
| Fisher Pivots for day following 05-Jun-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.1887 |
1.1887 |
| PP |
1.1879 |
1.1880 |
| S1 |
1.1871 |
1.1872 |
|