CME Euro FX (E) Future December 2018
| Trading Metrics calculated at close of trading on 11-Jun-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jun-2018 |
11-Jun-2018 |
Change |
Change % |
Previous Week |
| Open |
1.1965 |
1.1962 |
-0.0004 |
0.0% |
1.1869 |
| High |
1.1965 |
1.1991 |
0.0026 |
0.2% |
1.2014 |
| Low |
1.1908 |
1.1959 |
0.0051 |
0.4% |
1.1836 |
| Close |
1.1948 |
1.1965 |
0.0017 |
0.1% |
1.1948 |
| Range |
0.0058 |
0.0032 |
-0.0026 |
-44.3% |
0.0178 |
| ATR |
0.0080 |
0.0077 |
-0.0003 |
-3.3% |
0.0000 |
| Volume |
89 |
123 |
34 |
38.2% |
926 |
|
| Daily Pivots for day following 11-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2067 |
1.2048 |
1.1983 |
|
| R3 |
1.2035 |
1.2016 |
1.1974 |
|
| R2 |
1.2003 |
1.2003 |
1.1971 |
|
| R1 |
1.1984 |
1.1984 |
1.1968 |
1.1994 |
| PP |
1.1971 |
1.1971 |
1.1971 |
1.1976 |
| S1 |
1.1952 |
1.1952 |
1.1962 |
1.1962 |
| S2 |
1.1939 |
1.1939 |
1.1959 |
|
| S3 |
1.1907 |
1.1920 |
1.1956 |
|
| S4 |
1.1875 |
1.1888 |
1.1947 |
|
|
| Weekly Pivots for week ending 08-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2466 |
1.2385 |
1.2046 |
|
| R3 |
1.2288 |
1.2207 |
1.1997 |
|
| R2 |
1.2110 |
1.2110 |
1.1981 |
|
| R1 |
1.2029 |
1.2029 |
1.1964 |
1.2070 |
| PP |
1.1932 |
1.1932 |
1.1932 |
1.1953 |
| S1 |
1.1851 |
1.1851 |
1.1932 |
1.1892 |
| S2 |
1.1754 |
1.1754 |
1.1915 |
|
| S3 |
1.1576 |
1.1673 |
1.1899 |
|
| S4 |
1.1398 |
1.1495 |
1.1850 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2014 |
1.1836 |
0.0178 |
1.5% |
0.0053 |
0.4% |
73% |
False |
False |
190 |
| 10 |
1.2014 |
1.1700 |
0.0314 |
2.6% |
0.0081 |
0.7% |
85% |
False |
False |
385 |
| 20 |
1.2194 |
1.1700 |
0.0494 |
4.1% |
0.0076 |
0.6% |
54% |
False |
False |
385 |
| 40 |
1.2653 |
1.1700 |
0.0953 |
8.0% |
0.0070 |
0.6% |
28% |
False |
False |
251 |
| 60 |
1.2735 |
1.1700 |
0.1035 |
8.7% |
0.0068 |
0.6% |
26% |
False |
False |
195 |
| 80 |
1.2836 |
1.1700 |
0.1136 |
9.5% |
0.0069 |
0.6% |
23% |
False |
False |
165 |
| 100 |
1.2836 |
1.1700 |
0.1136 |
9.5% |
0.0071 |
0.6% |
23% |
False |
False |
156 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2127 |
|
2.618 |
1.2074 |
|
1.618 |
1.2042 |
|
1.000 |
1.2023 |
|
0.618 |
1.2010 |
|
HIGH |
1.1991 |
|
0.618 |
1.1978 |
|
0.500 |
1.1975 |
|
0.382 |
1.1971 |
|
LOW |
1.1959 |
|
0.618 |
1.1939 |
|
1.000 |
1.1927 |
|
1.618 |
1.1907 |
|
2.618 |
1.1875 |
|
4.250 |
1.1823 |
|
|
| Fisher Pivots for day following 11-Jun-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.1975 |
1.1964 |
| PP |
1.1971 |
1.1962 |
| S1 |
1.1968 |
1.1961 |
|