CME Euro FX (E) Future December 2018
| Trading Metrics calculated at close of trading on 13-Jun-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jun-2018 |
13-Jun-2018 |
Change |
Change % |
Previous Week |
| Open |
1.1951 |
1.1922 |
-0.0029 |
-0.2% |
1.1869 |
| High |
1.1976 |
1.1960 |
-0.0016 |
-0.1% |
1.2014 |
| Low |
1.1910 |
1.1905 |
-0.0006 |
0.0% |
1.1836 |
| Close |
1.1925 |
1.1947 |
0.0022 |
0.2% |
1.1948 |
| Range |
0.0066 |
0.0055 |
-0.0011 |
-16.0% |
0.0178 |
| ATR |
0.0076 |
0.0075 |
-0.0002 |
-2.0% |
0.0000 |
| Volume |
324 |
510 |
186 |
57.4% |
926 |
|
| Daily Pivots for day following 13-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2102 |
1.2079 |
1.1977 |
|
| R3 |
1.2047 |
1.2024 |
1.1962 |
|
| R2 |
1.1992 |
1.1992 |
1.1957 |
|
| R1 |
1.1969 |
1.1969 |
1.1952 |
1.1981 |
| PP |
1.1937 |
1.1937 |
1.1937 |
1.1943 |
| S1 |
1.1914 |
1.1914 |
1.1941 |
1.1926 |
| S2 |
1.1882 |
1.1882 |
1.1936 |
|
| S3 |
1.1827 |
1.1859 |
1.1931 |
|
| S4 |
1.1772 |
1.1804 |
1.1916 |
|
|
| 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 |
1.1905 |
0.0109 |
0.9% |
0.0052 |
0.4% |
39% |
False |
True |
231 |
| 10 |
1.2014 |
1.1824 |
0.0190 |
1.6% |
0.0059 |
0.5% |
65% |
False |
False |
232 |
| 20 |
1.2055 |
1.1700 |
0.0355 |
3.0% |
0.0073 |
0.6% |
69% |
False |
False |
401 |
| 40 |
1.2637 |
1.1700 |
0.0937 |
7.8% |
0.0070 |
0.6% |
26% |
False |
False |
270 |
| 60 |
1.2735 |
1.1700 |
0.1035 |
8.7% |
0.0068 |
0.6% |
24% |
False |
False |
206 |
| 80 |
1.2735 |
1.1700 |
0.1035 |
8.7% |
0.0068 |
0.6% |
24% |
False |
False |
174 |
| 100 |
1.2836 |
1.1700 |
0.1136 |
9.5% |
0.0071 |
0.6% |
22% |
False |
False |
158 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2193 |
|
2.618 |
1.2103 |
|
1.618 |
1.2048 |
|
1.000 |
1.2015 |
|
0.618 |
1.1993 |
|
HIGH |
1.1960 |
|
0.618 |
1.1938 |
|
0.500 |
1.1932 |
|
0.382 |
1.1926 |
|
LOW |
1.1905 |
|
0.618 |
1.1871 |
|
1.000 |
1.1850 |
|
1.618 |
1.1816 |
|
2.618 |
1.1761 |
|
4.250 |
1.1671 |
|
|
| Fisher Pivots for day following 13-Jun-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.1942 |
1.1948 |
| PP |
1.1937 |
1.1947 |
| S1 |
1.1932 |
1.1947 |
|