CME Euro FX (E) Future December 2018
| Trading Metrics calculated at close of trading on 15-Jun-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jun-2018 |
15-Jun-2018 |
Change |
Change % |
Previous Week |
| Open |
1.1965 |
1.1743 |
-0.0222 |
-1.9% |
1.1962 |
| High |
1.2010 |
1.1792 |
-0.0219 |
-1.8% |
1.2010 |
| Low |
1.1746 |
1.1711 |
-0.0035 |
-0.3% |
1.1711 |
| Close |
1.1759 |
1.1772 |
0.0014 |
0.1% |
1.1772 |
| Range |
0.0265 |
0.0081 |
-0.0184 |
-69.6% |
0.0299 |
| ATR |
0.0088 |
0.0088 |
-0.0001 |
-0.6% |
0.0000 |
| Volume |
685 |
1,108 |
423 |
61.8% |
2,750 |
|
| Daily Pivots for day following 15-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2000 |
1.1966 |
1.1816 |
|
| R3 |
1.1919 |
1.1886 |
1.1794 |
|
| R2 |
1.1839 |
1.1839 |
1.1787 |
|
| R1 |
1.1805 |
1.1805 |
1.1779 |
1.1822 |
| PP |
1.1758 |
1.1758 |
1.1758 |
1.1767 |
| S1 |
1.1725 |
1.1725 |
1.1765 |
1.1742 |
| S2 |
1.1678 |
1.1678 |
1.1757 |
|
| S3 |
1.1597 |
1.1644 |
1.1750 |
|
| S4 |
1.1517 |
1.1564 |
1.1728 |
|
|
| Weekly Pivots for week ending 15-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2728 |
1.2549 |
1.1936 |
|
| R3 |
1.2429 |
1.2250 |
1.1854 |
|
| R2 |
1.2130 |
1.2130 |
1.1827 |
|
| R1 |
1.1951 |
1.1951 |
1.1799 |
1.1891 |
| PP |
1.1831 |
1.1831 |
1.1831 |
1.1801 |
| S1 |
1.1652 |
1.1652 |
1.1745 |
1.1592 |
| S2 |
1.1532 |
1.1532 |
1.1717 |
|
| S3 |
1.1233 |
1.1353 |
1.1690 |
|
| S4 |
1.0934 |
1.1054 |
1.1608 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2010 |
1.1711 |
0.0299 |
2.5% |
0.0100 |
0.8% |
20% |
False |
True |
550 |
| 10 |
1.2014 |
1.1711 |
0.0303 |
2.6% |
0.0078 |
0.7% |
20% |
False |
True |
367 |
| 20 |
1.2019 |
1.1700 |
0.0319 |
2.7% |
0.0083 |
0.7% |
23% |
False |
False |
430 |
| 40 |
1.2549 |
1.1700 |
0.0849 |
7.2% |
0.0076 |
0.6% |
8% |
False |
False |
311 |
| 60 |
1.2735 |
1.1700 |
0.1035 |
8.8% |
0.0070 |
0.6% |
7% |
False |
False |
235 |
| 80 |
1.2735 |
1.1700 |
0.1035 |
8.8% |
0.0071 |
0.6% |
7% |
False |
False |
194 |
| 100 |
1.2836 |
1.1700 |
0.1136 |
9.6% |
0.0074 |
0.6% |
6% |
False |
False |
176 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2134 |
|
2.618 |
1.2002 |
|
1.618 |
1.1922 |
|
1.000 |
1.1872 |
|
0.618 |
1.1841 |
|
HIGH |
1.1792 |
|
0.618 |
1.1761 |
|
0.500 |
1.1751 |
|
0.382 |
1.1742 |
|
LOW |
1.1711 |
|
0.618 |
1.1661 |
|
1.000 |
1.1631 |
|
1.618 |
1.1581 |
|
2.618 |
1.1500 |
|
4.250 |
1.1369 |
|
|
| Fisher Pivots for day following 15-Jun-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.1765 |
1.1861 |
| PP |
1.1758 |
1.1831 |
| S1 |
1.1751 |
1.1802 |
|