CME Euro FX (E) Future March 2019
| 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 |
1.1960 |
1.1982 |
0.0023 |
0.2% |
1.1996 |
| High |
1.2019 |
1.2003 |
-0.0016 |
-0.1% |
1.2005 |
| Low |
1.1960 |
1.1945 |
-0.0015 |
-0.1% |
1.1800 |
| Close |
1.1980 |
1.1993 |
0.0013 |
0.1% |
1.1945 |
| Range |
0.0060 |
0.0059 |
-0.0001 |
-1.7% |
0.0205 |
| ATR |
0.0078 |
0.0076 |
-0.0001 |
-1.8% |
0.0000 |
| Volume |
11 |
45 |
34 |
309.1% |
384 |
|
| Daily Pivots for day following 05-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2156 |
1.2133 |
1.2025 |
|
| R3 |
1.2097 |
1.2074 |
1.2009 |
|
| R2 |
1.2039 |
1.2039 |
1.2004 |
|
| R1 |
1.2016 |
1.2016 |
1.1998 |
1.2027 |
| PP |
1.1980 |
1.1980 |
1.1980 |
1.1986 |
| S1 |
1.1957 |
1.1957 |
1.1988 |
1.1969 |
| S2 |
1.1922 |
1.1922 |
1.1982 |
|
| S3 |
1.1863 |
1.1899 |
1.1977 |
|
| S4 |
1.1805 |
1.1840 |
1.1961 |
|
|
| Weekly Pivots for week ending 01-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2532 |
1.2443 |
1.2058 |
|
| R3 |
1.2327 |
1.2238 |
1.2001 |
|
| R2 |
1.2122 |
1.2122 |
1.1983 |
|
| R1 |
1.2033 |
1.2033 |
1.1964 |
1.1975 |
| PP |
1.1917 |
1.1917 |
1.1917 |
1.1888 |
| S1 |
1.1828 |
1.1828 |
1.1926 |
1.1770 |
| S2 |
1.1712 |
1.1712 |
1.1907 |
|
| S3 |
1.1507 |
1.1623 |
1.1889 |
|
| S4 |
1.1302 |
1.1418 |
1.1832 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2019 |
1.1861 |
0.0159 |
1.3% |
0.0069 |
0.6% |
84% |
False |
False |
60 |
| 10 |
1.2121 |
1.1800 |
0.0321 |
2.7% |
0.0080 |
0.7% |
60% |
False |
False |
61 |
| 20 |
1.2296 |
1.1800 |
0.0496 |
4.1% |
0.0072 |
0.6% |
39% |
False |
False |
40 |
| 40 |
1.2732 |
1.1800 |
0.0932 |
7.8% |
0.0055 |
0.5% |
21% |
False |
False |
31 |
| 60 |
1.2827 |
1.1800 |
0.1027 |
8.6% |
0.0049 |
0.4% |
19% |
False |
False |
22 |
| 80 |
1.2929 |
1.1800 |
0.1129 |
9.4% |
0.0047 |
0.4% |
17% |
False |
False |
21 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2252 |
|
2.618 |
1.2156 |
|
1.618 |
1.2098 |
|
1.000 |
1.2062 |
|
0.618 |
1.2039 |
|
HIGH |
1.2003 |
|
0.618 |
1.1981 |
|
0.500 |
1.1974 |
|
0.382 |
1.1967 |
|
LOW |
1.1945 |
|
0.618 |
1.1908 |
|
1.000 |
1.1886 |
|
1.618 |
1.1850 |
|
2.618 |
1.1791 |
|
4.250 |
1.1696 |
|
|
| Fisher Pivots for day following 05-Jun-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.1987 |
1.1984 |
| PP |
1.1980 |
1.1975 |
| S1 |
1.1974 |
1.1965 |
|