CME Euro FX (E) Future March 2019
| Trading Metrics calculated at close of trading on 06-Jun-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jun-2018 |
06-Jun-2018 |
Change |
Change % |
Previous Week |
| Open |
1.1982 |
1.1997 |
0.0015 |
0.1% |
1.1996 |
| High |
1.2003 |
1.2075 |
0.0072 |
0.6% |
1.2005 |
| Low |
1.1945 |
1.1997 |
0.0053 |
0.4% |
1.1800 |
| Close |
1.1993 |
1.2050 |
0.0057 |
0.5% |
1.1945 |
| Range |
0.0059 |
0.0078 |
0.0019 |
32.5% |
0.0205 |
| ATR |
0.0076 |
0.0077 |
0.0000 |
0.5% |
0.0000 |
| Volume |
45 |
22 |
-23 |
-51.1% |
384 |
|
| Daily Pivots for day following 06-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2273 |
1.2239 |
1.2092 |
|
| R3 |
1.2195 |
1.2161 |
1.2071 |
|
| R2 |
1.2118 |
1.2118 |
1.2064 |
|
| R1 |
1.2084 |
1.2084 |
1.2057 |
1.2101 |
| PP |
1.2040 |
1.2040 |
1.2040 |
1.2049 |
| S1 |
1.2006 |
1.2006 |
1.2042 |
1.2023 |
| S2 |
1.1963 |
1.1963 |
1.2035 |
|
| S3 |
1.1885 |
1.1929 |
1.2028 |
|
| S4 |
1.1808 |
1.1851 |
1.2007 |
|
|
| 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 |
1.2075 |
1.1912 |
0.0163 |
1.4% |
0.0068 |
0.6% |
85% |
True |
False |
48 |
| 10 |
1.2075 |
1.1800 |
0.0275 |
2.3% |
0.0082 |
0.7% |
91% |
True |
False |
61 |
| 20 |
1.2296 |
1.1800 |
0.0496 |
4.1% |
0.0072 |
0.6% |
50% |
False |
False |
41 |
| 40 |
1.2732 |
1.1800 |
0.0932 |
7.7% |
0.0055 |
0.5% |
27% |
False |
False |
32 |
| 60 |
1.2827 |
1.1800 |
0.1027 |
8.5% |
0.0049 |
0.4% |
24% |
False |
False |
23 |
| 80 |
1.2929 |
1.1800 |
0.1129 |
9.4% |
0.0048 |
0.4% |
22% |
False |
False |
21 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2404 |
|
2.618 |
1.2277 |
|
1.618 |
1.2200 |
|
1.000 |
1.2152 |
|
0.618 |
1.2122 |
|
HIGH |
1.2075 |
|
0.618 |
1.2045 |
|
0.500 |
1.2036 |
|
0.382 |
1.2027 |
|
LOW |
1.1997 |
|
0.618 |
1.1949 |
|
1.000 |
1.1920 |
|
1.618 |
1.1872 |
|
2.618 |
1.1794 |
|
4.250 |
1.1668 |
|
|
| Fisher Pivots for day following 06-Jun-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.2045 |
1.2036 |
| PP |
1.2040 |
1.2023 |
| S1 |
1.2036 |
1.2010 |
|