CME Euro FX (E) Future March 2019
| Trading Metrics calculated at close of trading on 08-Jun-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jun-2018 |
08-Jun-2018 |
Change |
Change % |
Previous Week |
| Open |
1.2079 |
1.2046 |
-0.0033 |
-0.3% |
1.1960 |
| High |
1.2110 |
1.2050 |
-0.0060 |
-0.5% |
1.2110 |
| Low |
1.2079 |
1.2016 |
-0.0063 |
-0.5% |
1.1945 |
| Close |
1.2085 |
1.2047 |
-0.0038 |
-0.3% |
1.2047 |
| Range |
0.0031 |
0.0034 |
0.0003 |
9.7% |
0.0165 |
| ATR |
0.0076 |
0.0075 |
-0.0001 |
-0.7% |
0.0000 |
| Volume |
162 |
3 |
-159 |
-98.1% |
243 |
|
| Daily Pivots for day following 08-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2140 |
1.2127 |
1.2065 |
|
| R3 |
1.2106 |
1.2093 |
1.2056 |
|
| R2 |
1.2072 |
1.2072 |
1.2053 |
|
| R1 |
1.2059 |
1.2059 |
1.2050 |
1.2065 |
| PP |
1.2038 |
1.2038 |
1.2038 |
1.2041 |
| S1 |
1.2025 |
1.2025 |
1.2043 |
1.2031 |
| S2 |
1.2004 |
1.2004 |
1.2040 |
|
| S3 |
1.1970 |
1.1991 |
1.2037 |
|
| S4 |
1.1936 |
1.1957 |
1.2028 |
|
|
| Weekly Pivots for week ending 08-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2529 |
1.2453 |
1.2137 |
|
| R3 |
1.2364 |
1.2288 |
1.2092 |
|
| R2 |
1.2199 |
1.2199 |
1.2077 |
|
| R1 |
1.2123 |
1.2123 |
1.2062 |
1.2161 |
| PP |
1.2034 |
1.2034 |
1.2034 |
1.2053 |
| S1 |
1.1958 |
1.1958 |
1.2031 |
1.1996 |
| S2 |
1.1869 |
1.1869 |
1.2016 |
|
| S3 |
1.1704 |
1.1793 |
1.2001 |
|
| S4 |
1.1539 |
1.1628 |
1.1956 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2110 |
1.1945 |
0.0165 |
1.4% |
0.0052 |
0.4% |
62% |
False |
False |
48 |
| 10 |
1.2110 |
1.1800 |
0.0310 |
2.6% |
0.0078 |
0.6% |
80% |
False |
False |
65 |
| 20 |
1.2296 |
1.1800 |
0.0496 |
4.1% |
0.0069 |
0.6% |
50% |
False |
False |
46 |
| 40 |
1.2732 |
1.1800 |
0.0932 |
7.7% |
0.0056 |
0.5% |
26% |
False |
False |
36 |
| 60 |
1.2827 |
1.1800 |
0.1027 |
8.5% |
0.0049 |
0.4% |
24% |
False |
False |
25 |
| 80 |
1.2929 |
1.1800 |
0.1129 |
9.4% |
0.0048 |
0.4% |
22% |
False |
False |
23 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2195 |
|
2.618 |
1.2139 |
|
1.618 |
1.2105 |
|
1.000 |
1.2084 |
|
0.618 |
1.2071 |
|
HIGH |
1.2050 |
|
0.618 |
1.2037 |
|
0.500 |
1.2033 |
|
0.382 |
1.2029 |
|
LOW |
1.2016 |
|
0.618 |
1.1995 |
|
1.000 |
1.1982 |
|
1.618 |
1.1961 |
|
2.618 |
1.1927 |
|
4.250 |
1.1872 |
|
|
| Fisher Pivots for day following 08-Jun-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.2042 |
1.2053 |
| PP |
1.2038 |
1.2051 |
| S1 |
1.2033 |
1.2049 |
|