CME Euro FX (E) Future June 2018
| Trading Metrics calculated at close of trading on 23-May-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-May-2018 |
23-May-2018 |
Change |
Change % |
Previous Week |
| Open |
1.1816 |
1.1798 |
-0.0018 |
-0.1% |
1.1978 |
| High |
1.1852 |
1.1811 |
-0.0041 |
-0.3% |
1.2025 |
| Low |
1.1779 |
1.1696 |
-0.0083 |
-0.7% |
1.1773 |
| Close |
1.1800 |
1.1719 |
-0.0081 |
-0.7% |
1.1797 |
| Range |
0.0073 |
0.0115 |
0.0042 |
57.5% |
0.0253 |
| ATR |
0.0082 |
0.0085 |
0.0002 |
2.8% |
0.0000 |
| Volume |
291,627 |
430,841 |
139,214 |
47.7% |
1,455,801 |
|
| Daily Pivots for day following 23-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2087 |
1.2018 |
1.1782 |
|
| R3 |
1.1972 |
1.1903 |
1.1751 |
|
| R2 |
1.1857 |
1.1857 |
1.1740 |
|
| R1 |
1.1788 |
1.1788 |
1.1730 |
1.1765 |
| PP |
1.1742 |
1.1742 |
1.1742 |
1.1731 |
| S1 |
1.1673 |
1.1673 |
1.1708 |
1.1650 |
| S2 |
1.1627 |
1.1627 |
1.1698 |
|
| S3 |
1.1512 |
1.1558 |
1.1687 |
|
| S4 |
1.1397 |
1.1443 |
1.1656 |
|
|
| Weekly Pivots for week ending 18-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2622 |
1.2462 |
1.1936 |
|
| R3 |
1.2370 |
1.2210 |
1.1866 |
|
| R2 |
1.2117 |
1.2117 |
1.1843 |
|
| R1 |
1.1957 |
1.1957 |
1.1820 |
1.1911 |
| PP |
1.1865 |
1.1865 |
1.1865 |
1.1842 |
| S1 |
1.1705 |
1.1705 |
1.1774 |
1.1659 |
| S2 |
1.1612 |
1.1612 |
1.1751 |
|
| S3 |
1.1360 |
1.1452 |
1.1728 |
|
| S4 |
1.1107 |
1.1200 |
1.1658 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1862 |
1.1696 |
0.0166 |
1.4% |
0.0080 |
0.7% |
14% |
False |
True |
305,615 |
| 10 |
1.2025 |
1.1696 |
0.0329 |
2.8% |
0.0086 |
0.7% |
7% |
False |
True |
299,844 |
| 20 |
1.2255 |
1.1696 |
0.0559 |
4.8% |
0.0087 |
0.7% |
4% |
False |
True |
279,467 |
| 40 |
1.2492 |
1.1696 |
0.0796 |
6.8% |
0.0080 |
0.7% |
3% |
False |
True |
237,630 |
| 60 |
1.2554 |
1.1696 |
0.0858 |
7.3% |
0.0083 |
0.7% |
3% |
False |
True |
203,553 |
| 80 |
1.2659 |
1.1696 |
0.0963 |
8.2% |
0.0088 |
0.7% |
2% |
False |
True |
153,137 |
| 100 |
1.2659 |
1.1696 |
0.0963 |
8.2% |
0.0090 |
0.8% |
2% |
False |
True |
122,619 |
| 120 |
1.2659 |
1.1696 |
0.0963 |
8.2% |
0.0084 |
0.7% |
2% |
False |
True |
102,337 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2300 |
|
2.618 |
1.2112 |
|
1.618 |
1.1997 |
|
1.000 |
1.1926 |
|
0.618 |
1.1882 |
|
HIGH |
1.1811 |
|
0.618 |
1.1767 |
|
0.500 |
1.1754 |
|
0.382 |
1.1740 |
|
LOW |
1.1696 |
|
0.618 |
1.1625 |
|
1.000 |
1.1581 |
|
1.618 |
1.1510 |
|
2.618 |
1.1395 |
|
4.250 |
1.1207 |
|
|
| Fisher Pivots for day following 23-May-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.1754 |
1.1774 |
| PP |
1.1742 |
1.1756 |
| S1 |
1.1731 |
1.1737 |
|