CME Euro FX (E) Future June 2018
| Trading Metrics calculated at close of trading on 29-May-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-May-2018 |
29-May-2018 |
Change |
Change % |
Previous Week |
| Open |
1.1738 |
1.1705 |
-0.0034 |
-0.3% |
1.1789 |
| High |
1.1752 |
1.1746 |
-0.0007 |
-0.1% |
1.1852 |
| Low |
1.1663 |
1.1526 |
-0.0137 |
-1.2% |
1.1663 |
| Close |
1.1680 |
1.1548 |
-0.0132 |
-1.1% |
1.1680 |
| Range |
0.0089 |
0.0220 |
0.0131 |
146.6% |
0.0189 |
| ATR |
0.0083 |
0.0093 |
0.0010 |
11.7% |
0.0000 |
| Volume |
363,578 |
731,721 |
368,143 |
101.3% |
1,659,652 |
|
| Daily Pivots for day following 29-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2265 |
1.2126 |
1.1669 |
|
| R3 |
1.2046 |
1.1907 |
1.1608 |
|
| R2 |
1.1826 |
1.1826 |
1.1588 |
|
| R1 |
1.1687 |
1.1687 |
1.1568 |
1.1647 |
| PP |
1.1607 |
1.1607 |
1.1607 |
1.1586 |
| S1 |
1.1468 |
1.1468 |
1.1528 |
1.1427 |
| S2 |
1.1387 |
1.1387 |
1.1508 |
|
| S3 |
1.1168 |
1.1248 |
1.1488 |
|
| S4 |
1.0948 |
1.1029 |
1.1427 |
|
|
| Weekly Pivots for week ending 25-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2299 |
1.2178 |
1.1783 |
|
| R3 |
1.2110 |
1.1989 |
1.1731 |
|
| R2 |
1.1921 |
1.1921 |
1.1714 |
|
| R1 |
1.1800 |
1.1800 |
1.1697 |
1.1766 |
| PP |
1.1732 |
1.1732 |
1.1732 |
1.1714 |
| S1 |
1.1611 |
1.1611 |
1.1662 |
1.1577 |
| S2 |
1.1543 |
1.1543 |
1.1645 |
|
| S3 |
1.1354 |
1.1422 |
1.1628 |
|
| S4 |
1.1165 |
1.1233 |
1.1576 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1852 |
1.1526 |
0.0326 |
2.8% |
0.0111 |
1.0% |
7% |
False |
True |
425,260 |
| 10 |
1.1966 |
1.1526 |
0.0440 |
3.8% |
0.0098 |
0.8% |
5% |
False |
True |
364,525 |
| 20 |
1.2126 |
1.1526 |
0.0600 |
5.2% |
0.0092 |
0.8% |
4% |
False |
True |
308,016 |
| 40 |
1.2469 |
1.1526 |
0.0943 |
8.2% |
0.0083 |
0.7% |
2% |
False |
True |
259,694 |
| 60 |
1.2554 |
1.1526 |
0.1028 |
8.9% |
0.0085 |
0.7% |
2% |
False |
True |
226,557 |
| 80 |
1.2659 |
1.1526 |
0.1133 |
9.8% |
0.0088 |
0.8% |
2% |
False |
True |
170,640 |
| 100 |
1.2659 |
1.1526 |
0.1133 |
9.8% |
0.0091 |
0.8% |
2% |
False |
True |
136,646 |
| 120 |
1.2659 |
1.1526 |
0.1133 |
9.8% |
0.0085 |
0.7% |
2% |
False |
True |
114,035 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2678 |
|
2.618 |
1.2320 |
|
1.618 |
1.2101 |
|
1.000 |
1.1965 |
|
0.618 |
1.1881 |
|
HIGH |
1.1746 |
|
0.618 |
1.1662 |
|
0.500 |
1.1636 |
|
0.382 |
1.1610 |
|
LOW |
1.1526 |
|
0.618 |
1.1390 |
|
1.000 |
1.1307 |
|
1.618 |
1.1171 |
|
2.618 |
1.0951 |
|
4.250 |
1.0593 |
|
|
| Fisher Pivots for day following 29-May-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.1636 |
1.1647 |
| PP |
1.1607 |
1.1614 |
| S1 |
1.1577 |
1.1581 |
|