CME Euro FX (E) Future June 2018
| Trading Metrics calculated at close of trading on 30-May-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-May-2018 |
30-May-2018 |
Change |
Change % |
Previous Week |
| Open |
1.1705 |
1.1558 |
-0.0147 |
-1.3% |
1.1789 |
| High |
1.1746 |
1.1692 |
-0.0054 |
-0.5% |
1.1852 |
| Low |
1.1526 |
1.1534 |
0.0008 |
0.1% |
1.1663 |
| Close |
1.1548 |
1.1668 |
0.0120 |
1.0% |
1.1680 |
| Range |
0.0220 |
0.0158 |
-0.0062 |
-28.0% |
0.0189 |
| ATR |
0.0093 |
0.0098 |
0.0005 |
5.0% |
0.0000 |
| Volume |
731,721 |
504,707 |
-227,014 |
-31.0% |
1,659,652 |
|
| Daily Pivots for day following 30-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2105 |
1.2045 |
1.1755 |
|
| R3 |
1.1947 |
1.1887 |
1.1711 |
|
| R2 |
1.1789 |
1.1789 |
1.1697 |
|
| R1 |
1.1729 |
1.1729 |
1.1682 |
1.1759 |
| PP |
1.1631 |
1.1631 |
1.1631 |
1.1646 |
| S1 |
1.1571 |
1.1571 |
1.1654 |
1.1601 |
| S2 |
1.1473 |
1.1473 |
1.1639 |
|
| S3 |
1.1315 |
1.1413 |
1.1625 |
|
| S4 |
1.1157 |
1.1255 |
1.1581 |
|
|
| 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 |
1.1811 |
1.1526 |
0.0285 |
2.4% |
0.0128 |
1.1% |
50% |
False |
False |
467,876 |
| 10 |
1.1882 |
1.1526 |
0.0356 |
3.0% |
0.0102 |
0.9% |
40% |
False |
False |
381,830 |
| 20 |
1.2071 |
1.1526 |
0.0545 |
4.7% |
0.0094 |
0.8% |
26% |
False |
False |
323,834 |
| 40 |
1.2469 |
1.1526 |
0.0943 |
8.1% |
0.0085 |
0.7% |
15% |
False |
False |
266,974 |
| 60 |
1.2554 |
1.1526 |
0.1028 |
8.8% |
0.0086 |
0.7% |
14% |
False |
False |
234,879 |
| 80 |
1.2659 |
1.1526 |
0.1133 |
9.7% |
0.0089 |
0.8% |
13% |
False |
False |
176,930 |
| 100 |
1.2659 |
1.1526 |
0.1133 |
9.7% |
0.0092 |
0.8% |
13% |
False |
False |
141,691 |
| 120 |
1.2659 |
1.1526 |
0.1133 |
9.7% |
0.0086 |
0.7% |
13% |
False |
False |
118,240 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2363 |
|
2.618 |
1.2105 |
|
1.618 |
1.1947 |
|
1.000 |
1.1850 |
|
0.618 |
1.1789 |
|
HIGH |
1.1692 |
|
0.618 |
1.1631 |
|
0.500 |
1.1613 |
|
0.382 |
1.1594 |
|
LOW |
1.1534 |
|
0.618 |
1.1436 |
|
1.000 |
1.1376 |
|
1.618 |
1.1278 |
|
2.618 |
1.1120 |
|
4.250 |
1.0862 |
|
|
| Fisher Pivots for day following 30-May-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.1650 |
1.1658 |
| PP |
1.1631 |
1.1649 |
| S1 |
1.1613 |
1.1639 |
|