CME Euro FX (E) Future September 2018
| Trading Metrics calculated at close of trading on 31-May-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-May-2018 |
31-May-2018 |
Change |
Change % |
Previous Week |
| Open |
1.1641 |
1.1764 |
0.0123 |
1.1% |
1.1873 |
| High |
1.1775 |
1.1818 |
0.0044 |
0.4% |
1.1934 |
| Low |
1.1618 |
1.1737 |
0.0119 |
1.0% |
1.1748 |
| Close |
1.1751 |
1.1784 |
0.0033 |
0.3% |
1.1764 |
| Range |
0.0157 |
0.0081 |
-0.0076 |
-48.2% |
0.0186 |
| ATR |
0.0094 |
0.0093 |
-0.0001 |
-1.0% |
0.0000 |
| Volume |
31,367 |
11,103 |
-20,264 |
-64.6% |
34,233 |
|
| Daily Pivots for day following 31-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2023 |
1.1984 |
1.1828 |
|
| R3 |
1.1942 |
1.1903 |
1.1806 |
|
| R2 |
1.1861 |
1.1861 |
1.1798 |
|
| R1 |
1.1822 |
1.1822 |
1.1791 |
1.1841 |
| PP |
1.1780 |
1.1780 |
1.1780 |
1.1789 |
| S1 |
1.1741 |
1.1741 |
1.1776 |
1.1760 |
| S2 |
1.1699 |
1.1699 |
1.1769 |
|
| S3 |
1.1618 |
1.1660 |
1.1761 |
|
| S4 |
1.1537 |
1.1579 |
1.1739 |
|
|
| Weekly Pivots for week ending 25-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2373 |
1.2255 |
1.1866 |
|
| R3 |
1.2187 |
1.2069 |
1.1815 |
|
| R2 |
1.2001 |
1.2001 |
1.1798 |
|
| R1 |
1.1883 |
1.1883 |
1.1781 |
1.1849 |
| PP |
1.1815 |
1.1815 |
1.1815 |
1.1798 |
| S1 |
1.1697 |
1.1697 |
1.1747 |
1.1663 |
| S2 |
1.1629 |
1.1629 |
1.1730 |
|
| S3 |
1.1443 |
1.1511 |
1.1713 |
|
| S4 |
1.1257 |
1.1325 |
1.1662 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1852 |
1.1613 |
0.0239 |
2.0% |
0.0120 |
1.0% |
71% |
False |
False |
18,213 |
| 10 |
1.1943 |
1.1613 |
0.0330 |
2.8% |
0.0098 |
0.8% |
52% |
False |
False |
10,761 |
| 20 |
1.2130 |
1.1613 |
0.0517 |
4.4% |
0.0090 |
0.8% |
33% |
False |
False |
6,268 |
| 40 |
1.2557 |
1.1613 |
0.0944 |
8.0% |
0.0081 |
0.7% |
18% |
False |
False |
3,483 |
| 60 |
1.2639 |
1.1613 |
0.1026 |
8.7% |
0.0080 |
0.7% |
17% |
False |
False |
2,387 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2162 |
|
2.618 |
1.2030 |
|
1.618 |
1.1949 |
|
1.000 |
1.1899 |
|
0.618 |
1.1868 |
|
HIGH |
1.1818 |
|
0.618 |
1.1787 |
|
0.500 |
1.1778 |
|
0.382 |
1.1768 |
|
LOW |
1.1737 |
|
0.618 |
1.1687 |
|
1.000 |
1.1656 |
|
1.618 |
1.1606 |
|
2.618 |
1.1525 |
|
4.250 |
1.1393 |
|
|
| Fisher Pivots for day following 31-May-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.1782 |
1.1763 |
| PP |
1.1780 |
1.1742 |
| S1 |
1.1778 |
1.1721 |
|