CME Euro FX (E) Future September 2018
| Trading Metrics calculated at close of trading on 26-Jun-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jun-2018 |
26-Jun-2018 |
Change |
Change % |
Previous Week |
| Open |
1.1741 |
1.1776 |
0.0035 |
0.3% |
1.1676 |
| High |
1.1788 |
1.1795 |
0.0007 |
0.1% |
1.1750 |
| Low |
1.1702 |
1.1708 |
0.0006 |
0.0% |
1.1582 |
| Close |
1.1778 |
1.1723 |
-0.0055 |
-0.5% |
1.1738 |
| Range |
0.0086 |
0.0087 |
0.0002 |
1.8% |
0.0168 |
| ATR |
0.0095 |
0.0094 |
-0.0001 |
-0.6% |
0.0000 |
| Volume |
217,497 |
248,560 |
31,063 |
14.3% |
1,286,948 |
|
| Daily Pivots for day following 26-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2003 |
1.1950 |
1.1771 |
|
| R3 |
1.1916 |
1.1863 |
1.1747 |
|
| R2 |
1.1829 |
1.1829 |
1.1739 |
|
| R1 |
1.1776 |
1.1776 |
1.1731 |
1.1759 |
| PP |
1.1742 |
1.1742 |
1.1742 |
1.1733 |
| S1 |
1.1689 |
1.1689 |
1.1715 |
1.1672 |
| S2 |
1.1655 |
1.1655 |
1.1707 |
|
| S3 |
1.1568 |
1.1602 |
1.1699 |
|
| S4 |
1.1481 |
1.1515 |
1.1675 |
|
|
| Weekly Pivots for week ending 22-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2192 |
1.2132 |
1.1830 |
|
| R3 |
1.2025 |
1.1965 |
1.1784 |
|
| R2 |
1.1857 |
1.1857 |
1.1768 |
|
| R1 |
1.1797 |
1.1797 |
1.1753 |
1.1827 |
| PP |
1.1690 |
1.1690 |
1.1690 |
1.1705 |
| S1 |
1.1630 |
1.1630 |
1.1722 |
1.1660 |
| S2 |
1.1522 |
1.1522 |
1.1707 |
|
| S3 |
1.1355 |
1.1462 |
1.1691 |
|
| S4 |
1.1187 |
1.1295 |
1.1645 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1795 |
1.1582 |
0.0213 |
1.8% |
0.0088 |
0.7% |
66% |
True |
False |
255,148 |
| 10 |
1.1940 |
1.1582 |
0.0358 |
3.0% |
0.0107 |
0.9% |
39% |
False |
False |
263,929 |
| 20 |
1.1940 |
1.1582 |
0.0358 |
3.0% |
0.0096 |
0.8% |
39% |
False |
False |
151,436 |
| 40 |
1.2213 |
1.1582 |
0.0631 |
5.4% |
0.0092 |
0.8% |
22% |
False |
False |
77,869 |
| 60 |
1.2557 |
1.1582 |
0.0975 |
8.3% |
0.0084 |
0.7% |
14% |
False |
False |
52,100 |
| 80 |
1.2639 |
1.1582 |
0.1057 |
9.0% |
0.0083 |
0.7% |
13% |
False |
False |
39,120 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2164 |
|
2.618 |
1.2022 |
|
1.618 |
1.1935 |
|
1.000 |
1.1882 |
|
0.618 |
1.1848 |
|
HIGH |
1.1795 |
|
0.618 |
1.1761 |
|
0.500 |
1.1751 |
|
0.382 |
1.1741 |
|
LOW |
1.1708 |
|
0.618 |
1.1654 |
|
1.000 |
1.1621 |
|
1.618 |
1.1567 |
|
2.618 |
1.1480 |
|
4.250 |
1.1338 |
|
|
| Fisher Pivots for day following 26-Jun-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.1751 |
1.1735 |
| PP |
1.1742 |
1.1731 |
| S1 |
1.1732 |
1.1727 |
|