CME Euro FX (E) Future September 2018
| Trading Metrics calculated at close of trading on 29-Jun-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jun-2018 |
29-Jun-2018 |
Change |
Change % |
Previous Week |
| Open |
1.1626 |
1.1627 |
0.0002 |
0.0% |
1.1741 |
| High |
1.1669 |
1.1758 |
0.0089 |
0.8% |
1.1795 |
| Low |
1.1595 |
1.1625 |
0.0031 |
0.3% |
1.1595 |
| Close |
1.1624 |
1.1737 |
0.0113 |
1.0% |
1.1737 |
| Range |
0.0075 |
0.0133 |
0.0058 |
77.9% |
0.0200 |
| ATR |
0.0095 |
0.0098 |
0.0003 |
2.9% |
0.0000 |
| Volume |
264,551 |
338,579 |
74,028 |
28.0% |
1,372,040 |
|
| Daily Pivots for day following 29-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2104 |
1.2053 |
1.1809 |
|
| R3 |
1.1971 |
1.1920 |
1.1773 |
|
| R2 |
1.1839 |
1.1839 |
1.1761 |
|
| R1 |
1.1788 |
1.1788 |
1.1749 |
1.1813 |
| PP |
1.1706 |
1.1706 |
1.1706 |
1.1719 |
| S1 |
1.1655 |
1.1655 |
1.1724 |
1.1681 |
| S2 |
1.1574 |
1.1574 |
1.1712 |
|
| S3 |
1.1441 |
1.1523 |
1.1700 |
|
| S4 |
1.1309 |
1.1390 |
1.1664 |
|
|
| Weekly Pivots for week ending 29-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2309 |
1.2223 |
1.1847 |
|
| R3 |
1.2109 |
1.2023 |
1.1792 |
|
| R2 |
1.1909 |
1.1909 |
1.1773 |
|
| R1 |
1.1823 |
1.1823 |
1.1755 |
1.1766 |
| PP |
1.1709 |
1.1709 |
1.1709 |
1.1680 |
| S1 |
1.1623 |
1.1623 |
1.1718 |
1.1566 |
| S2 |
1.1509 |
1.1509 |
1.1700 |
|
| S3 |
1.1309 |
1.1423 |
1.1682 |
|
| S4 |
1.1109 |
1.1223 |
1.1627 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1795 |
1.1595 |
0.0200 |
1.7% |
0.0103 |
0.9% |
71% |
False |
False |
274,408 |
| 10 |
1.1795 |
1.1582 |
0.0213 |
1.8% |
0.0095 |
0.8% |
73% |
False |
False |
265,898 |
| 20 |
1.1940 |
1.1582 |
0.0358 |
3.0% |
0.0096 |
0.8% |
43% |
False |
False |
193,307 |
| 40 |
1.2114 |
1.1582 |
0.0532 |
4.5% |
0.0094 |
0.8% |
29% |
False |
False |
100,405 |
| 60 |
1.2557 |
1.1582 |
0.0975 |
8.3% |
0.0086 |
0.7% |
16% |
False |
False |
67,188 |
| 80 |
1.2639 |
1.1582 |
0.1057 |
9.0% |
0.0085 |
0.7% |
15% |
False |
False |
50,441 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2321 |
|
2.618 |
1.2104 |
|
1.618 |
1.1972 |
|
1.000 |
1.1890 |
|
0.618 |
1.1839 |
|
HIGH |
1.1758 |
|
0.618 |
1.1707 |
|
0.500 |
1.1691 |
|
0.382 |
1.1676 |
|
LOW |
1.1625 |
|
0.618 |
1.1543 |
|
1.000 |
1.1493 |
|
1.618 |
1.1411 |
|
2.618 |
1.1278 |
|
4.250 |
1.1062 |
|
|
| Fisher Pivots for day following 29-Jun-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.1721 |
1.1716 |
| PP |
1.1706 |
1.1696 |
| S1 |
1.1691 |
1.1676 |
|