CME Euro FX (E) Future December 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 |
1.1869 |
1.1734 |
-0.0136 |
-1.1% |
1.1946 |
| High |
1.1900 |
1.1862 |
-0.0039 |
-0.3% |
1.2019 |
| Low |
1.1700 |
1.1718 |
0.0018 |
0.1% |
1.1840 |
| Close |
1.1718 |
1.1838 |
0.0120 |
1.0% |
1.1853 |
| Range |
0.0200 |
0.0144 |
-0.0056 |
-28.0% |
0.0179 |
| ATR |
0.0080 |
0.0084 |
0.0005 |
5.8% |
0.0000 |
| Volume |
1,250 |
1,122 |
-128 |
-10.2% |
2,002 |
|
| Daily Pivots for day following 30-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2238 |
1.2182 |
1.1917 |
|
| R3 |
1.2094 |
1.2038 |
1.1878 |
|
| R2 |
1.1950 |
1.1950 |
1.1864 |
|
| R1 |
1.1894 |
1.1894 |
1.1851 |
1.1922 |
| PP |
1.1806 |
1.1806 |
1.1806 |
1.1820 |
| S1 |
1.1750 |
1.1750 |
1.1825 |
1.1778 |
| S2 |
1.1662 |
1.1662 |
1.1812 |
|
| S3 |
1.1518 |
1.1606 |
1.1798 |
|
| S4 |
1.1374 |
1.1462 |
1.1759 |
|
|
| Weekly Pivots for week ending 25-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2441 |
1.2326 |
1.1951 |
|
| R3 |
1.2262 |
1.2147 |
1.1902 |
|
| R2 |
1.2083 |
1.2083 |
1.1885 |
|
| R1 |
1.1968 |
1.1968 |
1.1869 |
1.1936 |
| PP |
1.1904 |
1.1904 |
1.1904 |
1.1888 |
| S1 |
1.1789 |
1.1789 |
1.1836 |
1.1757 |
| S2 |
1.1725 |
1.1725 |
1.1820 |
|
| S3 |
1.1546 |
1.1610 |
1.1803 |
|
| S4 |
1.1367 |
1.1431 |
1.1754 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1961 |
1.1700 |
0.0261 |
2.2% |
0.0111 |
0.9% |
53% |
False |
False |
787 |
| 10 |
1.2055 |
1.1700 |
0.0355 |
3.0% |
0.0087 |
0.7% |
39% |
False |
False |
571 |
| 20 |
1.2248 |
1.1700 |
0.0548 |
4.6% |
0.0081 |
0.7% |
25% |
False |
False |
354 |
| 40 |
1.2653 |
1.1700 |
0.0953 |
8.1% |
0.0068 |
0.6% |
14% |
False |
False |
234 |
| 60 |
1.2735 |
1.1700 |
0.1035 |
8.7% |
0.0070 |
0.6% |
13% |
False |
False |
181 |
| 80 |
1.2836 |
1.1700 |
0.1136 |
9.6% |
0.0072 |
0.6% |
12% |
False |
False |
163 |
| 100 |
1.2836 |
1.1700 |
0.1136 |
9.6% |
0.0072 |
0.6% |
12% |
False |
False |
144 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2474 |
|
2.618 |
1.2238 |
|
1.618 |
1.2094 |
|
1.000 |
1.2006 |
|
0.618 |
1.1950 |
|
HIGH |
1.1862 |
|
0.618 |
1.1806 |
|
0.500 |
1.1790 |
|
0.382 |
1.1773 |
|
LOW |
1.1718 |
|
0.618 |
1.1629 |
|
1.000 |
1.1574 |
|
1.618 |
1.1485 |
|
2.618 |
1.1341 |
|
4.250 |
1.1106 |
|
|
| Fisher Pivots for day following 30-May-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.1822 |
1.1828 |
| PP |
1.1806 |
1.1818 |
| S1 |
1.1790 |
1.1809 |
|