CME Euro FX (E) Future December 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 |
1.1734 |
1.1848 |
0.0114 |
1.0% |
1.1946 |
| High |
1.1862 |
1.1906 |
0.0045 |
0.4% |
1.2019 |
| Low |
1.1718 |
1.1824 |
0.0107 |
0.9% |
1.1840 |
| Close |
1.1838 |
1.1872 |
0.0034 |
0.3% |
1.1853 |
| Range |
0.0144 |
0.0082 |
-0.0062 |
-43.1% |
0.0179 |
| ATR |
0.0084 |
0.0084 |
0.0000 |
-0.2% |
0.0000 |
| Volume |
1,122 |
245 |
-877 |
-78.2% |
2,002 |
|
| Daily Pivots for day following 31-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2113 |
1.2074 |
1.1917 |
|
| R3 |
1.2031 |
1.1992 |
1.1894 |
|
| R2 |
1.1949 |
1.1949 |
1.1887 |
|
| R1 |
1.1910 |
1.1910 |
1.1879 |
1.1930 |
| PP |
1.1867 |
1.1867 |
1.1867 |
1.1877 |
| S1 |
1.1828 |
1.1828 |
1.1864 |
1.1848 |
| S2 |
1.1785 |
1.1785 |
1.1856 |
|
| S3 |
1.1703 |
1.1746 |
1.1849 |
|
| S4 |
1.1621 |
1.1664 |
1.1826 |
|
|
| 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 |
1.1940 |
1.1700 |
0.0240 |
2.0% |
0.0110 |
0.9% |
72% |
False |
False |
633 |
| 10 |
1.2033 |
1.1700 |
0.0333 |
2.8% |
0.0087 |
0.7% |
52% |
False |
False |
564 |
| 20 |
1.2223 |
1.1700 |
0.0523 |
4.4% |
0.0081 |
0.7% |
33% |
False |
False |
362 |
| 40 |
1.2653 |
1.1700 |
0.0953 |
8.0% |
0.0069 |
0.6% |
18% |
False |
False |
238 |
| 60 |
1.2735 |
1.1700 |
0.1035 |
8.7% |
0.0070 |
0.6% |
17% |
False |
False |
185 |
| 80 |
1.2836 |
1.1700 |
0.1136 |
9.6% |
0.0072 |
0.6% |
15% |
False |
False |
165 |
| 100 |
1.2836 |
1.1700 |
0.1136 |
9.6% |
0.0073 |
0.6% |
15% |
False |
False |
146 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2255 |
|
2.618 |
1.2121 |
|
1.618 |
1.2039 |
|
1.000 |
1.1988 |
|
0.618 |
1.1957 |
|
HIGH |
1.1906 |
|
0.618 |
1.1875 |
|
0.500 |
1.1865 |
|
0.382 |
1.1855 |
|
LOW |
1.1824 |
|
0.618 |
1.1773 |
|
1.000 |
1.1742 |
|
1.618 |
1.1691 |
|
2.618 |
1.1609 |
|
4.250 |
1.1476 |
|
|
| Fisher Pivots for day following 31-May-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.1869 |
1.1849 |
| PP |
1.1867 |
1.1826 |
| S1 |
1.1865 |
1.1803 |
|