CME Euro FX (E) Future December 2018
| Trading Metrics calculated at close of trading on 22-Jun-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jun-2018 |
22-Jun-2018 |
Change |
Change % |
Previous Week |
| Open |
1.1735 |
1.1767 |
0.0032 |
0.3% |
1.1763 |
| High |
1.1789 |
1.1836 |
0.0047 |
0.4% |
1.1836 |
| Low |
1.1669 |
1.1766 |
0.0098 |
0.8% |
1.1669 |
| Close |
1.1784 |
1.1824 |
0.0041 |
0.3% |
1.1824 |
| Range |
0.0120 |
0.0070 |
-0.0051 |
-42.1% |
0.0167 |
| ATR |
0.0088 |
0.0086 |
-0.0001 |
-1.5% |
0.0000 |
| Volume |
543 |
531 |
-12 |
-2.2% |
3,245 |
|
| Daily Pivots for day following 22-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2017 |
1.1990 |
1.1862 |
|
| R3 |
1.1948 |
1.1921 |
1.1843 |
|
| R2 |
1.1878 |
1.1878 |
1.1837 |
|
| R1 |
1.1851 |
1.1851 |
1.1830 |
1.1865 |
| PP |
1.1809 |
1.1809 |
1.1809 |
1.1815 |
| S1 |
1.1782 |
1.1782 |
1.1818 |
1.1795 |
| S2 |
1.1739 |
1.1739 |
1.1811 |
|
| S3 |
1.1670 |
1.1712 |
1.1805 |
|
| S4 |
1.1600 |
1.1643 |
1.1786 |
|
|
| Weekly Pivots for week ending 22-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2277 |
1.2218 |
1.1916 |
|
| R3 |
1.2110 |
1.2051 |
1.1870 |
|
| R2 |
1.1943 |
1.1943 |
1.1855 |
|
| R1 |
1.1884 |
1.1884 |
1.1839 |
1.1913 |
| PP |
1.1776 |
1.1776 |
1.1776 |
1.1791 |
| S1 |
1.1717 |
1.1717 |
1.1809 |
1.1746 |
| S2 |
1.1609 |
1.1609 |
1.1793 |
|
| S3 |
1.1442 |
1.1550 |
1.1778 |
|
| S4 |
1.1275 |
1.1383 |
1.1732 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1836 |
1.1669 |
0.0167 |
1.4% |
0.0083 |
0.7% |
93% |
True |
False |
649 |
| 10 |
1.2010 |
1.1669 |
0.0342 |
2.9% |
0.0091 |
0.8% |
46% |
False |
False |
599 |
| 20 |
1.2014 |
1.1669 |
0.0345 |
2.9% |
0.0088 |
0.7% |
45% |
False |
False |
500 |
| 40 |
1.2347 |
1.1669 |
0.0679 |
5.7% |
0.0079 |
0.7% |
23% |
False |
False |
378 |
| 60 |
1.2653 |
1.1669 |
0.0985 |
8.3% |
0.0071 |
0.6% |
16% |
False |
False |
280 |
| 80 |
1.2735 |
1.1669 |
0.1067 |
9.0% |
0.0072 |
0.6% |
15% |
False |
False |
229 |
| 100 |
1.2836 |
1.1669 |
0.1167 |
9.9% |
0.0073 |
0.6% |
13% |
False |
False |
204 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2131 |
|
2.618 |
1.2017 |
|
1.618 |
1.1948 |
|
1.000 |
1.1905 |
|
0.618 |
1.1878 |
|
HIGH |
1.1836 |
|
0.618 |
1.1809 |
|
0.500 |
1.1801 |
|
0.382 |
1.1793 |
|
LOW |
1.1766 |
|
0.618 |
1.1723 |
|
1.000 |
1.1697 |
|
1.618 |
1.1654 |
|
2.618 |
1.1584 |
|
4.250 |
1.1471 |
|
|
| Fisher Pivots for day following 22-Jun-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.1816 |
1.1800 |
| PP |
1.1809 |
1.1776 |
| S1 |
1.1801 |
1.1752 |
|