CME Euro FX (E) Future December 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 |
1.1712 |
1.1721 |
0.0009 |
0.1% |
1.1827 |
| High |
1.1753 |
1.1842 |
0.0089 |
0.8% |
1.1877 |
| Low |
1.1683 |
1.1718 |
0.0035 |
0.3% |
1.1683 |
| Close |
1.1709 |
1.1822 |
0.0113 |
1.0% |
1.1822 |
| Range |
0.0071 |
0.0125 |
0.0054 |
76.6% |
0.0194 |
| ATR |
0.0087 |
0.0091 |
0.0003 |
3.7% |
0.0000 |
| Volume |
377 |
437 |
60 |
15.9% |
2,165 |
|
| Daily Pivots for day following 29-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2167 |
1.2119 |
1.1890 |
|
| R3 |
1.2043 |
1.1995 |
1.1856 |
|
| R2 |
1.1918 |
1.1918 |
1.1845 |
|
| R1 |
1.1870 |
1.1870 |
1.1833 |
1.1894 |
| PP |
1.1794 |
1.1794 |
1.1794 |
1.1806 |
| S1 |
1.1746 |
1.1746 |
1.1811 |
1.1770 |
| S2 |
1.1669 |
1.1669 |
1.1799 |
|
| S3 |
1.1545 |
1.1621 |
1.1788 |
|
| S4 |
1.1420 |
1.1497 |
1.1754 |
|
|
| Weekly Pivots for week ending 29-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2376 |
1.2293 |
1.1929 |
|
| R3 |
1.2182 |
1.2099 |
1.1875 |
|
| R2 |
1.1988 |
1.1988 |
1.1858 |
|
| R1 |
1.1905 |
1.1905 |
1.1840 |
1.1849 |
| PP |
1.1794 |
1.1794 |
1.1794 |
1.1766 |
| S1 |
1.1711 |
1.1711 |
1.1804 |
1.1655 |
| S2 |
1.1600 |
1.1600 |
1.1786 |
|
| S3 |
1.1406 |
1.1517 |
1.1769 |
|
| S4 |
1.1212 |
1.1323 |
1.1715 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1877 |
1.1683 |
0.0194 |
1.6% |
0.0097 |
0.8% |
72% |
False |
False |
433 |
| 10 |
1.1877 |
1.1669 |
0.0208 |
1.8% |
0.0090 |
0.8% |
74% |
False |
False |
541 |
| 20 |
1.2014 |
1.1669 |
0.0345 |
2.9% |
0.0084 |
0.7% |
44% |
False |
False |
454 |
| 40 |
1.2208 |
1.1669 |
0.0539 |
4.6% |
0.0083 |
0.7% |
28% |
False |
False |
410 |
| 60 |
1.2653 |
1.1669 |
0.0985 |
8.3% |
0.0074 |
0.6% |
16% |
False |
False |
312 |
| 80 |
1.2735 |
1.1669 |
0.1067 |
9.0% |
0.0073 |
0.6% |
14% |
False |
False |
254 |
| 100 |
1.2836 |
1.1669 |
0.1167 |
9.9% |
0.0074 |
0.6% |
13% |
False |
False |
224 |
| 120 |
1.2836 |
1.1669 |
0.1167 |
9.9% |
0.0075 |
0.6% |
13% |
False |
False |
199 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2371 |
|
2.618 |
1.2168 |
|
1.618 |
1.2043 |
|
1.000 |
1.1967 |
|
0.618 |
1.1919 |
|
HIGH |
1.1842 |
|
0.618 |
1.1794 |
|
0.500 |
1.1780 |
|
0.382 |
1.1765 |
|
LOW |
1.1718 |
|
0.618 |
1.1641 |
|
1.000 |
1.1593 |
|
1.618 |
1.1516 |
|
2.618 |
1.1392 |
|
4.250 |
1.1188 |
|
|
| Fisher Pivots for day following 29-Jun-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.1808 |
1.1802 |
| PP |
1.1794 |
1.1782 |
| S1 |
1.1780 |
1.1762 |
|