CME Euro FX (E) Future December 2018
| Trading Metrics calculated at close of trading on 26-Jun-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jun-2018 |
26-Jun-2018 |
Change |
Change % |
Previous Week |
| Open |
1.1827 |
1.1865 |
0.0038 |
0.3% |
1.1763 |
| High |
1.1868 |
1.1877 |
0.0009 |
0.1% |
1.1836 |
| Low |
1.1789 |
1.1798 |
0.0009 |
0.1% |
1.1669 |
| Close |
1.1865 |
1.1809 |
-0.0056 |
-0.5% |
1.1824 |
| Range |
0.0079 |
0.0079 |
0.0000 |
0.0% |
0.0167 |
| ATR |
0.0086 |
0.0085 |
0.0000 |
-0.6% |
0.0000 |
| Volume |
536 |
179 |
-357 |
-66.6% |
3,245 |
|
| Daily Pivots for day following 26-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2065 |
1.2016 |
1.1852 |
|
| R3 |
1.1986 |
1.1937 |
1.1831 |
|
| R2 |
1.1907 |
1.1907 |
1.1823 |
|
| R1 |
1.1858 |
1.1858 |
1.1816 |
1.1843 |
| PP |
1.1828 |
1.1828 |
1.1828 |
1.1820 |
| S1 |
1.1779 |
1.1779 |
1.1802 |
1.1764 |
| S2 |
1.1749 |
1.1749 |
1.1795 |
|
| S3 |
1.1670 |
1.1700 |
1.1787 |
|
| S4 |
1.1591 |
1.1621 |
1.1766 |
|
|
| 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 |
1.1877 |
1.1669 |
0.0208 |
1.8% |
0.0080 |
0.7% |
68% |
True |
False |
481 |
| 10 |
1.2010 |
1.1669 |
0.0342 |
2.9% |
0.0097 |
0.8% |
41% |
False |
False |
626 |
| 20 |
1.2014 |
1.1669 |
0.0345 |
2.9% |
0.0083 |
0.7% |
41% |
False |
False |
459 |
| 40 |
1.2301 |
1.1669 |
0.0632 |
5.4% |
0.0080 |
0.7% |
22% |
False |
False |
380 |
| 60 |
1.2653 |
1.1669 |
0.0985 |
8.3% |
0.0071 |
0.6% |
14% |
False |
False |
291 |
| 80 |
1.2735 |
1.1669 |
0.1067 |
9.0% |
0.0072 |
0.6% |
13% |
False |
False |
237 |
| 100 |
1.2836 |
1.1669 |
0.1167 |
9.9% |
0.0073 |
0.6% |
12% |
False |
False |
211 |
| 120 |
1.2836 |
1.1669 |
0.1167 |
9.9% |
0.0073 |
0.6% |
12% |
False |
False |
188 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2212 |
|
2.618 |
1.2083 |
|
1.618 |
1.2004 |
|
1.000 |
1.1956 |
|
0.618 |
1.1925 |
|
HIGH |
1.1877 |
|
0.618 |
1.1846 |
|
0.500 |
1.1837 |
|
0.382 |
1.1828 |
|
LOW |
1.1798 |
|
0.618 |
1.1749 |
|
1.000 |
1.1719 |
|
1.618 |
1.1670 |
|
2.618 |
1.1591 |
|
4.250 |
1.1462 |
|
|
| Fisher Pivots for day following 26-Jun-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.1837 |
1.1821 |
| PP |
1.1828 |
1.1817 |
| S1 |
1.1818 |
1.1813 |
|