CME Euro FX (E) Future June 2018
| Trading Metrics calculated at close of trading on 21-May-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-May-2018 |
21-May-2018 |
Change |
Change % |
Previous Week |
| Open |
1.1820 |
1.1789 |
-0.0031 |
-0.3% |
1.1978 |
| High |
1.1846 |
1.1819 |
-0.0027 |
-0.2% |
1.2025 |
| Low |
1.1773 |
1.1740 |
-0.0033 |
-0.3% |
1.1773 |
| Close |
1.1797 |
1.1795 |
-0.0002 |
0.0% |
1.1797 |
| Range |
0.0074 |
0.0080 |
0.0006 |
8.2% |
0.0253 |
| ATR |
0.0083 |
0.0083 |
0.0000 |
-0.3% |
0.0000 |
| Volume |
257,054 |
265,071 |
8,017 |
3.1% |
1,455,801 |
|
| Daily Pivots for day following 21-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2023 |
1.1989 |
1.1839 |
|
| R3 |
1.1944 |
1.1909 |
1.1817 |
|
| R2 |
1.1864 |
1.1864 |
1.1810 |
|
| R1 |
1.1830 |
1.1830 |
1.1802 |
1.1847 |
| PP |
1.1785 |
1.1785 |
1.1785 |
1.1793 |
| S1 |
1.1750 |
1.1750 |
1.1788 |
1.1767 |
| S2 |
1.1705 |
1.1705 |
1.1780 |
|
| S3 |
1.1626 |
1.1671 |
1.1773 |
|
| S4 |
1.1546 |
1.1591 |
1.1751 |
|
|
| Weekly Pivots for week ending 18-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2622 |
1.2462 |
1.1936 |
|
| R3 |
1.2370 |
1.2210 |
1.1866 |
|
| R2 |
1.2117 |
1.2117 |
1.1843 |
|
| R1 |
1.1957 |
1.1957 |
1.1820 |
1.1911 |
| PP |
1.1865 |
1.1865 |
1.1865 |
1.1842 |
| S1 |
1.1705 |
1.1705 |
1.1774 |
1.1659 |
| S2 |
1.1612 |
1.1612 |
1.1751 |
|
| S3 |
1.1360 |
1.1452 |
1.1728 |
|
| S4 |
1.1107 |
1.1200 |
1.1658 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1966 |
1.1740 |
0.0227 |
1.9% |
0.0085 |
0.7% |
25% |
False |
True |
303,790 |
| 10 |
1.2025 |
1.1740 |
0.0286 |
2.4% |
0.0085 |
0.7% |
19% |
False |
True |
282,491 |
| 20 |
1.2294 |
1.1740 |
0.0554 |
4.7% |
0.0084 |
0.7% |
10% |
False |
True |
264,259 |
| 40 |
1.2554 |
1.1740 |
0.0814 |
6.9% |
0.0081 |
0.7% |
7% |
False |
True |
230,937 |
| 60 |
1.2554 |
1.1740 |
0.0814 |
6.9% |
0.0083 |
0.7% |
7% |
False |
True |
191,707 |
| 80 |
1.2659 |
1.1740 |
0.0920 |
7.8% |
0.0088 |
0.7% |
6% |
False |
True |
144,118 |
| 100 |
1.2659 |
1.1740 |
0.0920 |
7.8% |
0.0089 |
0.8% |
6% |
False |
True |
115,398 |
| 120 |
1.2659 |
1.1740 |
0.0920 |
7.8% |
0.0083 |
0.7% |
6% |
False |
True |
96,318 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2157 |
|
2.618 |
1.2027 |
|
1.618 |
1.1948 |
|
1.000 |
1.1899 |
|
0.618 |
1.1868 |
|
HIGH |
1.1819 |
|
0.618 |
1.1789 |
|
0.500 |
1.1779 |
|
0.382 |
1.1770 |
|
LOW |
1.1740 |
|
0.618 |
1.1690 |
|
1.000 |
1.1660 |
|
1.618 |
1.1611 |
|
2.618 |
1.1531 |
|
4.250 |
1.1402 |
|
|
| Fisher Pivots for day following 21-May-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.1790 |
1.1801 |
| PP |
1.1785 |
1.1799 |
| S1 |
1.1779 |
1.1797 |
|