CME Euro FX (E) Future June 2018
| Trading Metrics calculated at close of trading on 22-May-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-May-2018 |
22-May-2018 |
Change |
Change % |
Previous Week |
| Open |
1.1789 |
1.1816 |
0.0027 |
0.2% |
1.1978 |
| High |
1.1819 |
1.1852 |
0.0033 |
0.3% |
1.2025 |
| Low |
1.1740 |
1.1779 |
0.0040 |
0.3% |
1.1773 |
| Close |
1.1795 |
1.1800 |
0.0005 |
0.0% |
1.1797 |
| Range |
0.0080 |
0.0073 |
-0.0007 |
-8.2% |
0.0253 |
| ATR |
0.0083 |
0.0082 |
-0.0001 |
-0.9% |
0.0000 |
| Volume |
265,071 |
291,627 |
26,556 |
10.0% |
1,455,801 |
|
| Daily Pivots for day following 22-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2029 |
1.1988 |
1.1840 |
|
| R3 |
1.1956 |
1.1915 |
1.1820 |
|
| R2 |
1.1883 |
1.1883 |
1.1813 |
|
| R1 |
1.1842 |
1.1842 |
1.1807 |
1.1826 |
| PP |
1.1810 |
1.1810 |
1.1810 |
1.1803 |
| S1 |
1.1769 |
1.1769 |
1.1793 |
1.1753 |
| S2 |
1.1737 |
1.1737 |
1.1787 |
|
| S3 |
1.1664 |
1.1696 |
1.1780 |
|
| S4 |
1.1591 |
1.1623 |
1.1760 |
|
|
| 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 |
1.1882 |
1.1740 |
0.0142 |
1.2% |
0.0076 |
0.6% |
43% |
False |
False |
295,785 |
| 10 |
1.2025 |
1.1740 |
0.0286 |
2.4% |
0.0082 |
0.7% |
21% |
False |
False |
282,860 |
| 20 |
1.2286 |
1.1740 |
0.0547 |
4.6% |
0.0085 |
0.7% |
11% |
False |
False |
268,193 |
| 40 |
1.2554 |
1.1740 |
0.0814 |
6.9% |
0.0080 |
0.7% |
7% |
False |
False |
232,833 |
| 60 |
1.2554 |
1.1740 |
0.0814 |
6.9% |
0.0083 |
0.7% |
7% |
False |
False |
196,531 |
| 80 |
1.2659 |
1.1740 |
0.0920 |
7.8% |
0.0087 |
0.7% |
7% |
False |
False |
147,757 |
| 100 |
1.2659 |
1.1740 |
0.0920 |
7.8% |
0.0089 |
0.8% |
7% |
False |
False |
118,313 |
| 120 |
1.2659 |
1.1740 |
0.0920 |
7.8% |
0.0083 |
0.7% |
7% |
False |
False |
98,747 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2162 |
|
2.618 |
1.2043 |
|
1.618 |
1.1970 |
|
1.000 |
1.1925 |
|
0.618 |
1.1897 |
|
HIGH |
1.1852 |
|
0.618 |
1.1824 |
|
0.500 |
1.1816 |
|
0.382 |
1.1807 |
|
LOW |
1.1779 |
|
0.618 |
1.1734 |
|
1.000 |
1.1706 |
|
1.618 |
1.1661 |
|
2.618 |
1.1588 |
|
4.250 |
1.1469 |
|
|
| Fisher Pivots for day following 22-May-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.1816 |
1.1799 |
| PP |
1.1810 |
1.1797 |
| S1 |
1.1805 |
1.1796 |
|