CME Euro FX (E) Future June 2018
| Trading Metrics calculated at close of trading on 24-May-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-May-2018 |
24-May-2018 |
Change |
Change % |
Previous Week |
| Open |
1.1798 |
1.1719 |
-0.0079 |
-0.7% |
1.1978 |
| High |
1.1811 |
1.1768 |
-0.0043 |
-0.4% |
1.2025 |
| Low |
1.1696 |
1.1709 |
0.0013 |
0.1% |
1.1773 |
| Close |
1.1719 |
1.1746 |
0.0027 |
0.2% |
1.1797 |
| Range |
0.0115 |
0.0059 |
-0.0056 |
-48.7% |
0.0253 |
| ATR |
0.0085 |
0.0083 |
-0.0002 |
-2.2% |
0.0000 |
| Volume |
430,841 |
308,535 |
-122,306 |
-28.4% |
1,455,801 |
|
| Daily Pivots for day following 24-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1918 |
1.1891 |
1.1778 |
|
| R3 |
1.1859 |
1.1832 |
1.1762 |
|
| R2 |
1.1800 |
1.1800 |
1.1756 |
|
| R1 |
1.1773 |
1.1773 |
1.1751 |
1.1786 |
| PP |
1.1741 |
1.1741 |
1.1741 |
1.1748 |
| S1 |
1.1714 |
1.1714 |
1.1740 |
1.1727 |
| S2 |
1.1682 |
1.1682 |
1.1735 |
|
| S3 |
1.1623 |
1.1655 |
1.1729 |
|
| S4 |
1.1564 |
1.1596 |
1.1713 |
|
|
| 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 |
1.1852 |
1.1696 |
0.0156 |
1.3% |
0.0080 |
0.7% |
32% |
False |
False |
310,625 |
| 10 |
1.2025 |
1.1696 |
0.0329 |
2.8% |
0.0082 |
0.7% |
15% |
False |
False |
297,489 |
| 20 |
1.2181 |
1.1696 |
0.0485 |
4.1% |
0.0084 |
0.7% |
10% |
False |
False |
277,659 |
| 40 |
1.2469 |
1.1696 |
0.0773 |
6.6% |
0.0079 |
0.7% |
6% |
False |
False |
239,633 |
| 60 |
1.2554 |
1.1696 |
0.0858 |
7.3% |
0.0083 |
0.7% |
6% |
False |
False |
208,532 |
| 80 |
1.2659 |
1.1696 |
0.0963 |
8.2% |
0.0087 |
0.7% |
5% |
False |
False |
156,961 |
| 100 |
1.2659 |
1.1696 |
0.0963 |
8.2% |
0.0089 |
0.8% |
5% |
False |
False |
125,702 |
| 120 |
1.2659 |
1.1696 |
0.0963 |
8.2% |
0.0084 |
0.7% |
5% |
False |
False |
104,907 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2019 |
|
2.618 |
1.1922 |
|
1.618 |
1.1863 |
|
1.000 |
1.1827 |
|
0.618 |
1.1804 |
|
HIGH |
1.1768 |
|
0.618 |
1.1745 |
|
0.500 |
1.1739 |
|
0.382 |
1.1732 |
|
LOW |
1.1709 |
|
0.618 |
1.1673 |
|
1.000 |
1.1650 |
|
1.618 |
1.1614 |
|
2.618 |
1.1555 |
|
4.250 |
1.1458 |
|
|
| Fisher Pivots for day following 24-May-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.1743 |
1.1774 |
| PP |
1.1741 |
1.1765 |
| S1 |
1.1739 |
1.1755 |
|