CME Euro FX (E) Future June 2018
| Trading Metrics calculated at close of trading on 25-May-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-May-2018 |
25-May-2018 |
Change |
Change % |
Previous Week |
| Open |
1.1719 |
1.1738 |
0.0019 |
0.2% |
1.1789 |
| High |
1.1768 |
1.1752 |
-0.0016 |
-0.1% |
1.1852 |
| Low |
1.1709 |
1.1663 |
-0.0046 |
-0.4% |
1.1663 |
| Close |
1.1746 |
1.1680 |
-0.0066 |
-0.6% |
1.1680 |
| Range |
0.0059 |
0.0089 |
0.0030 |
50.8% |
0.0189 |
| ATR |
0.0083 |
0.0083 |
0.0000 |
0.5% |
0.0000 |
| Volume |
308,535 |
363,578 |
55,043 |
17.8% |
1,659,652 |
|
| Daily Pivots for day following 25-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1965 |
1.1911 |
1.1728 |
|
| R3 |
1.1876 |
1.1822 |
1.1704 |
|
| R2 |
1.1787 |
1.1787 |
1.1696 |
|
| R1 |
1.1733 |
1.1733 |
1.1688 |
1.1716 |
| PP |
1.1698 |
1.1698 |
1.1698 |
1.1689 |
| S1 |
1.1644 |
1.1644 |
1.1671 |
1.1627 |
| S2 |
1.1609 |
1.1609 |
1.1663 |
|
| S3 |
1.1520 |
1.1555 |
1.1655 |
|
| S4 |
1.1431 |
1.1466 |
1.1631 |
|
|
| Weekly Pivots for week ending 25-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2299 |
1.2178 |
1.1783 |
|
| R3 |
1.2110 |
1.1989 |
1.1731 |
|
| R2 |
1.1921 |
1.1921 |
1.1714 |
|
| R1 |
1.1800 |
1.1800 |
1.1697 |
1.1766 |
| PP |
1.1732 |
1.1732 |
1.1732 |
1.1714 |
| S1 |
1.1611 |
1.1611 |
1.1662 |
1.1577 |
| S2 |
1.1543 |
1.1543 |
1.1645 |
|
| S3 |
1.1354 |
1.1422 |
1.1628 |
|
| S4 |
1.1165 |
1.1233 |
1.1576 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1852 |
1.1663 |
0.0189 |
1.6% |
0.0083 |
0.7% |
9% |
False |
True |
331,930 |
| 10 |
1.2025 |
1.1663 |
0.0362 |
3.1% |
0.0083 |
0.7% |
5% |
False |
True |
311,545 |
| 20 |
1.2181 |
1.1663 |
0.0518 |
4.4% |
0.0084 |
0.7% |
3% |
False |
True |
282,574 |
| 40 |
1.2469 |
1.1663 |
0.0806 |
6.9% |
0.0079 |
0.7% |
2% |
False |
True |
243,923 |
| 60 |
1.2554 |
1.1663 |
0.0891 |
7.6% |
0.0083 |
0.7% |
2% |
False |
True |
214,475 |
| 80 |
1.2659 |
1.1663 |
0.0996 |
8.5% |
0.0087 |
0.7% |
2% |
False |
True |
161,502 |
| 100 |
1.2659 |
1.1663 |
0.0996 |
8.5% |
0.0090 |
0.8% |
2% |
False |
True |
129,332 |
| 120 |
1.2659 |
1.1663 |
0.0996 |
8.5% |
0.0084 |
0.7% |
2% |
False |
True |
107,937 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2130 |
|
2.618 |
1.1985 |
|
1.618 |
1.1896 |
|
1.000 |
1.1841 |
|
0.618 |
1.1807 |
|
HIGH |
1.1752 |
|
0.618 |
1.1718 |
|
0.500 |
1.1708 |
|
0.382 |
1.1697 |
|
LOW |
1.1663 |
|
0.618 |
1.1608 |
|
1.000 |
1.1574 |
|
1.618 |
1.1519 |
|
2.618 |
1.1430 |
|
4.250 |
1.1285 |
|
|
| Fisher Pivots for day following 25-May-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.1708 |
1.1737 |
| PP |
1.1698 |
1.1718 |
| S1 |
1.1689 |
1.1699 |
|