CME Euro FX (E) Future June 2018
| Trading Metrics calculated at close of trading on 31-May-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-May-2018 |
31-May-2018 |
Change |
Change % |
Previous Week |
| Open |
1.1558 |
1.1680 |
0.0122 |
1.1% |
1.1789 |
| High |
1.1692 |
1.1738 |
0.0047 |
0.4% |
1.1852 |
| Low |
1.1534 |
1.1653 |
0.0120 |
1.0% |
1.1663 |
| Close |
1.1668 |
1.1701 |
0.0033 |
0.3% |
1.1680 |
| Range |
0.0158 |
0.0085 |
-0.0073 |
-46.2% |
0.0189 |
| ATR |
0.0098 |
0.0097 |
-0.0001 |
-0.9% |
0.0000 |
| Volume |
504,707 |
411,583 |
-93,124 |
-18.5% |
1,659,652 |
|
| Daily Pivots for day following 31-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1952 |
1.1911 |
1.1747 |
|
| R3 |
1.1867 |
1.1826 |
1.1724 |
|
| R2 |
1.1782 |
1.1782 |
1.1716 |
|
| R1 |
1.1741 |
1.1741 |
1.1708 |
1.1762 |
| PP |
1.1697 |
1.1697 |
1.1697 |
1.1707 |
| S1 |
1.1656 |
1.1656 |
1.1693 |
1.1677 |
| S2 |
1.1612 |
1.1612 |
1.1685 |
|
| S3 |
1.1527 |
1.1571 |
1.1677 |
|
| S4 |
1.1442 |
1.1486 |
1.1654 |
|
|
| 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 |
1.1768 |
1.1526 |
0.0242 |
2.1% |
0.0122 |
1.0% |
72% |
False |
False |
464,024 |
| 10 |
1.1862 |
1.1526 |
0.0336 |
2.9% |
0.0101 |
0.9% |
52% |
False |
False |
384,819 |
| 20 |
1.2045 |
1.1526 |
0.0519 |
4.4% |
0.0094 |
0.8% |
34% |
False |
False |
328,677 |
| 40 |
1.2469 |
1.1526 |
0.0943 |
8.1% |
0.0086 |
0.7% |
19% |
False |
False |
273,028 |
| 60 |
1.2554 |
1.1526 |
0.1028 |
8.8% |
0.0086 |
0.7% |
17% |
False |
False |
241,592 |
| 80 |
1.2659 |
1.1526 |
0.1133 |
9.7% |
0.0089 |
0.8% |
15% |
False |
False |
182,062 |
| 100 |
1.2659 |
1.1526 |
0.1133 |
9.7% |
0.0092 |
0.8% |
15% |
False |
False |
145,804 |
| 120 |
1.2659 |
1.1526 |
0.1133 |
9.7% |
0.0086 |
0.7% |
15% |
False |
False |
121,669 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2099 |
|
2.618 |
1.1961 |
|
1.618 |
1.1876 |
|
1.000 |
1.1823 |
|
0.618 |
1.1791 |
|
HIGH |
1.1738 |
|
0.618 |
1.1706 |
|
0.500 |
1.1696 |
|
0.382 |
1.1685 |
|
LOW |
1.1653 |
|
0.618 |
1.1600 |
|
1.000 |
1.1568 |
|
1.618 |
1.1515 |
|
2.618 |
1.1430 |
|
4.250 |
1.1292 |
|
|
| Fisher Pivots for day following 31-May-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.1699 |
1.1679 |
| PP |
1.1697 |
1.1657 |
| S1 |
1.1696 |
1.1636 |
|