CME Euro FX (E) Future September 2018
| Trading Metrics calculated at close of trading on 29-May-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-May-2018 |
29-May-2018 |
Change |
Change % |
Previous Week |
| Open |
1.1823 |
1.1788 |
-0.0035 |
-0.3% |
1.1873 |
| High |
1.1836 |
1.1829 |
-0.0007 |
-0.1% |
1.1934 |
| Low |
1.1748 |
1.1613 |
-0.0135 |
-1.1% |
1.1748 |
| Close |
1.1764 |
1.1632 |
-0.0132 |
-1.1% |
1.1764 |
| Range |
0.0088 |
0.0216 |
0.0128 |
145.5% |
0.0186 |
| ATR |
0.0079 |
0.0089 |
0.0010 |
12.4% |
0.0000 |
| Volume |
12,251 |
27,766 |
15,515 |
126.6% |
34,233 |
|
| Daily Pivots for day following 29-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2339 |
1.2202 |
1.1751 |
|
| R3 |
1.2123 |
1.1986 |
1.1691 |
|
| R2 |
1.1907 |
1.1907 |
1.1672 |
|
| R1 |
1.1770 |
1.1770 |
1.1652 |
1.1731 |
| PP |
1.1691 |
1.1691 |
1.1691 |
1.1672 |
| S1 |
1.1554 |
1.1554 |
1.1612 |
1.1515 |
| S2 |
1.1475 |
1.1475 |
1.1592 |
|
| S3 |
1.1259 |
1.1338 |
1.1573 |
|
| S4 |
1.1043 |
1.1122 |
1.1513 |
|
|
| Weekly Pivots for week ending 25-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2373 |
1.2255 |
1.1866 |
|
| R3 |
1.2187 |
1.2069 |
1.1815 |
|
| R2 |
1.2001 |
1.2001 |
1.1798 |
|
| R1 |
1.1883 |
1.1883 |
1.1781 |
1.1849 |
| PP |
1.1815 |
1.1815 |
1.1815 |
1.1798 |
| S1 |
1.1697 |
1.1697 |
1.1747 |
1.1663 |
| S2 |
1.1629 |
1.1629 |
1.1730 |
|
| S3 |
1.1443 |
1.1511 |
1.1713 |
|
| S4 |
1.1257 |
1.1325 |
1.1662 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1934 |
1.1613 |
0.0321 |
2.8% |
0.0108 |
0.9% |
6% |
False |
True |
11,897 |
| 10 |
1.2049 |
1.1613 |
0.0436 |
3.7% |
0.0095 |
0.8% |
4% |
False |
True |
7,255 |
| 20 |
1.2213 |
1.1613 |
0.0600 |
5.2% |
0.0087 |
0.7% |
3% |
False |
True |
4,301 |
| 40 |
1.2557 |
1.1613 |
0.0944 |
8.1% |
0.0078 |
0.7% |
2% |
False |
True |
2,432 |
| 60 |
1.2639 |
1.1613 |
0.1026 |
8.8% |
0.0078 |
0.7% |
2% |
False |
True |
1,682 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2747 |
|
2.618 |
1.2394 |
|
1.618 |
1.2178 |
|
1.000 |
1.2045 |
|
0.618 |
1.1962 |
|
HIGH |
1.1829 |
|
0.618 |
1.1746 |
|
0.500 |
1.1721 |
|
0.382 |
1.1696 |
|
LOW |
1.1613 |
|
0.618 |
1.1480 |
|
1.000 |
1.1397 |
|
1.618 |
1.1264 |
|
2.618 |
1.1048 |
|
4.250 |
1.0695 |
|
|
| Fisher Pivots for day following 29-May-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.1721 |
1.1732 |
| PP |
1.1691 |
1.1699 |
| S1 |
1.1662 |
1.1665 |
|