CME Euro FX (E) Future September 2018
| Trading Metrics calculated at close of trading on 30-May-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-May-2018 |
30-May-2018 |
Change |
Change % |
Previous Week |
| Open |
1.1788 |
1.1641 |
-0.0147 |
-1.2% |
1.1873 |
| High |
1.1829 |
1.1775 |
-0.0055 |
-0.5% |
1.1934 |
| Low |
1.1613 |
1.1618 |
0.0005 |
0.0% |
1.1748 |
| Close |
1.1632 |
1.1751 |
0.0119 |
1.0% |
1.1764 |
| Range |
0.0216 |
0.0157 |
-0.0060 |
-27.5% |
0.0186 |
| ATR |
0.0089 |
0.0094 |
0.0005 |
5.5% |
0.0000 |
| Volume |
27,766 |
31,367 |
3,601 |
13.0% |
34,233 |
|
| Daily Pivots for day following 30-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2184 |
1.2124 |
1.1837 |
|
| R3 |
1.2027 |
1.1967 |
1.1794 |
|
| R2 |
1.1871 |
1.1871 |
1.1779 |
|
| R1 |
1.1811 |
1.1811 |
1.1765 |
1.1841 |
| PP |
1.1714 |
1.1714 |
1.1714 |
1.1729 |
| S1 |
1.1654 |
1.1654 |
1.1736 |
1.1684 |
| S2 |
1.1558 |
1.1558 |
1.1722 |
|
| S3 |
1.1401 |
1.1498 |
1.1707 |
|
| S4 |
1.1245 |
1.1341 |
1.1664 |
|
|
| 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 |
1.1893 |
1.1613 |
0.0280 |
2.4% |
0.0126 |
1.1% |
49% |
False |
False |
17,590 |
| 10 |
1.1965 |
1.1613 |
0.0352 |
3.0% |
0.0099 |
0.8% |
39% |
False |
False |
10,204 |
| 20 |
1.2156 |
1.1613 |
0.0543 |
4.6% |
0.0090 |
0.8% |
25% |
False |
False |
5,844 |
| 40 |
1.2557 |
1.1613 |
0.0944 |
8.0% |
0.0080 |
0.7% |
15% |
False |
False |
3,212 |
| 60 |
1.2639 |
1.1613 |
0.1026 |
8.7% |
0.0080 |
0.7% |
13% |
False |
False |
2,204 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2440 |
|
2.618 |
1.2184 |
|
1.618 |
1.2028 |
|
1.000 |
1.1931 |
|
0.618 |
1.1871 |
|
HIGH |
1.1775 |
|
0.618 |
1.1715 |
|
0.500 |
1.1696 |
|
0.382 |
1.1678 |
|
LOW |
1.1618 |
|
0.618 |
1.1521 |
|
1.000 |
1.1462 |
|
1.618 |
1.1365 |
|
2.618 |
1.1208 |
|
4.250 |
1.0953 |
|
|
| Fisher Pivots for day following 30-May-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.1732 |
1.1742 |
| PP |
1.1714 |
1.1733 |
| S1 |
1.1696 |
1.1724 |
|