CME Euro FX (E) Future September 2018
| Trading Metrics calculated at close of trading on 25-Jun-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jun-2018 |
25-Jun-2018 |
Change |
Change % |
Previous Week |
| Open |
1.1680 |
1.1741 |
0.0061 |
0.5% |
1.1676 |
| High |
1.1750 |
1.1788 |
0.0038 |
0.3% |
1.1750 |
| Low |
1.1675 |
1.1702 |
0.0028 |
0.2% |
1.1582 |
| Close |
1.1738 |
1.1778 |
0.0041 |
0.3% |
1.1738 |
| Range |
0.0075 |
0.0086 |
0.0011 |
14.0% |
0.0168 |
| ATR |
0.0096 |
0.0095 |
-0.0001 |
-0.8% |
0.0000 |
| Volume |
241,796 |
217,497 |
-24,299 |
-10.0% |
1,286,948 |
|
| Daily Pivots for day following 25-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2012 |
1.1981 |
1.1825 |
|
| R3 |
1.1927 |
1.1895 |
1.1802 |
|
| R2 |
1.1841 |
1.1841 |
1.1794 |
|
| R1 |
1.1810 |
1.1810 |
1.1786 |
1.1826 |
| PP |
1.1756 |
1.1756 |
1.1756 |
1.1764 |
| S1 |
1.1724 |
1.1724 |
1.1770 |
1.1740 |
| S2 |
1.1670 |
1.1670 |
1.1762 |
|
| S3 |
1.1585 |
1.1639 |
1.1754 |
|
| S4 |
1.1499 |
1.1553 |
1.1731 |
|
|
| Weekly Pivots for week ending 22-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2192 |
1.2132 |
1.1830 |
|
| R3 |
1.2025 |
1.1965 |
1.1784 |
|
| R2 |
1.1857 |
1.1857 |
1.1768 |
|
| R1 |
1.1797 |
1.1797 |
1.1753 |
1.1827 |
| PP |
1.1690 |
1.1690 |
1.1690 |
1.1705 |
| S1 |
1.1630 |
1.1630 |
1.1722 |
1.1660 |
| S2 |
1.1522 |
1.1522 |
1.1707 |
|
| S3 |
1.1355 |
1.1462 |
1.1691 |
|
| S4 |
1.1187 |
1.1295 |
1.1645 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1788 |
1.1582 |
0.0206 |
1.7% |
0.0093 |
0.8% |
95% |
True |
False |
264,534 |
| 10 |
1.1940 |
1.1582 |
0.0358 |
3.0% |
0.0106 |
0.9% |
55% |
False |
False |
252,471 |
| 20 |
1.1940 |
1.1582 |
0.0358 |
3.0% |
0.0103 |
0.9% |
55% |
False |
False |
140,397 |
| 40 |
1.2268 |
1.1582 |
0.0686 |
5.8% |
0.0091 |
0.8% |
29% |
False |
False |
71,686 |
| 60 |
1.2557 |
1.1582 |
0.0975 |
8.3% |
0.0084 |
0.7% |
20% |
False |
False |
47,959 |
| 80 |
1.2639 |
1.1582 |
0.1057 |
9.0% |
0.0082 |
0.7% |
19% |
False |
False |
36,014 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2151 |
|
2.618 |
1.2011 |
|
1.618 |
1.1926 |
|
1.000 |
1.1873 |
|
0.618 |
1.1840 |
|
HIGH |
1.1788 |
|
0.618 |
1.1755 |
|
0.500 |
1.1745 |
|
0.382 |
1.1735 |
|
LOW |
1.1702 |
|
0.618 |
1.1649 |
|
1.000 |
1.1617 |
|
1.618 |
1.1564 |
|
2.618 |
1.1478 |
|
4.250 |
1.1339 |
|
|
| Fisher Pivots for day following 25-Jun-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.1767 |
1.1747 |
| PP |
1.1756 |
1.1716 |
| S1 |
1.1745 |
1.1685 |
|