CME Euro FX (E) Future September 2018
| Trading Metrics calculated at close of trading on 28-Jun-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jun-2018 |
28-Jun-2018 |
Change |
Change % |
Previous Week |
| Open |
1.1717 |
1.1626 |
-0.0092 |
-0.8% |
1.1676 |
| High |
1.1745 |
1.1669 |
-0.0076 |
-0.6% |
1.1750 |
| Low |
1.1612 |
1.1595 |
-0.0017 |
-0.1% |
1.1582 |
| Close |
1.1628 |
1.1624 |
-0.0005 |
0.0% |
1.1738 |
| Range |
0.0133 |
0.0075 |
-0.0059 |
-44.0% |
0.0168 |
| ATR |
0.0097 |
0.0095 |
-0.0002 |
-1.7% |
0.0000 |
| Volume |
302,853 |
264,551 |
-38,302 |
-12.6% |
1,286,948 |
|
| Daily Pivots for day following 28-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1853 |
1.1813 |
1.1664 |
|
| R3 |
1.1778 |
1.1738 |
1.1644 |
|
| R2 |
1.1704 |
1.1704 |
1.1637 |
|
| R1 |
1.1664 |
1.1664 |
1.1630 |
1.1646 |
| PP |
1.1629 |
1.1629 |
1.1629 |
1.1620 |
| S1 |
1.1589 |
1.1589 |
1.1617 |
1.1572 |
| S2 |
1.1555 |
1.1555 |
1.1610 |
|
| S3 |
1.1480 |
1.1515 |
1.1603 |
|
| S4 |
1.1406 |
1.1440 |
1.1583 |
|
|
| 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 |
1.1795 |
1.1595 |
0.0200 |
1.7% |
0.0091 |
0.8% |
15% |
False |
True |
255,051 |
| 10 |
1.1795 |
1.1582 |
0.0213 |
1.8% |
0.0091 |
0.8% |
20% |
False |
False |
264,203 |
| 20 |
1.1940 |
1.1582 |
0.0358 |
3.1% |
0.0095 |
0.8% |
12% |
False |
False |
177,683 |
| 40 |
1.2130 |
1.1582 |
0.0548 |
4.7% |
0.0092 |
0.8% |
8% |
False |
False |
91,975 |
| 60 |
1.2557 |
1.1582 |
0.0975 |
8.4% |
0.0085 |
0.7% |
4% |
False |
False |
61,549 |
| 80 |
1.2639 |
1.1582 |
0.1057 |
9.1% |
0.0084 |
0.7% |
4% |
False |
False |
46,211 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1986 |
|
2.618 |
1.1864 |
|
1.618 |
1.1790 |
|
1.000 |
1.1744 |
|
0.618 |
1.1715 |
|
HIGH |
1.1669 |
|
0.618 |
1.1641 |
|
0.500 |
1.1632 |
|
0.382 |
1.1623 |
|
LOW |
1.1595 |
|
0.618 |
1.1548 |
|
1.000 |
1.1520 |
|
1.618 |
1.1474 |
|
2.618 |
1.1399 |
|
4.250 |
1.1278 |
|
|
| Fisher Pivots for day following 28-Jun-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.1632 |
1.1695 |
| PP |
1.1629 |
1.1671 |
| S1 |
1.1626 |
1.1647 |
|