CME Euro FX (E) Future December 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 |
1.1890 |
1.1869 |
-0.0021 |
-0.2% |
1.1946 |
| High |
1.1917 |
1.1900 |
-0.0017 |
-0.1% |
1.2019 |
| Low |
1.1840 |
1.1700 |
-0.0140 |
-1.2% |
1.1840 |
| Close |
1.1853 |
1.1718 |
-0.0135 |
-1.1% |
1.1853 |
| Range |
0.0077 |
0.0200 |
0.0123 |
159.7% |
0.0179 |
| ATR |
0.0070 |
0.0080 |
0.0009 |
13.1% |
0.0000 |
| Volume |
277 |
1,250 |
973 |
351.3% |
2,002 |
|
| Daily Pivots for day following 29-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2373 |
1.2245 |
1.1828 |
|
| R3 |
1.2173 |
1.2045 |
1.1773 |
|
| R2 |
1.1973 |
1.1973 |
1.1755 |
|
| R1 |
1.1845 |
1.1845 |
1.1736 |
1.1809 |
| PP |
1.1773 |
1.1773 |
1.1773 |
1.1755 |
| S1 |
1.1645 |
1.1645 |
1.1700 |
1.1609 |
| S2 |
1.1573 |
1.1573 |
1.1681 |
|
| S3 |
1.1373 |
1.1445 |
1.1663 |
|
| S4 |
1.1173 |
1.1245 |
1.1608 |
|
|
| Weekly Pivots for week ending 25-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2441 |
1.2326 |
1.1951 |
|
| R3 |
1.2262 |
1.2147 |
1.1902 |
|
| R2 |
1.2083 |
1.2083 |
1.1885 |
|
| R1 |
1.1968 |
1.1968 |
1.1869 |
1.1936 |
| PP |
1.1904 |
1.1904 |
1.1904 |
1.1888 |
| S1 |
1.1789 |
1.1789 |
1.1836 |
1.1757 |
| S2 |
1.1725 |
1.1725 |
1.1820 |
|
| S3 |
1.1546 |
1.1610 |
1.1803 |
|
| S4 |
1.1367 |
1.1431 |
1.1754 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2019 |
1.1700 |
0.0319 |
2.7% |
0.0094 |
0.8% |
6% |
False |
True |
621 |
| 10 |
1.2137 |
1.1700 |
0.0437 |
3.7% |
0.0084 |
0.7% |
4% |
False |
True |
488 |
| 20 |
1.2301 |
1.1700 |
0.0601 |
5.1% |
0.0078 |
0.7% |
3% |
False |
True |
300 |
| 40 |
1.2653 |
1.1700 |
0.0953 |
8.1% |
0.0066 |
0.6% |
2% |
False |
True |
207 |
| 60 |
1.2735 |
1.1700 |
0.1035 |
8.8% |
0.0068 |
0.6% |
2% |
False |
True |
163 |
| 80 |
1.2836 |
1.1700 |
0.1136 |
9.7% |
0.0071 |
0.6% |
2% |
False |
True |
149 |
| 100 |
1.2836 |
1.1700 |
0.1136 |
9.7% |
0.0071 |
0.6% |
2% |
False |
True |
134 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2750 |
|
2.618 |
1.2424 |
|
1.618 |
1.2224 |
|
1.000 |
1.2100 |
|
0.618 |
1.2024 |
|
HIGH |
1.1900 |
|
0.618 |
1.1824 |
|
0.500 |
1.1800 |
|
0.382 |
1.1776 |
|
LOW |
1.1700 |
|
0.618 |
1.1576 |
|
1.000 |
1.1500 |
|
1.618 |
1.1376 |
|
2.618 |
1.1176 |
|
4.250 |
1.0850 |
|
|
| Fisher Pivots for day following 29-May-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.1800 |
1.1820 |
| PP |
1.1773 |
1.1786 |
| S1 |
1.1745 |
1.1752 |
|