CME Euro FX (E) Future December 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 |
1.1767 |
1.1827 |
0.0061 |
0.5% |
1.1763 |
| High |
1.1836 |
1.1868 |
0.0033 |
0.3% |
1.1836 |
| Low |
1.1766 |
1.1789 |
0.0023 |
0.2% |
1.1669 |
| Close |
1.1824 |
1.1865 |
0.0041 |
0.3% |
1.1824 |
| Range |
0.0070 |
0.0079 |
0.0010 |
13.7% |
0.0167 |
| ATR |
0.0086 |
0.0086 |
-0.0001 |
-0.6% |
0.0000 |
| Volume |
531 |
536 |
5 |
0.9% |
3,245 |
|
| Daily Pivots for day following 25-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2078 |
1.2050 |
1.1908 |
|
| R3 |
1.1999 |
1.1971 |
1.1886 |
|
| R2 |
1.1920 |
1.1920 |
1.1879 |
|
| R1 |
1.1892 |
1.1892 |
1.1872 |
1.1906 |
| PP |
1.1841 |
1.1841 |
1.1841 |
1.1847 |
| S1 |
1.1813 |
1.1813 |
1.1857 |
1.1827 |
| S2 |
1.1762 |
1.1762 |
1.1850 |
|
| S3 |
1.1683 |
1.1734 |
1.1843 |
|
| S4 |
1.1604 |
1.1655 |
1.1821 |
|
|
| Weekly Pivots for week ending 22-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2277 |
1.2218 |
1.1916 |
|
| R3 |
1.2110 |
1.2051 |
1.1870 |
|
| R2 |
1.1943 |
1.1943 |
1.1855 |
|
| R1 |
1.1884 |
1.1884 |
1.1839 |
1.1913 |
| PP |
1.1776 |
1.1776 |
1.1776 |
1.1791 |
| S1 |
1.1717 |
1.1717 |
1.1809 |
1.1746 |
| S2 |
1.1609 |
1.1609 |
1.1793 |
|
| S3 |
1.1442 |
1.1550 |
1.1778 |
|
| S4 |
1.1275 |
1.1383 |
1.1732 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1868 |
1.1669 |
0.0200 |
1.7% |
0.0087 |
0.7% |
98% |
True |
False |
652 |
| 10 |
1.2010 |
1.1669 |
0.0342 |
2.9% |
0.0096 |
0.8% |
57% |
False |
False |
640 |
| 20 |
1.2014 |
1.1669 |
0.0345 |
2.9% |
0.0089 |
0.7% |
57% |
False |
False |
513 |
| 40 |
1.2338 |
1.1669 |
0.0669 |
5.6% |
0.0079 |
0.7% |
29% |
False |
False |
377 |
| 60 |
1.2653 |
1.1669 |
0.0985 |
8.3% |
0.0071 |
0.6% |
20% |
False |
False |
289 |
| 80 |
1.2735 |
1.1669 |
0.1067 |
9.0% |
0.0072 |
0.6% |
18% |
False |
False |
236 |
| 100 |
1.2836 |
1.1669 |
0.1167 |
9.8% |
0.0073 |
0.6% |
17% |
False |
False |
209 |
| 120 |
1.2836 |
1.1669 |
0.1167 |
9.8% |
0.0073 |
0.6% |
17% |
False |
False |
187 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2204 |
|
2.618 |
1.2075 |
|
1.618 |
1.1996 |
|
1.000 |
1.1947 |
|
0.618 |
1.1917 |
|
HIGH |
1.1868 |
|
0.618 |
1.1838 |
|
0.500 |
1.1829 |
|
0.382 |
1.1819 |
|
LOW |
1.1789 |
|
0.618 |
1.1740 |
|
1.000 |
1.1710 |
|
1.618 |
1.1661 |
|
2.618 |
1.1582 |
|
4.250 |
1.1453 |
|
|
| Fisher Pivots for day following 25-Jun-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.1853 |
1.1832 |
| PP |
1.1841 |
1.1800 |
| S1 |
1.1829 |
1.1768 |
|