CME Euro FX (E) Future December 2018
| Trading Metrics calculated at close of trading on 27-Jun-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jun-2018 |
27-Jun-2018 |
Change |
Change % |
Previous Week |
| Open |
1.1865 |
1.1810 |
-0.0055 |
-0.5% |
1.1763 |
| High |
1.1877 |
1.1829 |
-0.0048 |
-0.4% |
1.1836 |
| Low |
1.1798 |
1.1697 |
-0.0101 |
-0.9% |
1.1669 |
| Close |
1.1809 |
1.1714 |
-0.0096 |
-0.8% |
1.1824 |
| Range |
0.0079 |
0.0132 |
0.0053 |
67.1% |
0.0167 |
| ATR |
0.0085 |
0.0089 |
0.0003 |
3.9% |
0.0000 |
| Volume |
179 |
636 |
457 |
255.3% |
3,245 |
|
| Daily Pivots for day following 27-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2143 |
1.2060 |
1.1786 |
|
| R3 |
1.2011 |
1.1928 |
1.1750 |
|
| R2 |
1.1879 |
1.1879 |
1.1738 |
|
| R1 |
1.1796 |
1.1796 |
1.1726 |
1.1771 |
| PP |
1.1747 |
1.1747 |
1.1747 |
1.1734 |
| S1 |
1.1664 |
1.1664 |
1.1701 |
1.1639 |
| S2 |
1.1615 |
1.1615 |
1.1689 |
|
| S3 |
1.1483 |
1.1532 |
1.1677 |
|
| S4 |
1.1351 |
1.1400 |
1.1641 |
|
|
| 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 |
1.1877 |
1.1669 |
0.0208 |
1.8% |
0.0096 |
0.8% |
22% |
False |
False |
485 |
| 10 |
1.2010 |
1.1669 |
0.0342 |
2.9% |
0.0105 |
0.9% |
13% |
False |
False |
638 |
| 20 |
1.2014 |
1.1669 |
0.0345 |
2.9% |
0.0082 |
0.7% |
13% |
False |
False |
435 |
| 40 |
1.2248 |
1.1669 |
0.0580 |
4.9% |
0.0081 |
0.7% |
8% |
False |
False |
394 |
| 60 |
1.2653 |
1.1669 |
0.0985 |
8.4% |
0.0072 |
0.6% |
5% |
False |
False |
301 |
| 80 |
1.2735 |
1.1669 |
0.1067 |
9.1% |
0.0073 |
0.6% |
4% |
False |
False |
245 |
| 100 |
1.2836 |
1.1669 |
0.1167 |
10.0% |
0.0074 |
0.6% |
4% |
False |
False |
217 |
| 120 |
1.2836 |
1.1669 |
0.1167 |
10.0% |
0.0074 |
0.6% |
4% |
False |
False |
192 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2390 |
|
2.618 |
1.2175 |
|
1.618 |
1.2043 |
|
1.000 |
1.1961 |
|
0.618 |
1.1911 |
|
HIGH |
1.1829 |
|
0.618 |
1.1779 |
|
0.500 |
1.1763 |
|
0.382 |
1.1747 |
|
LOW |
1.1697 |
|
0.618 |
1.1615 |
|
1.000 |
1.1565 |
|
1.618 |
1.1483 |
|
2.618 |
1.1351 |
|
4.250 |
1.1136 |
|
|
| Fisher Pivots for day following 27-Jun-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.1763 |
1.1787 |
| PP |
1.1747 |
1.1762 |
| S1 |
1.1730 |
1.1738 |
|