CME Euro FX (E) Future December 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 |
1.1810 |
1.1712 |
-0.0098 |
-0.8% |
1.1763 |
| High |
1.1829 |
1.1753 |
-0.0076 |
-0.6% |
1.1836 |
| Low |
1.1697 |
1.1683 |
-0.0015 |
-0.1% |
1.1669 |
| Close |
1.1714 |
1.1709 |
-0.0005 |
0.0% |
1.1824 |
| Range |
0.0132 |
0.0071 |
-0.0062 |
-46.6% |
0.0167 |
| ATR |
0.0089 |
0.0087 |
-0.0001 |
-1.5% |
0.0000 |
| Volume |
636 |
377 |
-259 |
-40.7% |
3,245 |
|
| Daily Pivots for day following 28-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1926 |
1.1888 |
1.1748 |
|
| R3 |
1.1856 |
1.1818 |
1.1728 |
|
| R2 |
1.1785 |
1.1785 |
1.1722 |
|
| R1 |
1.1747 |
1.1747 |
1.1715 |
1.1731 |
| PP |
1.1715 |
1.1715 |
1.1715 |
1.1707 |
| S1 |
1.1677 |
1.1677 |
1.1703 |
1.1661 |
| S2 |
1.1644 |
1.1644 |
1.1696 |
|
| S3 |
1.1574 |
1.1606 |
1.1690 |
|
| S4 |
1.1503 |
1.1536 |
1.1670 |
|
|
| 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 |
1.1683 |
0.0194 |
1.7% |
0.0086 |
0.7% |
14% |
False |
True |
451 |
| 10 |
1.1877 |
1.1669 |
0.0208 |
1.8% |
0.0086 |
0.7% |
19% |
False |
False |
608 |
| 20 |
1.2014 |
1.1669 |
0.0345 |
2.9% |
0.0081 |
0.7% |
12% |
False |
False |
442 |
| 40 |
1.2223 |
1.1669 |
0.0555 |
4.7% |
0.0081 |
0.7% |
7% |
False |
False |
402 |
| 60 |
1.2653 |
1.1669 |
0.0985 |
8.4% |
0.0073 |
0.6% |
4% |
False |
False |
306 |
| 80 |
1.2735 |
1.1669 |
0.1067 |
9.1% |
0.0073 |
0.6% |
4% |
False |
False |
249 |
| 100 |
1.2836 |
1.1669 |
0.1167 |
10.0% |
0.0074 |
0.6% |
3% |
False |
False |
220 |
| 120 |
1.2836 |
1.1669 |
0.1167 |
10.0% |
0.0074 |
0.6% |
3% |
False |
False |
195 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2053 |
|
2.618 |
1.1938 |
|
1.618 |
1.1867 |
|
1.000 |
1.1824 |
|
0.618 |
1.1797 |
|
HIGH |
1.1753 |
|
0.618 |
1.1726 |
|
0.500 |
1.1718 |
|
0.382 |
1.1709 |
|
LOW |
1.1683 |
|
0.618 |
1.1639 |
|
1.000 |
1.1612 |
|
1.618 |
1.1568 |
|
2.618 |
1.1498 |
|
4.250 |
1.1383 |
|
|
| Fisher Pivots for day following 28-Jun-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.1718 |
1.1780 |
| PP |
1.1715 |
1.1756 |
| S1 |
1.1712 |
1.1733 |
|