CME Euro FX (E) Future December 2018
| Trading Metrics calculated at close of trading on 02-Jul-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jun-2018 |
02-Jul-2018 |
Change |
Change % |
Previous Week |
| Open |
1.1721 |
1.1807 |
0.0087 |
0.7% |
1.1827 |
| High |
1.1842 |
1.1828 |
-0.0014 |
-0.1% |
1.1877 |
| Low |
1.1718 |
1.1744 |
0.0026 |
0.2% |
1.1683 |
| Close |
1.1822 |
1.1760 |
-0.0063 |
-0.5% |
1.1822 |
| Range |
0.0125 |
0.0085 |
-0.0040 |
-32.1% |
0.0194 |
| ATR |
0.0091 |
0.0090 |
0.0000 |
-0.5% |
0.0000 |
| Volume |
437 |
224 |
-213 |
-48.7% |
2,165 |
|
| Daily Pivots for day following 02-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2031 |
1.1980 |
1.1806 |
|
| R3 |
1.1946 |
1.1895 |
1.1783 |
|
| R2 |
1.1862 |
1.1862 |
1.1775 |
|
| R1 |
1.1811 |
1.1811 |
1.1767 |
1.1794 |
| PP |
1.1777 |
1.1777 |
1.1777 |
1.1769 |
| S1 |
1.1726 |
1.1726 |
1.1752 |
1.1709 |
| S2 |
1.1693 |
1.1693 |
1.1744 |
|
| S3 |
1.1608 |
1.1642 |
1.1736 |
|
| S4 |
1.1524 |
1.1557 |
1.1713 |
|
|
| Weekly Pivots for week ending 29-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2376 |
1.2293 |
1.1929 |
|
| R3 |
1.2182 |
1.2099 |
1.1875 |
|
| R2 |
1.1988 |
1.1988 |
1.1858 |
|
| R1 |
1.1905 |
1.1905 |
1.1840 |
1.1849 |
| PP |
1.1794 |
1.1794 |
1.1794 |
1.1766 |
| S1 |
1.1711 |
1.1711 |
1.1804 |
1.1655 |
| S2 |
1.1600 |
1.1600 |
1.1786 |
|
| S3 |
1.1406 |
1.1517 |
1.1769 |
|
| S4 |
1.1212 |
1.1323 |
1.1715 |
|
|
| 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 |
1.6% |
0.0098 |
0.8% |
40% |
False |
False |
370 |
| 10 |
1.1877 |
1.1669 |
0.0208 |
1.8% |
0.0093 |
0.8% |
44% |
False |
False |
511 |
| 20 |
1.2014 |
1.1669 |
0.0345 |
2.9% |
0.0086 |
0.7% |
26% |
False |
False |
460 |
| 40 |
1.2194 |
1.1669 |
0.0525 |
4.5% |
0.0083 |
0.7% |
17% |
False |
False |
413 |
| 60 |
1.2653 |
1.1669 |
0.0985 |
8.4% |
0.0074 |
0.6% |
9% |
False |
False |
311 |
| 80 |
1.2735 |
1.1669 |
0.1067 |
9.1% |
0.0073 |
0.6% |
9% |
False |
False |
255 |
| 100 |
1.2836 |
1.1669 |
0.1167 |
9.9% |
0.0074 |
0.6% |
8% |
False |
False |
224 |
| 120 |
1.2836 |
1.1669 |
0.1167 |
9.9% |
0.0075 |
0.6% |
8% |
False |
False |
201 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2187 |
|
2.618 |
1.2049 |
|
1.618 |
1.1965 |
|
1.000 |
1.1913 |
|
0.618 |
1.1880 |
|
HIGH |
1.1828 |
|
0.618 |
1.1796 |
|
0.500 |
1.1786 |
|
0.382 |
1.1776 |
|
LOW |
1.1744 |
|
0.618 |
1.1691 |
|
1.000 |
1.1659 |
|
1.618 |
1.1607 |
|
2.618 |
1.1522 |
|
4.250 |
1.1384 |
|
|
| Fisher Pivots for day following 02-Jul-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.1786 |
1.1762 |
| PP |
1.1777 |
1.1761 |
| S1 |
1.1768 |
1.1760 |
|