CME Euro FX (E) Future March 2019
| Trading Metrics calculated at close of trading on 11-May-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-May-2018 |
11-May-2018 |
Change |
Change % |
Previous Week |
| Open |
1.2160 |
1.2202 |
0.0043 |
0.3% |
1.2233 |
| High |
1.2246 |
1.2271 |
0.0025 |
0.2% |
1.2271 |
| Low |
1.2160 |
1.2202 |
0.0042 |
0.3% |
1.2140 |
| Close |
1.2234 |
1.2248 |
0.0014 |
0.1% |
1.2248 |
| Range |
0.0087 |
0.0070 |
-0.0017 |
-19.7% |
0.0131 |
| ATR |
0.0062 |
0.0062 |
0.0001 |
0.9% |
0.0000 |
| Volume |
50 |
49 |
-1 |
-2.0% |
138 |
|
| Daily Pivots for day following 11-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2449 |
1.2418 |
1.2286 |
|
| R3 |
1.2379 |
1.2348 |
1.2267 |
|
| R2 |
1.2310 |
1.2310 |
1.2260 |
|
| R1 |
1.2279 |
1.2279 |
1.2254 |
1.2294 |
| PP |
1.2240 |
1.2240 |
1.2240 |
1.2248 |
| S1 |
1.2209 |
1.2209 |
1.2241 |
1.2225 |
| S2 |
1.2171 |
1.2171 |
1.2235 |
|
| S3 |
1.2101 |
1.2140 |
1.2228 |
|
| S4 |
1.2032 |
1.2070 |
1.2209 |
|
|
| Weekly Pivots for week ending 11-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2613 |
1.2561 |
1.2320 |
|
| R3 |
1.2482 |
1.2430 |
1.2284 |
|
| R2 |
1.2351 |
1.2351 |
1.2272 |
|
| R1 |
1.2299 |
1.2299 |
1.2260 |
1.2325 |
| PP |
1.2220 |
1.2220 |
1.2220 |
1.2232 |
| S1 |
1.2168 |
1.2168 |
1.2235 |
1.2194 |
| S2 |
1.2089 |
1.2089 |
1.2223 |
|
| S3 |
1.1958 |
1.2037 |
1.2211 |
|
| S4 |
1.1827 |
1.1906 |
1.2175 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2271 |
1.2140 |
0.0131 |
1.1% |
0.0057 |
0.5% |
82% |
True |
False |
27 |
| 10 |
1.2420 |
1.2140 |
0.0280 |
2.3% |
0.0052 |
0.4% |
38% |
False |
False |
41 |
| 20 |
1.2732 |
1.2140 |
0.0592 |
4.8% |
0.0046 |
0.4% |
18% |
False |
False |
27 |
| 40 |
1.2827 |
1.2140 |
0.0687 |
5.6% |
0.0039 |
0.3% |
16% |
False |
False |
16 |
| 60 |
1.2929 |
1.2140 |
0.0789 |
6.4% |
0.0040 |
0.3% |
14% |
False |
False |
15 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2566 |
|
2.618 |
1.2453 |
|
1.618 |
1.2383 |
|
1.000 |
1.2341 |
|
0.618 |
1.2314 |
|
HIGH |
1.2271 |
|
0.618 |
1.2244 |
|
0.500 |
1.2236 |
|
0.382 |
1.2228 |
|
LOW |
1.2202 |
|
0.618 |
1.2159 |
|
1.000 |
1.2132 |
|
1.618 |
1.2089 |
|
2.618 |
1.2020 |
|
4.250 |
1.1906 |
|
|
| Fisher Pivots for day following 11-May-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.2244 |
1.2234 |
| PP |
1.2240 |
1.2220 |
| S1 |
1.2236 |
1.2206 |
|