CME Euro FX (E) Future June 2018
| Trading Metrics calculated at close of trading on 01-May-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Apr-2018 |
01-May-2018 |
Change |
Change % |
Previous Week |
| Open |
1.2170 |
1.2118 |
-0.0053 |
-0.4% |
1.2330 |
| High |
1.2181 |
1.2126 |
-0.0055 |
-0.4% |
1.2339 |
| Low |
1.2106 |
1.2023 |
-0.0084 |
-0.7% |
1.2098 |
| Close |
1.2123 |
1.2036 |
-0.0087 |
-0.7% |
1.2164 |
| Range |
0.0075 |
0.0104 |
0.0029 |
38.9% |
0.0242 |
| ATR |
0.0081 |
0.0082 |
0.0002 |
2.0% |
0.0000 |
| Volume |
222,888 |
188,349 |
-34,539 |
-15.5% |
1,252,470 |
|
| Daily Pivots for day following 01-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2372 |
1.2308 |
1.2093 |
|
| R3 |
1.2269 |
1.2204 |
1.2064 |
|
| R2 |
1.2165 |
1.2165 |
1.2055 |
|
| R1 |
1.2101 |
1.2101 |
1.2045 |
1.2081 |
| PP |
1.2062 |
1.2062 |
1.2062 |
1.2052 |
| S1 |
1.1997 |
1.1997 |
1.2027 |
1.1978 |
| S2 |
1.1958 |
1.1958 |
1.2017 |
|
| S3 |
1.1855 |
1.1894 |
1.2008 |
|
| S4 |
1.1751 |
1.1790 |
1.1979 |
|
|
| Weekly Pivots for week ending 27-Apr-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2925 |
1.2786 |
1.2297 |
|
| R3 |
1.2683 |
1.2544 |
1.2230 |
|
| R2 |
1.2442 |
1.2442 |
1.2208 |
|
| R1 |
1.2303 |
1.2303 |
1.2186 |
1.2252 |
| PP |
1.2200 |
1.2200 |
1.2200 |
1.2175 |
| S1 |
1.2061 |
1.2061 |
1.2142 |
1.2010 |
| S2 |
1.1959 |
1.1959 |
1.2120 |
|
| S3 |
1.1717 |
1.1820 |
1.2098 |
|
| S4 |
1.1476 |
1.1578 |
1.2031 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2286 |
1.2023 |
0.0264 |
2.2% |
0.0091 |
0.8% |
5% |
False |
True |
245,314 |
| 10 |
1.2453 |
1.2023 |
0.0430 |
3.6% |
0.0084 |
0.7% |
3% |
False |
True |
230,395 |
| 20 |
1.2469 |
1.2023 |
0.0446 |
3.7% |
0.0076 |
0.6% |
3% |
False |
True |
210,114 |
| 40 |
1.2554 |
1.2023 |
0.0531 |
4.4% |
0.0083 |
0.7% |
3% |
False |
True |
190,401 |
| 60 |
1.2659 |
1.2023 |
0.0637 |
5.3% |
0.0087 |
0.7% |
2% |
False |
True |
127,962 |
| 80 |
1.2659 |
1.2023 |
0.0637 |
5.3% |
0.0091 |
0.8% |
2% |
False |
True |
96,156 |
| 100 |
1.2659 |
1.1872 |
0.0788 |
6.5% |
0.0084 |
0.7% |
21% |
False |
False |
77,121 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2566 |
|
2.618 |
1.2397 |
|
1.618 |
1.2293 |
|
1.000 |
1.2230 |
|
0.618 |
1.2190 |
|
HIGH |
1.2126 |
|
0.618 |
1.2086 |
|
0.500 |
1.2074 |
|
0.382 |
1.2062 |
|
LOW |
1.2023 |
|
0.618 |
1.1959 |
|
1.000 |
1.1919 |
|
1.618 |
1.1855 |
|
2.618 |
1.1752 |
|
4.250 |
1.1583 |
|
|
| Fisher Pivots for day following 01-May-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.2074 |
1.2102 |
| PP |
1.2062 |
1.2080 |
| S1 |
1.2049 |
1.2058 |
|