CME Euro FX (E) Future June 2018
| Trading Metrics calculated at close of trading on 04-May-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-May-2018 |
04-May-2018 |
Change |
Change % |
Previous Week |
| Open |
1.1994 |
1.2021 |
0.0027 |
0.2% |
1.2170 |
| High |
1.2045 |
1.2031 |
-0.0014 |
-0.1% |
1.2181 |
| Low |
1.1985 |
1.1945 |
-0.0040 |
-0.3% |
1.1945 |
| Close |
1.2029 |
1.1999 |
-0.0031 |
-0.3% |
1.1999 |
| Range |
0.0061 |
0.0086 |
0.0026 |
42.1% |
0.0236 |
| ATR |
0.0081 |
0.0082 |
0.0000 |
0.4% |
0.0000 |
| Volume |
271,769 |
268,952 |
-2,817 |
-1.0% |
1,266,683 |
|
| Daily Pivots for day following 04-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2250 |
1.2210 |
1.2046 |
|
| R3 |
1.2164 |
1.2124 |
1.2022 |
|
| R2 |
1.2078 |
1.2078 |
1.2014 |
|
| R1 |
1.2038 |
1.2038 |
1.2006 |
1.2015 |
| PP |
1.1992 |
1.1992 |
1.1992 |
1.1980 |
| S1 |
1.1952 |
1.1952 |
1.1991 |
1.1929 |
| S2 |
1.1906 |
1.1906 |
1.1983 |
|
| S3 |
1.1820 |
1.1866 |
1.1975 |
|
| S4 |
1.1734 |
1.1780 |
1.1951 |
|
|
| Weekly Pivots for week ending 04-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2748 |
1.2609 |
1.2128 |
|
| R3 |
1.2512 |
1.2373 |
1.2063 |
|
| R2 |
1.2277 |
1.2277 |
1.2042 |
|
| R1 |
1.2138 |
1.2138 |
1.2020 |
1.2090 |
| PP |
1.2041 |
1.2041 |
1.2041 |
1.2017 |
| S1 |
1.1902 |
1.1902 |
1.1977 |
1.1854 |
| S2 |
1.1806 |
1.1806 |
1.1955 |
|
| S3 |
1.1570 |
1.1667 |
1.1934 |
|
| S4 |
1.1335 |
1.1431 |
1.1869 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2181 |
1.1945 |
0.0236 |
2.0% |
0.0084 |
0.7% |
23% |
False |
True |
253,336 |
| 10 |
1.2339 |
1.1945 |
0.0394 |
3.3% |
0.0085 |
0.7% |
14% |
False |
True |
251,915 |
| 20 |
1.2469 |
1.1945 |
0.0524 |
4.4% |
0.0078 |
0.6% |
10% |
False |
True |
223,700 |
| 40 |
1.2554 |
1.1945 |
0.0609 |
5.1% |
0.0081 |
0.7% |
9% |
False |
True |
209,112 |
| 60 |
1.2659 |
1.1945 |
0.0714 |
6.0% |
0.0085 |
0.7% |
7% |
False |
True |
142,149 |
| 80 |
1.2659 |
1.1945 |
0.0714 |
6.0% |
0.0092 |
0.8% |
7% |
False |
True |
106,841 |
| 100 |
1.2659 |
1.1872 |
0.0788 |
6.6% |
0.0086 |
0.7% |
16% |
False |
False |
85,663 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2397 |
|
2.618 |
1.2256 |
|
1.618 |
1.2170 |
|
1.000 |
1.2117 |
|
0.618 |
1.2084 |
|
HIGH |
1.2031 |
|
0.618 |
1.1998 |
|
0.500 |
1.1988 |
|
0.382 |
1.1978 |
|
LOW |
1.1945 |
|
0.618 |
1.1892 |
|
1.000 |
1.1859 |
|
1.618 |
1.1806 |
|
2.618 |
1.1720 |
|
4.250 |
1.1580 |
|
|
| Fisher Pivots for day following 04-May-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.1995 |
1.2008 |
| PP |
1.1992 |
1.2005 |
| S1 |
1.1988 |
1.2002 |
|