CME Euro FX (E) Future June 2018
| Trading Metrics calculated at close of trading on 07-May-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-May-2018 |
07-May-2018 |
Change |
Change % |
Previous Week |
| Open |
1.2021 |
1.1993 |
-0.0028 |
-0.2% |
1.2170 |
| High |
1.2031 |
1.2013 |
-0.0019 |
-0.2% |
1.2181 |
| Low |
1.1945 |
1.1931 |
-0.0014 |
-0.1% |
1.1945 |
| Close |
1.1999 |
1.1959 |
-0.0040 |
-0.3% |
1.1999 |
| Range |
0.0086 |
0.0082 |
-0.0005 |
-5.2% |
0.0236 |
| ATR |
0.0082 |
0.0082 |
0.0000 |
0.0% |
0.0000 |
| Volume |
268,952 |
165,318 |
-103,634 |
-38.5% |
1,266,683 |
|
| Daily Pivots for day following 07-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2212 |
1.2167 |
1.2003 |
|
| R3 |
1.2130 |
1.2085 |
1.1981 |
|
| R2 |
1.2049 |
1.2049 |
1.1973 |
|
| R1 |
1.2004 |
1.2004 |
1.1966 |
1.1986 |
| PP |
1.1967 |
1.1967 |
1.1967 |
1.1958 |
| S1 |
1.1922 |
1.1922 |
1.1951 |
1.1904 |
| S2 |
1.1886 |
1.1886 |
1.1944 |
|
| S3 |
1.1804 |
1.1841 |
1.1936 |
|
| S4 |
1.1723 |
1.1759 |
1.1914 |
|
|
| 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 |
1.2126 |
1.1931 |
0.0195 |
1.6% |
0.0085 |
0.7% |
14% |
False |
True |
241,822 |
| 10 |
1.2294 |
1.1931 |
0.0363 |
3.0% |
0.0084 |
0.7% |
8% |
False |
True |
246,027 |
| 20 |
1.2469 |
1.1931 |
0.0538 |
4.5% |
0.0078 |
0.7% |
5% |
False |
True |
222,563 |
| 40 |
1.2554 |
1.1931 |
0.0623 |
5.2% |
0.0081 |
0.7% |
4% |
False |
True |
212,408 |
| 60 |
1.2659 |
1.1931 |
0.0728 |
6.1% |
0.0085 |
0.7% |
4% |
False |
True |
144,882 |
| 80 |
1.2659 |
1.1931 |
0.0728 |
6.1% |
0.0092 |
0.8% |
4% |
False |
True |
108,900 |
| 100 |
1.2659 |
1.1872 |
0.0788 |
6.6% |
0.0086 |
0.7% |
11% |
False |
False |
87,315 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2359 |
|
2.618 |
1.2226 |
|
1.618 |
1.2144 |
|
1.000 |
1.2094 |
|
0.618 |
1.2063 |
|
HIGH |
1.2013 |
|
0.618 |
1.1981 |
|
0.500 |
1.1972 |
|
0.382 |
1.1962 |
|
LOW |
1.1931 |
|
0.618 |
1.1881 |
|
1.000 |
1.1850 |
|
1.618 |
1.1799 |
|
2.618 |
1.1718 |
|
4.250 |
1.1585 |
|
|
| Fisher Pivots for day following 07-May-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.1972 |
1.1988 |
| PP |
1.1967 |
1.1978 |
| S1 |
1.1963 |
1.1968 |
|