CME Euro FX (E) Future June 2018
| Trading Metrics calculated at close of trading on 09-May-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-May-2018 |
09-May-2018 |
Change |
Change % |
Previous Week |
| Open |
1.1957 |
1.1893 |
-0.0064 |
-0.5% |
1.2170 |
| High |
1.1972 |
1.1930 |
-0.0043 |
-0.4% |
1.2181 |
| Low |
1.1872 |
1.1856 |
-0.0016 |
-0.1% |
1.1945 |
| Close |
1.1890 |
1.1894 |
0.0004 |
0.0% |
1.1999 |
| Range |
0.0101 |
0.0074 |
-0.0027 |
-26.4% |
0.0236 |
| ATR |
0.0083 |
0.0082 |
-0.0001 |
-0.8% |
0.0000 |
| Volume |
287,935 |
261,003 |
-26,932 |
-9.4% |
1,266,683 |
|
| Daily Pivots for day following 09-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2115 |
1.2079 |
1.1935 |
|
| R3 |
1.2041 |
1.2005 |
1.1914 |
|
| R2 |
1.1967 |
1.1967 |
1.1908 |
|
| R1 |
1.1931 |
1.1931 |
1.1901 |
1.1949 |
| PP |
1.1893 |
1.1893 |
1.1893 |
1.1902 |
| S1 |
1.1857 |
1.1857 |
1.1887 |
1.1875 |
| S2 |
1.1819 |
1.1819 |
1.1880 |
|
| S3 |
1.1745 |
1.1783 |
1.1874 |
|
| S4 |
1.1671 |
1.1709 |
1.1853 |
|
|
| 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 |
1.2045 |
1.1856 |
0.0190 |
1.6% |
0.0081 |
0.7% |
20% |
False |
True |
250,995 |
| 10 |
1.2255 |
1.1856 |
0.0400 |
3.4% |
0.0087 |
0.7% |
10% |
False |
True |
259,090 |
| 20 |
1.2469 |
1.1856 |
0.0613 |
5.2% |
0.0080 |
0.7% |
6% |
False |
True |
229,191 |
| 40 |
1.2554 |
1.1856 |
0.0698 |
5.9% |
0.0082 |
0.7% |
6% |
False |
True |
221,017 |
| 60 |
1.2659 |
1.1856 |
0.0804 |
6.8% |
0.0086 |
0.7% |
5% |
False |
True |
153,992 |
| 80 |
1.2659 |
1.1856 |
0.0804 |
6.8% |
0.0090 |
0.8% |
5% |
False |
True |
115,746 |
| 100 |
1.2659 |
1.1856 |
0.0804 |
6.8% |
0.0086 |
0.7% |
5% |
False |
True |
92,749 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2244 |
|
2.618 |
1.2123 |
|
1.618 |
1.2049 |
|
1.000 |
1.2004 |
|
0.618 |
1.1975 |
|
HIGH |
1.1930 |
|
0.618 |
1.1901 |
|
0.500 |
1.1893 |
|
0.382 |
1.1884 |
|
LOW |
1.1856 |
|
0.618 |
1.1810 |
|
1.000 |
1.1782 |
|
1.618 |
1.1736 |
|
2.618 |
1.1662 |
|
4.250 |
1.1541 |
|
|
| Fisher Pivots for day following 09-May-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.1894 |
1.1934 |
| PP |
1.1893 |
1.1921 |
| S1 |
1.1893 |
1.1907 |
|