CME Euro FX (E) Future June 2018
| Trading Metrics calculated at close of trading on 10-May-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-May-2018 |
10-May-2018 |
Change |
Change % |
Previous Week |
| Open |
1.1893 |
1.1884 |
-0.0009 |
-0.1% |
1.2170 |
| High |
1.1930 |
1.1977 |
0.0048 |
0.4% |
1.2181 |
| Low |
1.1856 |
1.1874 |
0.0018 |
0.2% |
1.1945 |
| Close |
1.1894 |
1.1957 |
0.0063 |
0.5% |
1.1999 |
| Range |
0.0074 |
0.0104 |
0.0030 |
39.9% |
0.0236 |
| ATR |
0.0082 |
0.0084 |
0.0002 |
1.8% |
0.0000 |
| Volume |
261,003 |
332,089 |
71,086 |
27.2% |
1,266,683 |
|
| Daily Pivots for day following 10-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2246 |
1.2205 |
1.2013 |
|
| R3 |
1.2143 |
1.2101 |
1.1985 |
|
| R2 |
1.2039 |
1.2039 |
1.1975 |
|
| R1 |
1.1998 |
1.1998 |
1.1966 |
1.2019 |
| PP |
1.1936 |
1.1936 |
1.1936 |
1.1946 |
| S1 |
1.1894 |
1.1894 |
1.1947 |
1.1915 |
| S2 |
1.1832 |
1.1832 |
1.1938 |
|
| S3 |
1.1729 |
1.1791 |
1.1928 |
|
| S4 |
1.1625 |
1.1687 |
1.1900 |
|
|
| 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 |
1.2031 |
1.1856 |
0.0176 |
1.5% |
0.0089 |
0.7% |
58% |
False |
False |
263,059 |
| 10 |
1.2181 |
1.1856 |
0.0325 |
2.7% |
0.0086 |
0.7% |
31% |
False |
False |
257,830 |
| 20 |
1.2469 |
1.1856 |
0.0613 |
5.1% |
0.0082 |
0.7% |
16% |
False |
False |
235,772 |
| 40 |
1.2554 |
1.1856 |
0.0698 |
5.8% |
0.0083 |
0.7% |
14% |
False |
False |
224,186 |
| 60 |
1.2659 |
1.1856 |
0.0804 |
6.7% |
0.0086 |
0.7% |
13% |
False |
False |
159,515 |
| 80 |
1.2659 |
1.1856 |
0.0804 |
6.7% |
0.0090 |
0.8% |
13% |
False |
False |
119,880 |
| 100 |
1.2659 |
1.1856 |
0.0804 |
6.7% |
0.0086 |
0.7% |
13% |
False |
False |
96,068 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2417 |
|
2.618 |
1.2248 |
|
1.618 |
1.2144 |
|
1.000 |
1.2081 |
|
0.618 |
1.2041 |
|
HIGH |
1.1977 |
|
0.618 |
1.1937 |
|
0.500 |
1.1925 |
|
0.382 |
1.1913 |
|
LOW |
1.1874 |
|
0.618 |
1.1810 |
|
1.000 |
1.1770 |
|
1.618 |
1.1706 |
|
2.618 |
1.1603 |
|
4.250 |
1.1434 |
|
|
| Fisher Pivots for day following 10-May-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.1946 |
1.1943 |
| PP |
1.1936 |
1.1930 |
| S1 |
1.1925 |
1.1916 |
|