CME Euro FX (E) Future June 2018
| Trading Metrics calculated at close of trading on 11-May-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-May-2018 |
11-May-2018 |
Change |
Change % |
Previous Week |
| Open |
1.1884 |
1.1946 |
0.0062 |
0.5% |
1.1993 |
| High |
1.1977 |
1.1997 |
0.0020 |
0.2% |
1.2013 |
| Low |
1.1874 |
1.1921 |
0.0047 |
0.4% |
1.1856 |
| Close |
1.1957 |
1.1973 |
0.0016 |
0.1% |
1.1973 |
| Range |
0.0104 |
0.0077 |
-0.0027 |
-26.1% |
0.0157 |
| ATR |
0.0084 |
0.0083 |
-0.0001 |
-0.6% |
0.0000 |
| Volume |
332,089 |
223,015 |
-109,074 |
-32.8% |
1,269,360 |
|
| Daily Pivots for day following 11-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2193 |
1.2159 |
1.2015 |
|
| R3 |
1.2116 |
1.2083 |
1.1994 |
|
| R2 |
1.2040 |
1.2040 |
1.1987 |
|
| R1 |
1.2006 |
1.2006 |
1.1980 |
1.2023 |
| PP |
1.1963 |
1.1963 |
1.1963 |
1.1972 |
| S1 |
1.1930 |
1.1930 |
1.1965 |
1.1947 |
| S2 |
1.1887 |
1.1887 |
1.1958 |
|
| S3 |
1.1810 |
1.1853 |
1.1951 |
|
| S4 |
1.1734 |
1.1777 |
1.1930 |
|
|
| Weekly Pivots for week ending 11-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2418 |
1.2352 |
1.2059 |
|
| R3 |
1.2261 |
1.2195 |
1.2016 |
|
| R2 |
1.2104 |
1.2104 |
1.2001 |
|
| R1 |
1.2038 |
1.2038 |
1.1987 |
1.1993 |
| PP |
1.1947 |
1.1947 |
1.1947 |
1.1924 |
| S1 |
1.1881 |
1.1881 |
1.1958 |
1.1836 |
| S2 |
1.1790 |
1.1790 |
1.1944 |
|
| S3 |
1.1633 |
1.1724 |
1.1929 |
|
| S4 |
1.1476 |
1.1567 |
1.1886 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2013 |
1.1856 |
0.0157 |
1.3% |
0.0087 |
0.7% |
75% |
False |
False |
253,872 |
| 10 |
1.2181 |
1.1856 |
0.0325 |
2.7% |
0.0086 |
0.7% |
36% |
False |
False |
253,604 |
| 20 |
1.2469 |
1.1856 |
0.0613 |
5.1% |
0.0083 |
0.7% |
19% |
False |
False |
239,862 |
| 40 |
1.2554 |
1.1856 |
0.0698 |
5.8% |
0.0083 |
0.7% |
17% |
False |
False |
223,902 |
| 60 |
1.2659 |
1.1856 |
0.0804 |
6.7% |
0.0084 |
0.7% |
15% |
False |
False |
163,196 |
| 80 |
1.2659 |
1.1856 |
0.0804 |
6.7% |
0.0089 |
0.7% |
15% |
False |
False |
122,649 |
| 100 |
1.2659 |
1.1856 |
0.0804 |
6.7% |
0.0087 |
0.7% |
15% |
False |
False |
98,202 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2322 |
|
2.618 |
1.2197 |
|
1.618 |
1.2121 |
|
1.000 |
1.2074 |
|
0.618 |
1.2044 |
|
HIGH |
1.1997 |
|
0.618 |
1.1968 |
|
0.500 |
1.1959 |
|
0.382 |
1.1950 |
|
LOW |
1.1921 |
|
0.618 |
1.1873 |
|
1.000 |
1.1844 |
|
1.618 |
1.1797 |
|
2.618 |
1.1720 |
|
4.250 |
1.1595 |
|
|
| Fisher Pivots for day following 11-May-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.1968 |
1.1957 |
| PP |
1.1963 |
1.1942 |
| S1 |
1.1959 |
1.1926 |
|