CME Euro FX (E) Future June 2018
| Trading Metrics calculated at close of trading on 14-May-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-May-2018 |
14-May-2018 |
Change |
Change % |
Previous Week |
| Open |
1.1946 |
1.1978 |
0.0032 |
0.3% |
1.1993 |
| High |
1.1997 |
1.2025 |
0.0028 |
0.2% |
1.2013 |
| Low |
1.1921 |
1.1954 |
0.0033 |
0.3% |
1.1856 |
| Close |
1.1973 |
1.1972 |
-0.0001 |
0.0% |
1.1973 |
| Range |
0.0077 |
0.0072 |
-0.0005 |
-6.5% |
0.0157 |
| ATR |
0.0083 |
0.0083 |
-0.0001 |
-1.0% |
0.0000 |
| Volume |
223,015 |
201,921 |
-21,094 |
-9.5% |
1,269,360 |
|
| Daily Pivots for day following 14-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2198 |
1.2156 |
1.2011 |
|
| R3 |
1.2126 |
1.2085 |
1.1991 |
|
| R2 |
1.2055 |
1.2055 |
1.1985 |
|
| R1 |
1.2013 |
1.2013 |
1.1978 |
1.1998 |
| PP |
1.1983 |
1.1983 |
1.1983 |
1.1976 |
| S1 |
1.1942 |
1.1942 |
1.1965 |
1.1927 |
| S2 |
1.1912 |
1.1912 |
1.1958 |
|
| S3 |
1.1840 |
1.1870 |
1.1952 |
|
| S4 |
1.1769 |
1.1799 |
1.1932 |
|
|
| 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 |
1.2025 |
1.1856 |
0.0170 |
1.4% |
0.0085 |
0.7% |
68% |
True |
False |
261,192 |
| 10 |
1.2126 |
1.1856 |
0.0271 |
2.3% |
0.0085 |
0.7% |
43% |
False |
False |
251,507 |
| 20 |
1.2469 |
1.1856 |
0.0613 |
5.1% |
0.0084 |
0.7% |
19% |
False |
False |
241,124 |
| 40 |
1.2554 |
1.1856 |
0.0698 |
5.8% |
0.0083 |
0.7% |
17% |
False |
False |
220,701 |
| 60 |
1.2659 |
1.1856 |
0.0804 |
6.7% |
0.0084 |
0.7% |
14% |
False |
False |
166,547 |
| 80 |
1.2659 |
1.1856 |
0.0804 |
6.7% |
0.0089 |
0.7% |
14% |
False |
False |
125,167 |
| 100 |
1.2659 |
1.1856 |
0.0804 |
6.7% |
0.0087 |
0.7% |
14% |
False |
False |
100,218 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2329 |
|
2.618 |
1.2212 |
|
1.618 |
1.2141 |
|
1.000 |
1.2097 |
|
0.618 |
1.2069 |
|
HIGH |
1.2025 |
|
0.618 |
1.1998 |
|
0.500 |
1.1989 |
|
0.382 |
1.1981 |
|
LOW |
1.1954 |
|
0.618 |
1.1909 |
|
1.000 |
1.1882 |
|
1.618 |
1.1838 |
|
2.618 |
1.1766 |
|
4.250 |
1.1650 |
|
|
| Fisher Pivots for day following 14-May-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.1989 |
1.1964 |
| PP |
1.1983 |
1.1957 |
| S1 |
1.1977 |
1.1949 |
|