CME Euro FX (E) Future June 2018
| Trading Metrics calculated at close of trading on 16-May-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-May-2018 |
16-May-2018 |
Change |
Change % |
Previous Week |
| Open |
1.1957 |
1.1867 |
-0.0090 |
-0.8% |
1.1993 |
| High |
1.1966 |
1.1882 |
-0.0085 |
-0.7% |
1.2013 |
| Low |
1.1848 |
1.1790 |
-0.0058 |
-0.5% |
1.1856 |
| Close |
1.1876 |
1.1828 |
-0.0048 |
-0.4% |
1.1973 |
| Range |
0.0118 |
0.0092 |
-0.0027 |
-22.5% |
0.0157 |
| ATR |
0.0086 |
0.0086 |
0.0000 |
0.5% |
0.0000 |
| Volume |
331,653 |
381,691 |
50,038 |
15.1% |
1,269,360 |
|
| Daily Pivots for day following 16-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2108 |
1.2059 |
1.1878 |
|
| R3 |
1.2016 |
1.1968 |
1.1853 |
|
| R2 |
1.1925 |
1.1925 |
1.1845 |
|
| R1 |
1.1876 |
1.1876 |
1.1836 |
1.1855 |
| PP |
1.1833 |
1.1833 |
1.1833 |
1.1822 |
| S1 |
1.1785 |
1.1785 |
1.1820 |
1.1763 |
| S2 |
1.1742 |
1.1742 |
1.1811 |
|
| S3 |
1.1650 |
1.1693 |
1.1803 |
|
| S4 |
1.1559 |
1.1602 |
1.1778 |
|
|
| 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 |
1.1790 |
0.0235 |
2.0% |
0.0092 |
0.8% |
16% |
False |
True |
294,073 |
| 10 |
1.2045 |
1.1790 |
0.0255 |
2.2% |
0.0086 |
0.7% |
15% |
False |
True |
272,534 |
| 20 |
1.2453 |
1.1790 |
0.0663 |
5.6% |
0.0087 |
0.7% |
6% |
False |
True |
257,497 |
| 40 |
1.2554 |
1.1790 |
0.0764 |
6.5% |
0.0082 |
0.7% |
5% |
False |
True |
227,941 |
| 60 |
1.2554 |
1.1790 |
0.0764 |
6.5% |
0.0083 |
0.7% |
5% |
False |
True |
178,392 |
| 80 |
1.2659 |
1.1790 |
0.0869 |
7.3% |
0.0090 |
0.8% |
4% |
False |
True |
134,076 |
| 100 |
1.2659 |
1.1790 |
0.0869 |
7.3% |
0.0087 |
0.7% |
4% |
False |
True |
107,346 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2270 |
|
2.618 |
1.2121 |
|
1.618 |
1.2030 |
|
1.000 |
1.1973 |
|
0.618 |
1.1938 |
|
HIGH |
1.1882 |
|
0.618 |
1.1847 |
|
0.500 |
1.1836 |
|
0.382 |
1.1825 |
|
LOW |
1.1790 |
|
0.618 |
1.1733 |
|
1.000 |
1.1699 |
|
1.618 |
1.1642 |
|
2.618 |
1.1550 |
|
4.250 |
1.1401 |
|
|
| Fisher Pivots for day following 16-May-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.1836 |
1.1908 |
| PP |
1.1833 |
1.1881 |
| S1 |
1.1831 |
1.1855 |
|