CME Euro FX (E) Future June 2018
| Trading Metrics calculated at close of trading on 17-May-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-May-2018 |
17-May-2018 |
Change |
Change % |
Previous Week |
| Open |
1.1867 |
1.1835 |
-0.0032 |
-0.3% |
1.1993 |
| High |
1.1882 |
1.1862 |
-0.0020 |
-0.2% |
1.2013 |
| Low |
1.1790 |
1.1801 |
0.0011 |
0.1% |
1.1856 |
| Close |
1.1828 |
1.1823 |
-0.0006 |
0.0% |
1.1973 |
| Range |
0.0092 |
0.0061 |
-0.0031 |
-33.3% |
0.0157 |
| ATR |
0.0086 |
0.0084 |
-0.0002 |
-2.1% |
0.0000 |
| Volume |
381,691 |
283,482 |
-98,209 |
-25.7% |
1,269,360 |
|
| Daily Pivots for day following 17-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2012 |
1.1978 |
1.1856 |
|
| R3 |
1.1951 |
1.1917 |
1.1839 |
|
| R2 |
1.1890 |
1.1890 |
1.1834 |
|
| R1 |
1.1856 |
1.1856 |
1.1828 |
1.1842 |
| PP |
1.1829 |
1.1829 |
1.1829 |
1.1822 |
| S1 |
1.1795 |
1.1795 |
1.1817 |
1.1781 |
| S2 |
1.1768 |
1.1768 |
1.1811 |
|
| S3 |
1.1707 |
1.1734 |
1.1806 |
|
| S4 |
1.1646 |
1.1673 |
1.1789 |
|
|
| 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% |
0.0084 |
0.7% |
14% |
False |
False |
284,352 |
| 10 |
1.2031 |
1.1790 |
0.0241 |
2.0% |
0.0086 |
0.7% |
13% |
False |
False |
273,705 |
| 20 |
1.2404 |
1.1790 |
0.0614 |
5.2% |
0.0087 |
0.7% |
5% |
False |
False |
260,952 |
| 40 |
1.2554 |
1.1790 |
0.0764 |
6.5% |
0.0081 |
0.7% |
4% |
False |
False |
228,508 |
| 60 |
1.2554 |
1.1790 |
0.0764 |
6.5% |
0.0083 |
0.7% |
4% |
False |
False |
183,092 |
| 80 |
1.2659 |
1.1790 |
0.0869 |
7.4% |
0.0090 |
0.8% |
4% |
False |
False |
137,611 |
| 100 |
1.2659 |
1.1790 |
0.0869 |
7.4% |
0.0088 |
0.7% |
4% |
False |
False |
110,180 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2121 |
|
2.618 |
1.2022 |
|
1.618 |
1.1961 |
|
1.000 |
1.1923 |
|
0.618 |
1.1900 |
|
HIGH |
1.1862 |
|
0.618 |
1.1839 |
|
0.500 |
1.1832 |
|
0.382 |
1.1824 |
|
LOW |
1.1801 |
|
0.618 |
1.1763 |
|
1.000 |
1.1740 |
|
1.618 |
1.1702 |
|
2.618 |
1.1641 |
|
4.250 |
1.1542 |
|
|
| Fisher Pivots for day following 17-May-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.1832 |
1.1878 |
| PP |
1.1829 |
1.1860 |
| S1 |
1.1826 |
1.1841 |
|