CME Euro FX (E) Future September 2018
| Trading Metrics calculated at close of trading on 23-May-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-May-2018 |
23-May-2018 |
Change |
Change % |
Previous Week |
| Open |
1.1899 |
1.1885 |
-0.0014 |
-0.1% |
1.2058 |
| High |
1.1934 |
1.1893 |
-0.0041 |
-0.3% |
1.2108 |
| Low |
1.1868 |
1.1782 |
-0.0086 |
-0.7% |
1.1859 |
| Close |
1.1885 |
1.1804 |
-0.0082 |
-0.7% |
1.1881 |
| Range |
0.0066 |
0.0111 |
0.0045 |
68.7% |
0.0250 |
| ATR |
0.0077 |
0.0080 |
0.0002 |
3.1% |
0.0000 |
| Volume |
2,901 |
7,988 |
5,087 |
175.4% |
13,250 |
|
| Daily Pivots for day following 23-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2158 |
1.2091 |
1.1864 |
|
| R3 |
1.2047 |
1.1981 |
1.1834 |
|
| R2 |
1.1937 |
1.1937 |
1.1824 |
|
| R1 |
1.1870 |
1.1870 |
1.1814 |
1.1848 |
| PP |
1.1826 |
1.1826 |
1.1826 |
1.1815 |
| S1 |
1.1760 |
1.1760 |
1.1793 |
1.1738 |
| S2 |
1.1716 |
1.1716 |
1.1783 |
|
| S3 |
1.1605 |
1.1649 |
1.1773 |
|
| S4 |
1.1495 |
1.1539 |
1.1743 |
|
|
| Weekly Pivots for week ending 18-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2698 |
1.2539 |
1.2018 |
|
| R3 |
1.2448 |
1.2289 |
1.1950 |
|
| R2 |
1.2199 |
1.2199 |
1.1927 |
|
| R1 |
1.2040 |
1.2040 |
1.1904 |
1.1995 |
| PP |
1.1949 |
1.1949 |
1.1949 |
1.1927 |
| S1 |
1.1790 |
1.1790 |
1.1858 |
1.1745 |
| S2 |
1.1700 |
1.1700 |
1.1835 |
|
| S3 |
1.1450 |
1.1541 |
1.1812 |
|
| S4 |
1.1201 |
1.1291 |
1.1744 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1943 |
1.1782 |
0.0161 |
1.4% |
0.0076 |
0.6% |
13% |
False |
True |
3,309 |
| 10 |
1.2108 |
1.1782 |
0.0326 |
2.8% |
0.0082 |
0.7% |
7% |
False |
True |
3,000 |
| 20 |
1.2345 |
1.1782 |
0.0563 |
4.8% |
0.0082 |
0.7% |
4% |
False |
True |
2,033 |
| 40 |
1.2579 |
1.1782 |
0.0797 |
6.8% |
0.0075 |
0.6% |
3% |
False |
True |
1,236 |
| 60 |
1.2639 |
1.1782 |
0.0857 |
7.3% |
0.0076 |
0.6% |
3% |
False |
True |
880 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2362 |
|
2.618 |
1.2182 |
|
1.618 |
1.2071 |
|
1.000 |
1.2003 |
|
0.618 |
1.1961 |
|
HIGH |
1.1893 |
|
0.618 |
1.1850 |
|
0.500 |
1.1837 |
|
0.382 |
1.1824 |
|
LOW |
1.1782 |
|
0.618 |
1.1714 |
|
1.000 |
1.1672 |
|
1.618 |
1.1603 |
|
2.618 |
1.1493 |
|
4.250 |
1.1312 |
|
|
| Fisher Pivots for day following 23-May-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.1837 |
1.1858 |
| PP |
1.1826 |
1.1840 |
| S1 |
1.1815 |
1.1822 |
|