CME Euro FX (E) Future December 2018
| Trading Metrics calculated at close of trading on 02-May-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-May-2018 |
02-May-2018 |
Change |
Change % |
Previous Week |
| Open |
1.2301 |
1.2237 |
-0.0064 |
-0.5% |
1.2508 |
| High |
1.2301 |
1.2248 |
-0.0053 |
-0.4% |
1.2510 |
| Low |
1.2209 |
1.2178 |
-0.0031 |
-0.2% |
1.2285 |
| Close |
1.2218 |
1.2207 |
-0.0012 |
-0.1% |
1.2347 |
| Range |
0.0092 |
0.0070 |
-0.0022 |
-23.9% |
0.0225 |
| ATR |
0.0067 |
0.0067 |
0.0000 |
0.4% |
0.0000 |
| Volume |
49 |
82 |
33 |
67.3% |
1,001 |
|
| Daily Pivots for day following 02-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2421 |
1.2384 |
1.2245 |
|
| R3 |
1.2351 |
1.2314 |
1.2226 |
|
| R2 |
1.2281 |
1.2281 |
1.2219 |
|
| R1 |
1.2244 |
1.2244 |
1.2213 |
1.2227 |
| PP |
1.2211 |
1.2211 |
1.2211 |
1.2203 |
| S1 |
1.2174 |
1.2174 |
1.2200 |
1.2157 |
| S2 |
1.2141 |
1.2141 |
1.2194 |
|
| S3 |
1.2071 |
1.2104 |
1.2187 |
|
| S4 |
1.2001 |
1.2034 |
1.2168 |
|
|
| Weekly Pivots for week ending 27-Apr-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3055 |
1.2926 |
1.2471 |
|
| R3 |
1.2830 |
1.2701 |
1.2409 |
|
| R2 |
1.2605 |
1.2605 |
1.2388 |
|
| R1 |
1.2476 |
1.2476 |
1.2368 |
1.2428 |
| PP |
1.2380 |
1.2380 |
1.2380 |
1.2356 |
| S1 |
1.2251 |
1.2251 |
1.2326 |
1.2203 |
| S2 |
1.2155 |
1.2155 |
1.2306 |
|
| S3 |
1.1930 |
1.2026 |
1.2285 |
|
| S4 |
1.1705 |
1.1801 |
1.2223 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2431 |
1.2178 |
0.0253 |
2.1% |
0.0072 |
0.6% |
11% |
False |
True |
179 |
| 10 |
1.2637 |
1.2178 |
0.0459 |
3.8% |
0.0065 |
0.5% |
6% |
False |
True |
143 |
| 20 |
1.2653 |
1.2178 |
0.0475 |
3.9% |
0.0056 |
0.5% |
6% |
False |
True |
114 |
| 40 |
1.2735 |
1.2178 |
0.0557 |
4.6% |
0.0064 |
0.5% |
5% |
False |
True |
97 |
| 60 |
1.2836 |
1.2178 |
0.0658 |
5.4% |
0.0069 |
0.6% |
4% |
False |
True |
100 |
| 80 |
1.2836 |
1.2178 |
0.0658 |
5.4% |
0.0070 |
0.6% |
4% |
False |
True |
92 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2546 |
|
2.618 |
1.2431 |
|
1.618 |
1.2361 |
|
1.000 |
1.2318 |
|
0.618 |
1.2291 |
|
HIGH |
1.2248 |
|
0.618 |
1.2221 |
|
0.500 |
1.2213 |
|
0.382 |
1.2205 |
|
LOW |
1.2178 |
|
0.618 |
1.2135 |
|
1.000 |
1.2108 |
|
1.618 |
1.2065 |
|
2.618 |
1.1995 |
|
4.250 |
1.1881 |
|
|
| Fisher Pivots for day following 02-May-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.2213 |
1.2258 |
| PP |
1.2211 |
1.2241 |
| S1 |
1.2209 |
1.2224 |
|