CME Euro FX (E) Future December 2018
| Trading Metrics calculated at close of trading on 03-May-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-May-2018 |
03-May-2018 |
Change |
Change % |
Previous Week |
| Open |
1.2237 |
1.2184 |
-0.0054 |
-0.4% |
1.2508 |
| High |
1.2248 |
1.2223 |
-0.0025 |
-0.2% |
1.2510 |
| Low |
1.2178 |
1.2170 |
-0.0008 |
-0.1% |
1.2285 |
| Close |
1.2207 |
1.2209 |
0.0002 |
0.0% |
1.2347 |
| Range |
0.0070 |
0.0053 |
-0.0017 |
-24.3% |
0.0225 |
| ATR |
0.0067 |
0.0066 |
-0.0001 |
-1.5% |
0.0000 |
| Volume |
82 |
91 |
9 |
11.0% |
1,001 |
|
| Daily Pivots for day following 03-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2360 |
1.2337 |
1.2238 |
|
| R3 |
1.2307 |
1.2284 |
1.2223 |
|
| R2 |
1.2254 |
1.2254 |
1.2218 |
|
| R1 |
1.2231 |
1.2231 |
1.2213 |
1.2242 |
| PP |
1.2201 |
1.2201 |
1.2201 |
1.2206 |
| S1 |
1.2178 |
1.2178 |
1.2204 |
1.2189 |
| S2 |
1.2148 |
1.2148 |
1.2199 |
|
| S3 |
1.2095 |
1.2125 |
1.2194 |
|
| S4 |
1.2042 |
1.2072 |
1.2179 |
|
|
| 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 |
1.2347 |
1.2170 |
0.0177 |
1.4% |
0.0063 |
0.5% |
22% |
False |
True |
175 |
| 10 |
1.2549 |
1.2170 |
0.0379 |
3.1% |
0.0063 |
0.5% |
10% |
False |
True |
142 |
| 20 |
1.2653 |
1.2170 |
0.0483 |
4.0% |
0.0056 |
0.5% |
8% |
False |
True |
115 |
| 40 |
1.2735 |
1.2170 |
0.0565 |
4.6% |
0.0064 |
0.5% |
7% |
False |
True |
97 |
| 60 |
1.2836 |
1.2170 |
0.0666 |
5.5% |
0.0068 |
0.6% |
6% |
False |
True |
100 |
| 80 |
1.2836 |
1.2170 |
0.0666 |
5.5% |
0.0071 |
0.6% |
6% |
False |
True |
93 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2448 |
|
2.618 |
1.2362 |
|
1.618 |
1.2309 |
|
1.000 |
1.2276 |
|
0.618 |
1.2256 |
|
HIGH |
1.2223 |
|
0.618 |
1.2203 |
|
0.500 |
1.2197 |
|
0.382 |
1.2190 |
|
LOW |
1.2170 |
|
0.618 |
1.2137 |
|
1.000 |
1.2117 |
|
1.618 |
1.2084 |
|
2.618 |
1.2031 |
|
4.250 |
1.1945 |
|
|
| Fisher Pivots for day following 03-May-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.2205 |
1.2235 |
| PP |
1.2201 |
1.2226 |
| S1 |
1.2197 |
1.2217 |
|