CME Euro FX (E) Future December 2018
| Trading Metrics calculated at close of trading on 04-May-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-May-2018 |
04-May-2018 |
Change |
Change % |
Previous Week |
| Open |
1.2184 |
1.2208 |
0.0024 |
0.2% |
1.2338 |
| High |
1.2223 |
1.2208 |
-0.0016 |
-0.1% |
1.2338 |
| Low |
1.2170 |
1.2125 |
-0.0046 |
-0.4% |
1.2125 |
| Close |
1.2209 |
1.2179 |
-0.0030 |
-0.2% |
1.2179 |
| Range |
0.0053 |
0.0083 |
0.0030 |
56.6% |
0.0213 |
| ATR |
0.0066 |
0.0067 |
0.0001 |
2.0% |
0.0000 |
| Volume |
91 |
118 |
27 |
29.7% |
406 |
|
| Daily Pivots for day following 04-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2419 |
1.2382 |
1.2224 |
|
| R3 |
1.2336 |
1.2299 |
1.2201 |
|
| R2 |
1.2253 |
1.2253 |
1.2194 |
|
| R1 |
1.2216 |
1.2216 |
1.2186 |
1.2193 |
| PP |
1.2170 |
1.2170 |
1.2170 |
1.2159 |
| S1 |
1.2133 |
1.2133 |
1.2171 |
1.2110 |
| S2 |
1.2087 |
1.2087 |
1.2163 |
|
| S3 |
1.2004 |
1.2050 |
1.2156 |
|
| S4 |
1.1921 |
1.1967 |
1.2133 |
|
|
| Weekly Pivots for week ending 04-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2853 |
1.2729 |
1.2296 |
|
| R3 |
1.2640 |
1.2516 |
1.2237 |
|
| R2 |
1.2427 |
1.2427 |
1.2218 |
|
| R1 |
1.2303 |
1.2303 |
1.2198 |
1.2258 |
| PP |
1.2214 |
1.2214 |
1.2214 |
1.2191 |
| S1 |
1.2090 |
1.2090 |
1.2159 |
1.2045 |
| S2 |
1.2001 |
1.2001 |
1.2139 |
|
| S3 |
1.1788 |
1.1877 |
1.2120 |
|
| S4 |
1.1575 |
1.1664 |
1.2061 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2338 |
1.2125 |
0.0213 |
1.7% |
0.0067 |
0.6% |
25% |
False |
True |
81 |
| 10 |
1.2510 |
1.2125 |
0.0385 |
3.2% |
0.0067 |
0.6% |
14% |
False |
True |
140 |
| 20 |
1.2653 |
1.2125 |
0.0529 |
4.3% |
0.0057 |
0.5% |
10% |
False |
True |
106 |
| 40 |
1.2735 |
1.2125 |
0.0611 |
5.0% |
0.0063 |
0.5% |
9% |
False |
True |
98 |
| 60 |
1.2836 |
1.2125 |
0.0711 |
5.8% |
0.0067 |
0.6% |
8% |
False |
True |
98 |
| 80 |
1.2836 |
1.2125 |
0.0711 |
5.8% |
0.0071 |
0.6% |
8% |
False |
True |
94 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2560 |
|
2.618 |
1.2425 |
|
1.618 |
1.2342 |
|
1.000 |
1.2291 |
|
0.618 |
1.2259 |
|
HIGH |
1.2208 |
|
0.618 |
1.2176 |
|
0.500 |
1.2166 |
|
0.382 |
1.2156 |
|
LOW |
1.2125 |
|
0.618 |
1.2073 |
|
1.000 |
1.2042 |
|
1.618 |
1.1990 |
|
2.618 |
1.1907 |
|
4.250 |
1.1772 |
|
|
| Fisher Pivots for day following 04-May-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.2174 |
1.2186 |
| PP |
1.2170 |
1.2184 |
| S1 |
1.2166 |
1.2181 |
|