CME Euro FX (E) Future December 2018
| Trading Metrics calculated at close of trading on 07-May-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-May-2018 |
07-May-2018 |
Change |
Change % |
Previous Week |
| Open |
1.2208 |
1.2188 |
-0.0020 |
-0.2% |
1.2338 |
| High |
1.2208 |
1.2188 |
-0.0020 |
-0.2% |
1.2338 |
| Low |
1.2125 |
1.2113 |
-0.0012 |
-0.1% |
1.2125 |
| Close |
1.2179 |
1.2137 |
-0.0042 |
-0.3% |
1.2179 |
| Range |
0.0083 |
0.0076 |
-0.0008 |
-9.0% |
0.0213 |
| ATR |
0.0067 |
0.0068 |
0.0001 |
0.9% |
0.0000 |
| Volume |
118 |
104 |
-14 |
-11.9% |
406 |
|
| Daily Pivots for day following 07-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2372 |
1.2330 |
1.2179 |
|
| R3 |
1.2297 |
1.2255 |
1.2158 |
|
| R2 |
1.2221 |
1.2221 |
1.2151 |
|
| R1 |
1.2179 |
1.2179 |
1.2144 |
1.2163 |
| PP |
1.2146 |
1.2146 |
1.2146 |
1.2138 |
| S1 |
1.2104 |
1.2104 |
1.2130 |
1.2087 |
| S2 |
1.2070 |
1.2070 |
1.2123 |
|
| S3 |
1.1995 |
1.2028 |
1.2116 |
|
| S4 |
1.1919 |
1.1953 |
1.2095 |
|
|
| 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 |
1.2301 |
1.2113 |
0.0188 |
1.5% |
0.0075 |
0.6% |
13% |
False |
True |
88 |
| 10 |
1.2472 |
1.2113 |
0.0359 |
3.0% |
0.0068 |
0.6% |
7% |
False |
True |
140 |
| 20 |
1.2653 |
1.2113 |
0.0541 |
4.5% |
0.0058 |
0.5% |
5% |
False |
True |
105 |
| 40 |
1.2735 |
1.2113 |
0.0623 |
5.1% |
0.0064 |
0.5% |
4% |
False |
True |
100 |
| 60 |
1.2836 |
1.2113 |
0.0723 |
6.0% |
0.0067 |
0.6% |
3% |
False |
True |
88 |
| 80 |
1.2836 |
1.2113 |
0.0723 |
6.0% |
0.0071 |
0.6% |
3% |
False |
True |
95 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2509 |
|
2.618 |
1.2386 |
|
1.618 |
1.2310 |
|
1.000 |
1.2264 |
|
0.618 |
1.2235 |
|
HIGH |
1.2188 |
|
0.618 |
1.2159 |
|
0.500 |
1.2150 |
|
0.382 |
1.2141 |
|
LOW |
1.2113 |
|
0.618 |
1.2066 |
|
1.000 |
1.2037 |
|
1.618 |
1.1990 |
|
2.618 |
1.1915 |
|
4.250 |
1.1792 |
|
|
| Fisher Pivots for day following 07-May-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.2150 |
1.2168 |
| PP |
1.2146 |
1.2158 |
| S1 |
1.2141 |
1.2147 |
|