CME Euro FX (E) Future December 2018
| Trading Metrics calculated at close of trading on 09-May-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-May-2018 |
09-May-2018 |
Change |
Change % |
Previous Week |
| Open |
1.2134 |
1.2073 |
-0.0061 |
-0.5% |
1.2338 |
| High |
1.2134 |
1.2090 |
-0.0044 |
-0.4% |
1.2338 |
| Low |
1.2050 |
1.2040 |
-0.0010 |
-0.1% |
1.2125 |
| Close |
1.2068 |
1.2070 |
0.0003 |
0.0% |
1.2179 |
| Range |
0.0085 |
0.0050 |
-0.0035 |
-40.8% |
0.0213 |
| ATR |
0.0069 |
0.0068 |
-0.0001 |
-2.0% |
0.0000 |
| Volume |
146 |
156 |
10 |
6.8% |
406 |
|
| Daily Pivots for day following 09-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2217 |
1.2193 |
1.2098 |
|
| R3 |
1.2167 |
1.2143 |
1.2084 |
|
| R2 |
1.2117 |
1.2117 |
1.2079 |
|
| R1 |
1.2093 |
1.2093 |
1.2075 |
1.2080 |
| PP |
1.2067 |
1.2067 |
1.2067 |
1.2060 |
| S1 |
1.2043 |
1.2043 |
1.2065 |
1.2030 |
| S2 |
1.2017 |
1.2017 |
1.2061 |
|
| S3 |
1.1967 |
1.1993 |
1.2056 |
|
| S4 |
1.1917 |
1.1943 |
1.2043 |
|
|
| 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 |
1.2223 |
1.2040 |
0.0183 |
1.5% |
0.0069 |
0.6% |
16% |
False |
True |
123 |
| 10 |
1.2431 |
1.2040 |
0.0391 |
3.2% |
0.0071 |
0.6% |
8% |
False |
True |
151 |
| 20 |
1.2653 |
1.2040 |
0.0613 |
5.1% |
0.0059 |
0.5% |
5% |
False |
True |
115 |
| 40 |
1.2735 |
1.2040 |
0.0695 |
5.8% |
0.0064 |
0.5% |
4% |
False |
True |
101 |
| 60 |
1.2836 |
1.2040 |
0.0796 |
6.6% |
0.0068 |
0.6% |
4% |
False |
True |
92 |
| 80 |
1.2836 |
1.2040 |
0.0796 |
6.6% |
0.0071 |
0.6% |
4% |
False |
True |
97 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2303 |
|
2.618 |
1.2221 |
|
1.618 |
1.2171 |
|
1.000 |
1.2140 |
|
0.618 |
1.2121 |
|
HIGH |
1.2090 |
|
0.618 |
1.2071 |
|
0.500 |
1.2065 |
|
0.382 |
1.2059 |
|
LOW |
1.2040 |
|
0.618 |
1.2009 |
|
1.000 |
1.1990 |
|
1.618 |
1.1959 |
|
2.618 |
1.1909 |
|
4.250 |
1.1828 |
|
|
| Fisher Pivots for day following 09-May-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.2068 |
1.2114 |
| PP |
1.2067 |
1.2099 |
| S1 |
1.2065 |
1.2085 |
|