CME Euro FX (E) Future December 2018
| Trading Metrics calculated at close of trading on 10-May-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-May-2018 |
10-May-2018 |
Change |
Change % |
Previous Week |
| Open |
1.2073 |
1.2057 |
-0.0016 |
-0.1% |
1.2338 |
| High |
1.2090 |
1.2151 |
0.0061 |
0.5% |
1.2338 |
| Low |
1.2040 |
1.2057 |
0.0017 |
0.1% |
1.2125 |
| Close |
1.2070 |
1.2132 |
0.0062 |
0.5% |
1.2179 |
| Range |
0.0050 |
0.0094 |
0.0044 |
87.0% |
0.0213 |
| ATR |
0.0068 |
0.0070 |
0.0002 |
2.7% |
0.0000 |
| Volume |
156 |
58 |
-98 |
-62.8% |
406 |
|
| Daily Pivots for day following 10-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2394 |
1.2356 |
1.2183 |
|
| R3 |
1.2300 |
1.2263 |
1.2158 |
|
| R2 |
1.2207 |
1.2207 |
1.2149 |
|
| R1 |
1.2169 |
1.2169 |
1.2141 |
1.2188 |
| PP |
1.2113 |
1.2113 |
1.2113 |
1.2123 |
| S1 |
1.2076 |
1.2076 |
1.2123 |
1.2095 |
| S2 |
1.2020 |
1.2020 |
1.2115 |
|
| S3 |
1.1926 |
1.1982 |
1.2106 |
|
| S4 |
1.1833 |
1.1889 |
1.2081 |
|
|
| 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 |
1.2208 |
1.2040 |
0.0168 |
1.4% |
0.0077 |
0.6% |
55% |
False |
False |
116 |
| 10 |
1.2347 |
1.2040 |
0.0307 |
2.5% |
0.0070 |
0.6% |
30% |
False |
False |
145 |
| 20 |
1.2653 |
1.2040 |
0.0613 |
5.1% |
0.0063 |
0.5% |
15% |
False |
False |
116 |
| 40 |
1.2735 |
1.2040 |
0.0695 |
5.7% |
0.0065 |
0.5% |
13% |
False |
False |
100 |
| 60 |
1.2836 |
1.2040 |
0.0796 |
6.6% |
0.0068 |
0.6% |
12% |
False |
False |
92 |
| 80 |
1.2836 |
1.2040 |
0.0796 |
6.6% |
0.0071 |
0.6% |
12% |
False |
False |
97 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2548 |
|
2.618 |
1.2395 |
|
1.618 |
1.2302 |
|
1.000 |
1.2244 |
|
0.618 |
1.2208 |
|
HIGH |
1.2151 |
|
0.618 |
1.2115 |
|
0.500 |
1.2104 |
|
0.382 |
1.2093 |
|
LOW |
1.2057 |
|
0.618 |
1.1999 |
|
1.000 |
1.1964 |
|
1.618 |
1.1906 |
|
2.618 |
1.1812 |
|
4.250 |
1.1660 |
|
|
| Fisher Pivots for day following 10-May-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.2123 |
1.2120 |
| PP |
1.2113 |
1.2108 |
| S1 |
1.2104 |
1.2095 |
|