CME Euro FX (E) Future December 2018
| Trading Metrics calculated at close of trading on 11-May-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-May-2018 |
11-May-2018 |
Change |
Change % |
Previous Week |
| Open |
1.2057 |
1.2122 |
0.0065 |
0.5% |
1.2188 |
| High |
1.2151 |
1.2168 |
0.0018 |
0.1% |
1.2188 |
| Low |
1.2057 |
1.2108 |
0.0051 |
0.4% |
1.2040 |
| Close |
1.2132 |
1.2148 |
0.0016 |
0.1% |
1.2148 |
| Range |
0.0094 |
0.0060 |
-0.0034 |
-35.8% |
0.0148 |
| ATR |
0.0070 |
0.0069 |
-0.0001 |
-1.0% |
0.0000 |
| Volume |
58 |
110 |
52 |
89.7% |
574 |
|
| Daily Pivots for day following 11-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2321 |
1.2294 |
1.2181 |
|
| R3 |
1.2261 |
1.2234 |
1.2164 |
|
| R2 |
1.2201 |
1.2201 |
1.2159 |
|
| R1 |
1.2174 |
1.2174 |
1.2153 |
1.2188 |
| PP |
1.2141 |
1.2141 |
1.2141 |
1.2148 |
| S1 |
1.2114 |
1.2114 |
1.2142 |
1.2128 |
| S2 |
1.2081 |
1.2081 |
1.2137 |
|
| S3 |
1.2021 |
1.2054 |
1.2131 |
|
| S4 |
1.1961 |
1.1994 |
1.2115 |
|
|
| Weekly Pivots for week ending 11-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2569 |
1.2506 |
1.2229 |
|
| R3 |
1.2421 |
1.2358 |
1.2188 |
|
| R2 |
1.2273 |
1.2273 |
1.2175 |
|
| R1 |
1.2210 |
1.2210 |
1.2161 |
1.2168 |
| PP |
1.2125 |
1.2125 |
1.2125 |
1.2104 |
| S1 |
1.2062 |
1.2062 |
1.2134 |
1.2020 |
| S2 |
1.1977 |
1.1977 |
1.2120 |
|
| S3 |
1.1829 |
1.1914 |
1.2107 |
|
| S4 |
1.1681 |
1.1766 |
1.2066 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2188 |
1.2040 |
0.0148 |
1.2% |
0.0073 |
0.6% |
73% |
False |
False |
114 |
| 10 |
1.2338 |
1.2040 |
0.0298 |
2.4% |
0.0070 |
0.6% |
36% |
False |
False |
98 |
| 20 |
1.2653 |
1.2040 |
0.0613 |
5.0% |
0.0065 |
0.5% |
18% |
False |
False |
118 |
| 40 |
1.2735 |
1.2040 |
0.0695 |
5.7% |
0.0065 |
0.5% |
15% |
False |
False |
101 |
| 60 |
1.2836 |
1.2040 |
0.0796 |
6.5% |
0.0067 |
0.5% |
14% |
False |
False |
92 |
| 80 |
1.2836 |
1.2040 |
0.0796 |
6.5% |
0.0070 |
0.6% |
14% |
False |
False |
98 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2423 |
|
2.618 |
1.2325 |
|
1.618 |
1.2265 |
|
1.000 |
1.2228 |
|
0.618 |
1.2205 |
|
HIGH |
1.2168 |
|
0.618 |
1.2145 |
|
0.500 |
1.2138 |
|
0.382 |
1.2131 |
|
LOW |
1.2108 |
|
0.618 |
1.2071 |
|
1.000 |
1.2048 |
|
1.618 |
1.2011 |
|
2.618 |
1.1951 |
|
4.250 |
1.1853 |
|
|
| Fisher Pivots for day following 11-May-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.2144 |
1.2133 |
| PP |
1.2141 |
1.2119 |
| S1 |
1.2138 |
1.2104 |
|