CME Euro FX (E) Future December 2018
| Trading Metrics calculated at close of trading on 15-May-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-May-2018 |
15-May-2018 |
Change |
Change % |
Previous Week |
| Open |
1.2164 |
1.2129 |
-0.0035 |
-0.3% |
1.2188 |
| High |
1.2194 |
1.2137 |
-0.0057 |
-0.5% |
1.2188 |
| Low |
1.2138 |
1.2023 |
-0.0116 |
-1.0% |
1.2040 |
| Close |
1.2145 |
1.2050 |
-0.0095 |
-0.8% |
1.2148 |
| Range |
0.0056 |
0.0115 |
0.0059 |
106.3% |
0.0148 |
| ATR |
0.0068 |
0.0072 |
0.0004 |
5.7% |
0.0000 |
| Volume |
206 |
299 |
93 |
45.1% |
574 |
|
| Daily Pivots for day following 15-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2413 |
1.2346 |
1.2113 |
|
| R3 |
1.2299 |
1.2232 |
1.2081 |
|
| R2 |
1.2184 |
1.2184 |
1.2071 |
|
| R1 |
1.2117 |
1.2117 |
1.2060 |
1.2094 |
| PP |
1.2070 |
1.2070 |
1.2070 |
1.2058 |
| S1 |
1.2003 |
1.2003 |
1.2040 |
1.1979 |
| S2 |
1.1955 |
1.1955 |
1.2029 |
|
| S3 |
1.1841 |
1.1888 |
1.2019 |
|
| S4 |
1.1726 |
1.1774 |
1.1987 |
|
|
| 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 |
1.2194 |
1.2023 |
0.0171 |
1.4% |
0.0075 |
0.6% |
16% |
False |
True |
165 |
| 10 |
1.2248 |
1.2023 |
0.0226 |
1.9% |
0.0074 |
0.6% |
12% |
False |
True |
137 |
| 20 |
1.2637 |
1.2023 |
0.0614 |
5.1% |
0.0067 |
0.6% |
4% |
False |
True |
138 |
| 40 |
1.2735 |
1.2023 |
0.0713 |
5.9% |
0.0065 |
0.5% |
4% |
False |
True |
109 |
| 60 |
1.2735 |
1.2023 |
0.0713 |
5.9% |
0.0066 |
0.6% |
4% |
False |
True |
98 |
| 80 |
1.2836 |
1.2023 |
0.0813 |
6.7% |
0.0071 |
0.6% |
3% |
False |
True |
97 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2624 |
|
2.618 |
1.2437 |
|
1.618 |
1.2322 |
|
1.000 |
1.2252 |
|
0.618 |
1.2208 |
|
HIGH |
1.2137 |
|
0.618 |
1.2093 |
|
0.500 |
1.2080 |
|
0.382 |
1.2066 |
|
LOW |
1.2023 |
|
0.618 |
1.1952 |
|
1.000 |
1.1908 |
|
1.618 |
1.1837 |
|
2.618 |
1.1723 |
|
4.250 |
1.1536 |
|
|
| Fisher Pivots for day following 15-May-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.2080 |
1.2108 |
| PP |
1.2070 |
1.2089 |
| S1 |
1.2060 |
1.2069 |
|