CME Euro FX (E) Future December 2018
| Trading Metrics calculated at close of trading on 17-May-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-May-2018 |
17-May-2018 |
Change |
Change % |
Previous Week |
| Open |
1.2033 |
1.2033 |
0.0000 |
0.0% |
1.2188 |
| High |
1.2055 |
1.2033 |
-0.0022 |
-0.2% |
1.2188 |
| Low |
1.1971 |
1.1980 |
0.0009 |
0.1% |
1.2040 |
| Close |
1.2003 |
1.1996 |
-0.0007 |
-0.1% |
1.2148 |
| Range |
0.0085 |
0.0054 |
-0.0031 |
-36.7% |
0.0148 |
| ATR |
0.0073 |
0.0071 |
-0.0001 |
-1.9% |
0.0000 |
| Volume |
309 |
906 |
597 |
193.2% |
574 |
|
| Daily Pivots for day following 17-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2163 |
1.2133 |
1.2025 |
|
| R3 |
1.2110 |
1.2080 |
1.2011 |
|
| R2 |
1.2056 |
1.2056 |
1.2006 |
|
| R1 |
1.2026 |
1.2026 |
1.2001 |
1.2015 |
| PP |
1.2003 |
1.2003 |
1.2003 |
1.1997 |
| S1 |
1.1973 |
1.1973 |
1.1991 |
1.1961 |
| S2 |
1.1949 |
1.1949 |
1.1986 |
|
| S3 |
1.1896 |
1.1919 |
1.1981 |
|
| S4 |
1.1842 |
1.1866 |
1.1967 |
|
|
| 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 |
1.1971 |
0.0223 |
1.9% |
0.0074 |
0.6% |
11% |
False |
False |
366 |
| 10 |
1.2208 |
1.1971 |
0.0237 |
2.0% |
0.0075 |
0.6% |
11% |
False |
False |
241 |
| 20 |
1.2549 |
1.1971 |
0.0579 |
4.8% |
0.0069 |
0.6% |
4% |
False |
False |
191 |
| 40 |
1.2735 |
1.1971 |
0.0765 |
6.4% |
0.0064 |
0.5% |
3% |
False |
False |
137 |
| 60 |
1.2735 |
1.1971 |
0.0765 |
6.4% |
0.0066 |
0.6% |
3% |
False |
False |
116 |
| 80 |
1.2836 |
1.1971 |
0.0865 |
7.2% |
0.0071 |
0.6% |
3% |
False |
False |
112 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2260 |
|
2.618 |
1.2173 |
|
1.618 |
1.2120 |
|
1.000 |
1.2087 |
|
0.618 |
1.2066 |
|
HIGH |
1.2033 |
|
0.618 |
1.2013 |
|
0.500 |
1.2006 |
|
0.382 |
1.2000 |
|
LOW |
1.1980 |
|
0.618 |
1.1946 |
|
1.000 |
1.1926 |
|
1.618 |
1.1893 |
|
2.618 |
1.1839 |
|
4.250 |
1.1752 |
|
|
| Fisher Pivots for day following 17-May-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.2006 |
1.2054 |
| PP |
1.2003 |
1.2035 |
| S1 |
1.1999 |
1.2015 |
|