CME Euro FX (E) Future December 2018
| Trading Metrics calculated at close of trading on 18-May-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-May-2018 |
18-May-2018 |
Change |
Change % |
Previous Week |
| Open |
1.2033 |
1.1989 |
-0.0044 |
-0.4% |
1.2164 |
| High |
1.2033 |
1.2010 |
-0.0024 |
-0.2% |
1.2194 |
| Low |
1.1980 |
1.1949 |
-0.0031 |
-0.3% |
1.1949 |
| Close |
1.1996 |
1.1971 |
-0.0026 |
-0.2% |
1.1971 |
| Range |
0.0054 |
0.0061 |
0.0007 |
13.1% |
0.0245 |
| ATR |
0.0071 |
0.0071 |
-0.0001 |
-1.1% |
0.0000 |
| Volume |
906 |
121 |
-785 |
-86.6% |
1,841 |
|
| Daily Pivots for day following 18-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2158 |
1.2125 |
1.2004 |
|
| R3 |
1.2097 |
1.2064 |
1.1987 |
|
| R2 |
1.2037 |
1.2037 |
1.1982 |
|
| R1 |
1.2004 |
1.2004 |
1.1976 |
1.1990 |
| PP |
1.1976 |
1.1976 |
1.1976 |
1.1970 |
| S1 |
1.1943 |
1.1943 |
1.1965 |
1.1930 |
| S2 |
1.1916 |
1.1916 |
1.1959 |
|
| S3 |
1.1855 |
1.1883 |
1.1954 |
|
| S4 |
1.1795 |
1.1822 |
1.1937 |
|
|
| Weekly Pivots for week ending 18-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2771 |
1.2615 |
1.2105 |
|
| R3 |
1.2527 |
1.2371 |
1.2038 |
|
| R2 |
1.2282 |
1.2282 |
1.2015 |
|
| R1 |
1.2126 |
1.2126 |
1.1993 |
1.2082 |
| PP |
1.2038 |
1.2038 |
1.2038 |
1.2016 |
| S1 |
1.1882 |
1.1882 |
1.1948 |
1.1838 |
| S2 |
1.1793 |
1.1793 |
1.1926 |
|
| S3 |
1.1549 |
1.1637 |
1.1903 |
|
| S4 |
1.1304 |
1.1393 |
1.1836 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2194 |
1.1949 |
0.0245 |
2.0% |
0.0074 |
0.6% |
9% |
False |
True |
368 |
| 10 |
1.2194 |
1.1949 |
0.0245 |
2.0% |
0.0073 |
0.6% |
9% |
False |
True |
241 |
| 20 |
1.2510 |
1.1949 |
0.0561 |
4.7% |
0.0070 |
0.6% |
4% |
False |
True |
191 |
| 40 |
1.2735 |
1.1949 |
0.0786 |
6.6% |
0.0063 |
0.5% |
3% |
False |
True |
138 |
| 60 |
1.2735 |
1.1949 |
0.0786 |
6.6% |
0.0066 |
0.6% |
3% |
False |
True |
117 |
| 80 |
1.2836 |
1.1949 |
0.0887 |
7.4% |
0.0071 |
0.6% |
2% |
False |
True |
111 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2267 |
|
2.618 |
1.2168 |
|
1.618 |
1.2107 |
|
1.000 |
1.2070 |
|
0.618 |
1.2047 |
|
HIGH |
1.2010 |
|
0.618 |
1.1986 |
|
0.500 |
1.1979 |
|
0.382 |
1.1972 |
|
LOW |
1.1949 |
|
0.618 |
1.1912 |
|
1.000 |
1.1889 |
|
1.618 |
1.1851 |
|
2.618 |
1.1791 |
|
4.250 |
1.1692 |
|
|
| Fisher Pivots for day following 18-May-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.1979 |
1.2002 |
| PP |
1.1976 |
1.1992 |
| S1 |
1.1973 |
1.1981 |
|