CME Euro FX (E) Future December 2018
| Trading Metrics calculated at close of trading on 23-May-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-May-2018 |
23-May-2018 |
Change |
Change % |
Previous Week |
| Open |
1.1986 |
1.1959 |
-0.0028 |
-0.2% |
1.2164 |
| High |
1.2019 |
1.1961 |
-0.0059 |
-0.5% |
1.2194 |
| Low |
1.1957 |
1.1873 |
-0.0084 |
-0.7% |
1.1949 |
| Close |
1.1975 |
1.1893 |
-0.0083 |
-0.7% |
1.1971 |
| Range |
0.0062 |
0.0088 |
0.0026 |
41.1% |
0.0245 |
| ATR |
0.0069 |
0.0072 |
0.0002 |
3.4% |
0.0000 |
| Volume |
294 |
1,012 |
718 |
244.2% |
1,841 |
|
| Daily Pivots for day following 23-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2171 |
1.2119 |
1.1941 |
|
| R3 |
1.2084 |
1.2032 |
1.1917 |
|
| R2 |
1.1996 |
1.1996 |
1.1909 |
|
| R1 |
1.1944 |
1.1944 |
1.1901 |
1.1927 |
| PP |
1.1909 |
1.1909 |
1.1909 |
1.1900 |
| S1 |
1.1857 |
1.1857 |
1.1884 |
1.1839 |
| S2 |
1.1821 |
1.1821 |
1.1876 |
|
| S3 |
1.1734 |
1.1769 |
1.1868 |
|
| S4 |
1.1646 |
1.1682 |
1.1844 |
|
|
| 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 |
1.2033 |
1.1873 |
0.0160 |
1.3% |
0.0065 |
0.5% |
12% |
False |
True |
495 |
| 10 |
1.2194 |
1.1873 |
0.0321 |
2.7% |
0.0073 |
0.6% |
6% |
False |
True |
345 |
| 20 |
1.2431 |
1.1873 |
0.0558 |
4.7% |
0.0072 |
0.6% |
3% |
False |
True |
248 |
| 40 |
1.2657 |
1.1873 |
0.0784 |
6.6% |
0.0063 |
0.5% |
2% |
False |
True |
166 |
| 60 |
1.2735 |
1.1873 |
0.0862 |
7.2% |
0.0067 |
0.6% |
2% |
False |
True |
135 |
| 80 |
1.2836 |
1.1873 |
0.0963 |
8.1% |
0.0070 |
0.6% |
2% |
False |
True |
127 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2332 |
|
2.618 |
1.2190 |
|
1.618 |
1.2102 |
|
1.000 |
1.2048 |
|
0.618 |
1.2015 |
|
HIGH |
1.1961 |
|
0.618 |
1.1927 |
|
0.500 |
1.1917 |
|
0.382 |
1.1906 |
|
LOW |
1.1873 |
|
0.618 |
1.1819 |
|
1.000 |
1.1786 |
|
1.618 |
1.1731 |
|
2.618 |
1.1644 |
|
4.250 |
1.1501 |
|
|
| Fisher Pivots for day following 23-May-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.1917 |
1.1946 |
| PP |
1.1909 |
1.1928 |
| S1 |
1.1901 |
1.1910 |
|