CME Euro FX (E) Future December 2018
| Trading Metrics calculated at close of trading on 25-May-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-May-2018 |
25-May-2018 |
Change |
Change % |
Previous Week |
| Open |
1.1898 |
1.1890 |
-0.0009 |
-0.1% |
1.1946 |
| High |
1.1940 |
1.1917 |
-0.0023 |
-0.2% |
1.2019 |
| Low |
1.1895 |
1.1840 |
-0.0055 |
-0.5% |
1.1840 |
| Close |
1.1919 |
1.1853 |
-0.0066 |
-0.6% |
1.1853 |
| Range |
0.0045 |
0.0077 |
0.0032 |
71.1% |
0.0179 |
| ATR |
0.0070 |
0.0070 |
0.0001 |
0.9% |
0.0000 |
| Volume |
275 |
277 |
2 |
0.7% |
2,002 |
|
| Daily Pivots for day following 25-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2101 |
1.2054 |
1.1895 |
|
| R3 |
1.2024 |
1.1977 |
1.1874 |
|
| R2 |
1.1947 |
1.1947 |
1.1867 |
|
| R1 |
1.1900 |
1.1900 |
1.1860 |
1.1885 |
| PP |
1.1870 |
1.1870 |
1.1870 |
1.1862 |
| S1 |
1.1823 |
1.1823 |
1.1845 |
1.1808 |
| S2 |
1.1793 |
1.1793 |
1.1838 |
|
| S3 |
1.1716 |
1.1746 |
1.1831 |
|
| S4 |
1.1639 |
1.1669 |
1.1810 |
|
|
| Weekly Pivots for week ending 25-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2441 |
1.2326 |
1.1951 |
|
| R3 |
1.2262 |
1.2147 |
1.1902 |
|
| R2 |
1.2083 |
1.2083 |
1.1885 |
|
| R1 |
1.1968 |
1.1968 |
1.1869 |
1.1936 |
| PP |
1.1904 |
1.1904 |
1.1904 |
1.1888 |
| S1 |
1.1789 |
1.1789 |
1.1836 |
1.1757 |
| S2 |
1.1725 |
1.1725 |
1.1820 |
|
| S3 |
1.1546 |
1.1610 |
1.1803 |
|
| S4 |
1.1367 |
1.1431 |
1.1754 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2019 |
1.1840 |
0.0179 |
1.5% |
0.0066 |
0.6% |
7% |
False |
True |
400 |
| 10 |
1.2194 |
1.1840 |
0.0354 |
3.0% |
0.0070 |
0.6% |
4% |
False |
True |
384 |
| 20 |
1.2338 |
1.1840 |
0.0498 |
4.2% |
0.0070 |
0.6% |
3% |
False |
True |
241 |
| 40 |
1.2653 |
1.1840 |
0.0813 |
6.9% |
0.0062 |
0.5% |
2% |
False |
True |
177 |
| 60 |
1.2735 |
1.1840 |
0.0895 |
7.6% |
0.0066 |
0.6% |
1% |
False |
True |
143 |
| 80 |
1.2836 |
1.1840 |
0.0996 |
8.4% |
0.0070 |
0.6% |
1% |
False |
True |
133 |
| 100 |
1.2836 |
1.1840 |
0.0996 |
8.4% |
0.0070 |
0.6% |
1% |
False |
True |
122 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2244 |
|
2.618 |
1.2119 |
|
1.618 |
1.2042 |
|
1.000 |
1.1994 |
|
0.618 |
1.1965 |
|
HIGH |
1.1917 |
|
0.618 |
1.1888 |
|
0.500 |
1.1879 |
|
0.382 |
1.1869 |
|
LOW |
1.1840 |
|
0.618 |
1.1792 |
|
1.000 |
1.1763 |
|
1.618 |
1.1715 |
|
2.618 |
1.1638 |
|
4.250 |
1.1513 |
|
|
| Fisher Pivots for day following 25-May-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.1879 |
1.1900 |
| PP |
1.1870 |
1.1884 |
| S1 |
1.1861 |
1.1868 |
|