CME Euro FX (E) Future March 2019
| Trading Metrics calculated at close of trading on 09-May-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-May-2018 |
09-May-2018 |
Change |
Change % |
Previous Week |
| Open |
1.2230 |
1.2140 |
-0.0090 |
-0.7% |
1.2420 |
| High |
1.2230 |
1.2190 |
-0.0041 |
-0.3% |
1.2420 |
| Low |
1.2164 |
1.2140 |
-0.0024 |
-0.2% |
1.2228 |
| Close |
1.2169 |
1.2172 |
0.0003 |
0.0% |
1.2281 |
| Range |
0.0067 |
0.0050 |
-0.0017 |
-25.6% |
0.0192 |
| ATR |
0.0060 |
0.0060 |
-0.0001 |
-1.3% |
0.0000 |
| Volume |
11 |
13 |
2 |
18.2% |
275 |
|
| Daily Pivots for day following 09-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2316 |
1.2293 |
1.2199 |
|
| R3 |
1.2266 |
1.2244 |
1.2185 |
|
| R2 |
1.2217 |
1.2217 |
1.2181 |
|
| R1 |
1.2194 |
1.2194 |
1.2176 |
1.2205 |
| PP |
1.2167 |
1.2167 |
1.2167 |
1.2173 |
| S1 |
1.2145 |
1.2145 |
1.2167 |
1.2156 |
| S2 |
1.2118 |
1.2118 |
1.2162 |
|
| S3 |
1.2068 |
1.2095 |
1.2158 |
|
| S4 |
1.2019 |
1.2046 |
1.2144 |
|
|
| Weekly Pivots for week ending 04-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2886 |
1.2775 |
1.2387 |
|
| R3 |
1.2694 |
1.2583 |
1.2334 |
|
| R2 |
1.2502 |
1.2502 |
1.2316 |
|
| R1 |
1.2391 |
1.2391 |
1.2299 |
1.2351 |
| PP |
1.2310 |
1.2310 |
1.2310 |
1.2289 |
| S1 |
1.2199 |
1.2199 |
1.2263 |
1.2159 |
| S2 |
1.2118 |
1.2118 |
1.2246 |
|
| S3 |
1.1926 |
1.2007 |
1.2228 |
|
| S4 |
1.1734 |
1.1815 |
1.2175 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2315 |
1.2140 |
0.0175 |
1.4% |
0.0044 |
0.4% |
18% |
False |
True |
30 |
| 10 |
1.2525 |
1.2140 |
0.0385 |
3.2% |
0.0053 |
0.4% |
8% |
False |
True |
43 |
| 20 |
1.2732 |
1.2140 |
0.0592 |
4.9% |
0.0040 |
0.3% |
5% |
False |
True |
24 |
| 40 |
1.2827 |
1.2140 |
0.0687 |
5.6% |
0.0037 |
0.3% |
5% |
False |
True |
14 |
| 60 |
1.2929 |
1.2140 |
0.0789 |
6.5% |
0.0041 |
0.3% |
4% |
False |
True |
14 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2400 |
|
2.618 |
1.2319 |
|
1.618 |
1.2270 |
|
1.000 |
1.2239 |
|
0.618 |
1.2220 |
|
HIGH |
1.2190 |
|
0.618 |
1.2171 |
|
0.500 |
1.2165 |
|
0.382 |
1.2159 |
|
LOW |
1.2140 |
|
0.618 |
1.2109 |
|
1.000 |
1.2091 |
|
1.618 |
1.2060 |
|
2.618 |
1.2010 |
|
4.250 |
1.1930 |
|
|
| Fisher Pivots for day following 09-May-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.2169 |
1.2190 |
| PP |
1.2167 |
1.2184 |
| S1 |
1.2165 |
1.2178 |
|