CME Euro FX (E) Future March 2019
| Trading Metrics calculated at close of trading on 14-May-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-May-2018 |
14-May-2018 |
Change |
Change % |
Previous Week |
| Open |
1.2202 |
1.2265 |
0.0063 |
0.5% |
1.2233 |
| High |
1.2271 |
1.2296 |
0.0025 |
0.2% |
1.2271 |
| Low |
1.2202 |
1.2245 |
0.0044 |
0.4% |
1.2140 |
| Close |
1.2248 |
1.2245 |
-0.0003 |
0.0% |
1.2248 |
| Range |
0.0070 |
0.0051 |
-0.0019 |
-27.3% |
0.0131 |
| ATR |
0.0062 |
0.0061 |
-0.0001 |
-1.3% |
0.0000 |
| Volume |
49 |
17 |
-32 |
-65.3% |
138 |
|
| Daily Pivots for day following 14-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2413 |
1.2380 |
1.2273 |
|
| R3 |
1.2363 |
1.2329 |
1.2259 |
|
| R2 |
1.2312 |
1.2312 |
1.2254 |
|
| R1 |
1.2279 |
1.2279 |
1.2250 |
1.2270 |
| PP |
1.2262 |
1.2262 |
1.2262 |
1.2258 |
| S1 |
1.2228 |
1.2228 |
1.2240 |
1.2220 |
| S2 |
1.2211 |
1.2211 |
1.2236 |
|
| S3 |
1.2161 |
1.2178 |
1.2231 |
|
| S4 |
1.2110 |
1.2127 |
1.2217 |
|
|
| Weekly Pivots for week ending 11-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2613 |
1.2561 |
1.2320 |
|
| R3 |
1.2482 |
1.2430 |
1.2284 |
|
| R2 |
1.2351 |
1.2351 |
1.2272 |
|
| R1 |
1.2299 |
1.2299 |
1.2260 |
1.2325 |
| PP |
1.2220 |
1.2220 |
1.2220 |
1.2232 |
| S1 |
1.2168 |
1.2168 |
1.2235 |
1.2194 |
| S2 |
1.2089 |
1.2089 |
1.2223 |
|
| S3 |
1.1958 |
1.2037 |
1.2211 |
|
| S4 |
1.1827 |
1.1906 |
1.2175 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2296 |
1.2140 |
0.0156 |
1.3% |
0.0065 |
0.5% |
68% |
True |
False |
28 |
| 10 |
1.2380 |
1.2140 |
0.0240 |
2.0% |
0.0055 |
0.4% |
44% |
False |
False |
41 |
| 20 |
1.2728 |
1.2140 |
0.0588 |
4.8% |
0.0047 |
0.4% |
18% |
False |
False |
28 |
| 40 |
1.2827 |
1.2140 |
0.0687 |
5.6% |
0.0040 |
0.3% |
15% |
False |
False |
17 |
| 60 |
1.2929 |
1.2140 |
0.0789 |
6.4% |
0.0040 |
0.3% |
13% |
False |
False |
15 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2510 |
|
2.618 |
1.2428 |
|
1.618 |
1.2377 |
|
1.000 |
1.2346 |
|
0.618 |
1.2327 |
|
HIGH |
1.2296 |
|
0.618 |
1.2276 |
|
0.500 |
1.2270 |
|
0.382 |
1.2264 |
|
LOW |
1.2245 |
|
0.618 |
1.2214 |
|
1.000 |
1.2195 |
|
1.618 |
1.2163 |
|
2.618 |
1.2113 |
|
4.250 |
1.2030 |
|
|
| Fisher Pivots for day following 14-May-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.2270 |
1.2239 |
| PP |
1.2262 |
1.2233 |
| S1 |
1.2253 |
1.2228 |
|