CME Euro FX (E) Future March 2019
| Trading Metrics calculated at close of trading on 16-May-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-May-2018 |
16-May-2018 |
Change |
Change % |
Previous Week |
| Open |
1.2222 |
1.2140 |
-0.0082 |
-0.7% |
1.2233 |
| High |
1.2222 |
1.2144 |
-0.0078 |
-0.6% |
1.2271 |
| Low |
1.2134 |
1.2073 |
-0.0061 |
-0.5% |
1.2140 |
| Close |
1.2150 |
1.2103 |
-0.0047 |
-0.4% |
1.2248 |
| Range |
0.0088 |
0.0071 |
-0.0017 |
-19.4% |
0.0131 |
| ATR |
0.0065 |
0.0066 |
0.0001 |
1.3% |
0.0000 |
| Volume |
7 |
26 |
19 |
271.4% |
138 |
|
| Daily Pivots for day following 16-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2318 |
1.2281 |
1.2142 |
|
| R3 |
1.2248 |
1.2211 |
1.2122 |
|
| R2 |
1.2177 |
1.2177 |
1.2116 |
|
| R1 |
1.2140 |
1.2140 |
1.2109 |
1.2123 |
| PP |
1.2107 |
1.2107 |
1.2107 |
1.2098 |
| S1 |
1.2070 |
1.2070 |
1.2097 |
1.2053 |
| S2 |
1.2036 |
1.2036 |
1.2090 |
|
| S3 |
1.1966 |
1.1999 |
1.2084 |
|
| S4 |
1.1895 |
1.1929 |
1.2064 |
|
|
| 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 |
1.2073 |
0.0223 |
1.8% |
0.0073 |
0.6% |
13% |
False |
True |
29 |
| 10 |
1.2315 |
1.2073 |
0.0242 |
2.0% |
0.0058 |
0.5% |
12% |
False |
True |
30 |
| 20 |
1.2728 |
1.2073 |
0.0655 |
5.4% |
0.0052 |
0.4% |
5% |
False |
True |
29 |
| 40 |
1.2827 |
1.2073 |
0.0754 |
6.2% |
0.0041 |
0.3% |
4% |
False |
True |
17 |
| 60 |
1.2827 |
1.2073 |
0.0754 |
6.2% |
0.0040 |
0.3% |
4% |
False |
True |
14 |
| 80 |
1.2929 |
1.2073 |
0.0856 |
7.1% |
0.0047 |
0.4% |
4% |
False |
True |
16 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2443 |
|
2.618 |
1.2328 |
|
1.618 |
1.2258 |
|
1.000 |
1.2214 |
|
0.618 |
1.2187 |
|
HIGH |
1.2144 |
|
0.618 |
1.2117 |
|
0.500 |
1.2108 |
|
0.382 |
1.2100 |
|
LOW |
1.2073 |
|
0.618 |
1.2029 |
|
1.000 |
1.2003 |
|
1.618 |
1.1959 |
|
2.618 |
1.1888 |
|
4.250 |
1.1773 |
|
|
| Fisher Pivots for day following 16-May-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.2108 |
1.2184 |
| PP |
1.2107 |
1.2157 |
| S1 |
1.2105 |
1.2130 |
|