CME Euro FX (E) Future March 2019
| Trading Metrics calculated at close of trading on 17-May-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-May-2018 |
17-May-2018 |
Change |
Change % |
Previous Week |
| Open |
1.2140 |
1.2094 |
-0.0046 |
-0.4% |
1.2233 |
| High |
1.2144 |
1.2122 |
-0.0022 |
-0.2% |
1.2271 |
| Low |
1.2073 |
1.2089 |
0.0016 |
0.1% |
1.2140 |
| Close |
1.2103 |
1.2097 |
-0.0007 |
-0.1% |
1.2248 |
| Range |
0.0071 |
0.0033 |
-0.0038 |
-53.2% |
0.0131 |
| ATR |
0.0066 |
0.0063 |
-0.0002 |
-3.6% |
0.0000 |
| Volume |
26 |
5 |
-21 |
-80.8% |
138 |
|
| Daily Pivots for day following 17-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2201 |
1.2182 |
1.2115 |
|
| R3 |
1.2168 |
1.2149 |
1.2106 |
|
| R2 |
1.2135 |
1.2135 |
1.2103 |
|
| R1 |
1.2116 |
1.2116 |
1.2100 |
1.2126 |
| PP |
1.2102 |
1.2102 |
1.2102 |
1.2107 |
| S1 |
1.2083 |
1.2083 |
1.2093 |
1.2093 |
| S2 |
1.2069 |
1.2069 |
1.2090 |
|
| S3 |
1.2036 |
1.2050 |
1.2087 |
|
| S4 |
1.2003 |
1.2017 |
1.2078 |
|
|
| 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% |
0.0062 |
0.5% |
11% |
False |
False |
20 |
| 10 |
1.2296 |
1.2073 |
0.0223 |
1.8% |
0.0058 |
0.5% |
11% |
False |
False |
28 |
| 20 |
1.2625 |
1.2073 |
0.0552 |
4.6% |
0.0052 |
0.4% |
4% |
False |
False |
29 |
| 40 |
1.2827 |
1.2073 |
0.0754 |
6.2% |
0.0040 |
0.3% |
3% |
False |
False |
17 |
| 60 |
1.2827 |
1.2073 |
0.0754 |
6.2% |
0.0041 |
0.3% |
3% |
False |
False |
15 |
| 80 |
1.2929 |
1.2073 |
0.0856 |
7.1% |
0.0047 |
0.4% |
3% |
False |
False |
16 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2262 |
|
2.618 |
1.2208 |
|
1.618 |
1.2175 |
|
1.000 |
1.2155 |
|
0.618 |
1.2142 |
|
HIGH |
1.2122 |
|
0.618 |
1.2109 |
|
0.500 |
1.2105 |
|
0.382 |
1.2101 |
|
LOW |
1.2089 |
|
0.618 |
1.2068 |
|
1.000 |
1.2056 |
|
1.618 |
1.2035 |
|
2.618 |
1.2002 |
|
4.250 |
1.1948 |
|
|
| Fisher Pivots for day following 17-May-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.2105 |
1.2147 |
| PP |
1.2102 |
1.2130 |
| S1 |
1.2099 |
1.2113 |
|