CME Euro FX (E) Future March 2019
| Trading Metrics calculated at close of trading on 18-May-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-May-2018 |
18-May-2018 |
Change |
Change % |
Previous Week |
| Open |
1.2094 |
1.2095 |
0.0001 |
0.0% |
1.2265 |
| High |
1.2122 |
1.2105 |
-0.0017 |
-0.1% |
1.2296 |
| Low |
1.2089 |
1.2050 |
-0.0039 |
-0.3% |
1.2050 |
| Close |
1.2097 |
1.2070 |
-0.0027 |
-0.2% |
1.2070 |
| Range |
0.0033 |
0.0056 |
0.0023 |
68.2% |
0.0246 |
| ATR |
0.0063 |
0.0063 |
-0.0001 |
-0.9% |
0.0000 |
| Volume |
5 |
12 |
7 |
140.0% |
67 |
|
| Daily Pivots for day following 18-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2241 |
1.2211 |
1.2101 |
|
| R3 |
1.2186 |
1.2156 |
1.2085 |
|
| R2 |
1.2130 |
1.2130 |
1.2080 |
|
| R1 |
1.2100 |
1.2100 |
1.2075 |
1.2088 |
| PP |
1.2075 |
1.2075 |
1.2075 |
1.2069 |
| S1 |
1.2045 |
1.2045 |
1.2065 |
1.2032 |
| S2 |
1.2019 |
1.2019 |
1.2060 |
|
| S3 |
1.1964 |
1.1989 |
1.2055 |
|
| S4 |
1.1908 |
1.1934 |
1.2039 |
|
|
| Weekly Pivots for week ending 18-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2876 |
1.2719 |
1.2205 |
|
| R3 |
1.2630 |
1.2473 |
1.2138 |
|
| R2 |
1.2384 |
1.2384 |
1.2115 |
|
| R1 |
1.2227 |
1.2227 |
1.2093 |
1.2183 |
| PP |
1.2138 |
1.2138 |
1.2138 |
1.2116 |
| S1 |
1.1981 |
1.1981 |
1.2047 |
1.1937 |
| S2 |
1.1892 |
1.1892 |
1.2025 |
|
| S3 |
1.1646 |
1.1735 |
1.2002 |
|
| S4 |
1.1400 |
1.1489 |
1.1935 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2296 |
1.2050 |
0.0246 |
2.0% |
0.0059 |
0.5% |
8% |
False |
True |
13 |
| 10 |
1.2296 |
1.2050 |
0.0246 |
2.0% |
0.0058 |
0.5% |
8% |
False |
True |
20 |
| 20 |
1.2578 |
1.2050 |
0.0529 |
4.4% |
0.0053 |
0.4% |
4% |
False |
True |
30 |
| 40 |
1.2827 |
1.2050 |
0.0778 |
6.4% |
0.0039 |
0.3% |
3% |
False |
True |
17 |
| 60 |
1.2827 |
1.2050 |
0.0778 |
6.4% |
0.0041 |
0.3% |
3% |
False |
True |
15 |
| 80 |
1.2929 |
1.2050 |
0.0879 |
7.3% |
0.0046 |
0.4% |
2% |
False |
True |
16 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2341 |
|
2.618 |
1.2250 |
|
1.618 |
1.2195 |
|
1.000 |
1.2161 |
|
0.618 |
1.2139 |
|
HIGH |
1.2105 |
|
0.618 |
1.2084 |
|
0.500 |
1.2077 |
|
0.382 |
1.2071 |
|
LOW |
1.2050 |
|
0.618 |
1.2015 |
|
1.000 |
1.1994 |
|
1.618 |
1.1960 |
|
2.618 |
1.1904 |
|
4.250 |
1.1814 |
|
|
| Fisher Pivots for day following 18-May-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.2077 |
1.2097 |
| PP |
1.2075 |
1.2088 |
| S1 |
1.2072 |
1.2079 |
|