CME Euro FX (E) Future March 2019
| Trading Metrics calculated at close of trading on 21-May-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-May-2018 |
21-May-2018 |
Change |
Change % |
Previous Week |
| Open |
1.2095 |
1.2020 |
-0.0075 |
-0.6% |
1.2265 |
| High |
1.2105 |
1.2079 |
-0.0027 |
-0.2% |
1.2296 |
| Low |
1.2050 |
1.2020 |
-0.0030 |
-0.2% |
1.2050 |
| Close |
1.2070 |
1.2070 |
-0.0001 |
0.0% |
1.2070 |
| Range |
0.0056 |
0.0059 |
0.0004 |
6.3% |
0.0246 |
| ATR |
0.0063 |
0.0063 |
0.0000 |
-0.4% |
0.0000 |
| Volume |
12 |
7 |
-5 |
-41.7% |
67 |
|
| Daily Pivots for day following 21-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2233 |
1.2210 |
1.2102 |
|
| R3 |
1.2174 |
1.2151 |
1.2086 |
|
| R2 |
1.2115 |
1.2115 |
1.2080 |
|
| R1 |
1.2092 |
1.2092 |
1.2075 |
1.2104 |
| PP |
1.2056 |
1.2056 |
1.2056 |
1.2062 |
| S1 |
1.2033 |
1.2033 |
1.2064 |
1.2045 |
| S2 |
1.1997 |
1.1997 |
1.2059 |
|
| S3 |
1.1938 |
1.1974 |
1.2053 |
|
| S4 |
1.1879 |
1.1915 |
1.2037 |
|
|
| 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 |
1.2222 |
1.2020 |
0.0202 |
1.7% |
0.0061 |
0.5% |
25% |
False |
True |
11 |
| 10 |
1.2296 |
1.2020 |
0.0276 |
2.3% |
0.0063 |
0.5% |
18% |
False |
True |
19 |
| 20 |
1.2578 |
1.2020 |
0.0559 |
4.6% |
0.0055 |
0.5% |
9% |
False |
True |
30 |
| 40 |
1.2827 |
1.2020 |
0.0808 |
6.7% |
0.0041 |
0.3% |
6% |
False |
True |
17 |
| 60 |
1.2827 |
1.2020 |
0.0808 |
6.7% |
0.0042 |
0.3% |
6% |
False |
True |
15 |
| 80 |
1.2929 |
1.2020 |
0.0909 |
7.5% |
0.0045 |
0.4% |
6% |
False |
True |
16 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2329 |
|
2.618 |
1.2233 |
|
1.618 |
1.2174 |
|
1.000 |
1.2138 |
|
0.618 |
1.2115 |
|
HIGH |
1.2079 |
|
0.618 |
1.2056 |
|
0.500 |
1.2049 |
|
0.382 |
1.2042 |
|
LOW |
1.2020 |
|
0.618 |
1.1983 |
|
1.000 |
1.1961 |
|
1.618 |
1.1924 |
|
2.618 |
1.1865 |
|
4.250 |
1.1769 |
|
|
| Fisher Pivots for day following 21-May-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.2063 |
1.2071 |
| PP |
1.2056 |
1.2070 |
| S1 |
1.2049 |
1.2070 |
|