CME Euro FX (E) Future March 2019
| Trading Metrics calculated at close of trading on 24-May-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-May-2018 |
24-May-2018 |
Change |
Change % |
Previous Week |
| Open |
1.2059 |
1.2014 |
-0.0045 |
-0.4% |
1.2265 |
| High |
1.2059 |
1.2030 |
-0.0029 |
-0.2% |
1.2296 |
| Low |
1.1970 |
1.2009 |
0.0039 |
0.3% |
1.2050 |
| Close |
1.1992 |
1.2017 |
0.0025 |
0.2% |
1.2070 |
| Range |
0.0089 |
0.0022 |
-0.0067 |
-75.7% |
0.0246 |
| ATR |
0.0065 |
0.0063 |
-0.0002 |
-2.9% |
0.0000 |
| Volume |
83 |
38 |
-45 |
-54.2% |
67 |
|
| Daily Pivots for day following 24-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2083 |
1.2071 |
1.2028 |
|
| R3 |
1.2061 |
1.2050 |
1.2022 |
|
| R2 |
1.2040 |
1.2040 |
1.2020 |
|
| R1 |
1.2028 |
1.2028 |
1.2018 |
1.2034 |
| PP |
1.2018 |
1.2018 |
1.2018 |
1.2021 |
| S1 |
1.2007 |
1.2007 |
1.2015 |
1.2013 |
| S2 |
1.1997 |
1.1997 |
1.2013 |
|
| S3 |
1.1975 |
1.1985 |
1.2011 |
|
| S4 |
1.1954 |
1.1964 |
1.2005 |
|
|
| 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 |
1.2121 |
1.1970 |
0.0151 |
1.3% |
0.0056 |
0.5% |
31% |
False |
False |
33 |
| 10 |
1.2296 |
1.1970 |
0.0326 |
2.7% |
0.0059 |
0.5% |
14% |
False |
False |
27 |
| 20 |
1.2460 |
1.1970 |
0.0490 |
4.1% |
0.0056 |
0.5% |
9% |
False |
False |
35 |
| 40 |
1.2732 |
1.1970 |
0.0762 |
6.3% |
0.0043 |
0.4% |
6% |
False |
False |
20 |
| 60 |
1.2827 |
1.1970 |
0.0857 |
7.1% |
0.0044 |
0.4% |
5% |
False |
False |
16 |
| 80 |
1.2929 |
1.1970 |
0.0959 |
8.0% |
0.0045 |
0.4% |
5% |
False |
False |
18 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2121 |
|
2.618 |
1.2086 |
|
1.618 |
1.2065 |
|
1.000 |
1.2052 |
|
0.618 |
1.2043 |
|
HIGH |
1.2030 |
|
0.618 |
1.2022 |
|
0.500 |
1.2019 |
|
0.382 |
1.2017 |
|
LOW |
1.2009 |
|
0.618 |
1.1995 |
|
1.000 |
1.1987 |
|
1.618 |
1.1974 |
|
2.618 |
1.1952 |
|
4.250 |
1.1917 |
|
|
| Fisher Pivots for day following 24-May-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.2019 |
1.2046 |
| PP |
1.2018 |
1.2036 |
| S1 |
1.2017 |
1.2026 |
|