CME Euro FX (E) Future March 2019
| Trading Metrics calculated at close of trading on 25-May-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-May-2018 |
25-May-2018 |
Change |
Change % |
Previous Week |
| Open |
1.2014 |
1.1995 |
-0.0020 |
-0.2% |
1.2020 |
| High |
1.2030 |
1.2021 |
-0.0010 |
-0.1% |
1.2121 |
| Low |
1.2009 |
1.1935 |
-0.0074 |
-0.6% |
1.1935 |
| Close |
1.2017 |
1.1951 |
-0.0066 |
-0.5% |
1.1951 |
| Range |
0.0022 |
0.0086 |
0.0064 |
297.7% |
0.0186 |
| ATR |
0.0063 |
0.0065 |
0.0002 |
2.5% |
0.0000 |
| Volume |
38 |
31 |
-7 |
-18.4% |
185 |
|
| Daily Pivots for day following 25-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2225 |
1.2173 |
1.1998 |
|
| R3 |
1.2140 |
1.2088 |
1.1974 |
|
| R2 |
1.2054 |
1.2054 |
1.1966 |
|
| R1 |
1.2002 |
1.2002 |
1.1958 |
1.1986 |
| PP |
1.1969 |
1.1969 |
1.1969 |
1.1960 |
| S1 |
1.1917 |
1.1917 |
1.1943 |
1.1900 |
| S2 |
1.1883 |
1.1883 |
1.1935 |
|
| S3 |
1.1798 |
1.1831 |
1.1927 |
|
| S4 |
1.1712 |
1.1746 |
1.1903 |
|
|
| Weekly Pivots for week ending 25-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2560 |
1.2441 |
1.2053 |
|
| R3 |
1.2374 |
1.2255 |
1.2002 |
|
| R2 |
1.2188 |
1.2188 |
1.1985 |
|
| R1 |
1.2069 |
1.2069 |
1.1968 |
1.2036 |
| PP |
1.2002 |
1.2002 |
1.2002 |
1.1985 |
| S1 |
1.1883 |
1.1883 |
1.1933 |
1.1850 |
| S2 |
1.1816 |
1.1816 |
1.1916 |
|
| S3 |
1.1630 |
1.1697 |
1.1899 |
|
| S4 |
1.1444 |
1.1511 |
1.1848 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2121 |
1.1935 |
0.0186 |
1.6% |
0.0062 |
0.5% |
8% |
False |
True |
37 |
| 10 |
1.2296 |
1.1935 |
0.0361 |
3.0% |
0.0061 |
0.5% |
4% |
False |
True |
25 |
| 20 |
1.2420 |
1.1935 |
0.0485 |
4.1% |
0.0056 |
0.5% |
3% |
False |
True |
33 |
| 40 |
1.2732 |
1.1935 |
0.0797 |
6.7% |
0.0045 |
0.4% |
2% |
False |
True |
21 |
| 60 |
1.2827 |
1.1935 |
0.0892 |
7.5% |
0.0044 |
0.4% |
2% |
False |
True |
16 |
| 80 |
1.2929 |
1.1935 |
0.0994 |
8.3% |
0.0045 |
0.4% |
2% |
False |
True |
18 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2384 |
|
2.618 |
1.2244 |
|
1.618 |
1.2159 |
|
1.000 |
1.2106 |
|
0.618 |
1.2073 |
|
HIGH |
1.2021 |
|
0.618 |
1.1988 |
|
0.500 |
1.1978 |
|
0.382 |
1.1968 |
|
LOW |
1.1935 |
|
0.618 |
1.1882 |
|
1.000 |
1.1850 |
|
1.618 |
1.1797 |
|
2.618 |
1.1711 |
|
4.250 |
1.1572 |
|
|
| Fisher Pivots for day following 25-May-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.1978 |
1.1997 |
| PP |
1.1969 |
1.1981 |
| S1 |
1.1960 |
1.1966 |
|