CME Euro FX (E) Future March 2019
| Trading Metrics calculated at close of trading on 31-May-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-May-2018 |
31-May-2018 |
Change |
Change % |
Previous Week |
| Open |
1.1861 |
1.1939 |
0.0078 |
0.7% |
1.2020 |
| High |
1.1944 |
1.2002 |
0.0058 |
0.5% |
1.2121 |
| Low |
1.1861 |
1.1932 |
0.0072 |
0.6% |
1.1935 |
| Close |
1.1933 |
1.1969 |
0.0036 |
0.3% |
1.1951 |
| Range |
0.0084 |
0.0070 |
-0.0014 |
-16.8% |
0.0186 |
| ATR |
0.0079 |
0.0078 |
-0.0001 |
-0.8% |
0.0000 |
| Volume |
81 |
67 |
-14 |
-17.3% |
185 |
|
| Daily Pivots for day following 31-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2176 |
1.2142 |
1.2007 |
|
| R3 |
1.2106 |
1.2072 |
1.1988 |
|
| R2 |
1.2037 |
1.2037 |
1.1981 |
|
| R1 |
1.2003 |
1.2003 |
1.1975 |
1.2020 |
| PP |
1.1967 |
1.1967 |
1.1967 |
1.1976 |
| S1 |
1.1933 |
1.1933 |
1.1962 |
1.1950 |
| S2 |
1.1898 |
1.1898 |
1.1956 |
|
| S3 |
1.1828 |
1.1864 |
1.1949 |
|
| S4 |
1.1759 |
1.1794 |
1.1930 |
|
|
| 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 |
1.2030 |
1.1800 |
0.0230 |
1.9% |
0.0093 |
0.8% |
73% |
False |
False |
71 |
| 10 |
1.2122 |
1.1800 |
0.0322 |
2.7% |
0.0076 |
0.6% |
52% |
False |
False |
48 |
| 20 |
1.2315 |
1.1800 |
0.0515 |
4.3% |
0.0067 |
0.6% |
33% |
False |
False |
39 |
| 40 |
1.2732 |
1.1800 |
0.0932 |
7.8% |
0.0054 |
0.4% |
18% |
False |
False |
28 |
| 60 |
1.2827 |
1.1800 |
0.1027 |
8.6% |
0.0048 |
0.4% |
16% |
False |
False |
20 |
| 80 |
1.2929 |
1.1800 |
0.1129 |
9.4% |
0.0047 |
0.4% |
15% |
False |
False |
21 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2297 |
|
2.618 |
1.2183 |
|
1.618 |
1.2114 |
|
1.000 |
1.2071 |
|
0.618 |
1.2044 |
|
HIGH |
1.2002 |
|
0.618 |
1.1975 |
|
0.500 |
1.1967 |
|
0.382 |
1.1959 |
|
LOW |
1.1932 |
|
0.618 |
1.1889 |
|
1.000 |
1.1863 |
|
1.618 |
1.1820 |
|
2.618 |
1.1750 |
|
4.250 |
1.1637 |
|
|
| Fisher Pivots for day following 31-May-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.1968 |
1.1947 |
| PP |
1.1967 |
1.1925 |
| S1 |
1.1967 |
1.1903 |
|