CME Euro FX (E) Future June 2018
| Trading Metrics calculated at close of trading on 02-May-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-May-2018 |
02-May-2018 |
Change |
Change % |
Previous Week |
| Open |
1.2118 |
1.2034 |
-0.0084 |
-0.7% |
1.2330 |
| High |
1.2126 |
1.2071 |
-0.0055 |
-0.5% |
1.2339 |
| Low |
1.2023 |
1.1977 |
-0.0046 |
-0.4% |
1.2098 |
| Close |
1.2036 |
1.2025 |
-0.0011 |
-0.1% |
1.2164 |
| Range |
0.0104 |
0.0095 |
-0.0009 |
-8.7% |
0.0242 |
| ATR |
0.0082 |
0.0083 |
0.0001 |
1.1% |
0.0000 |
| Volume |
188,349 |
314,725 |
126,376 |
67.1% |
1,252,470 |
|
| Daily Pivots for day following 02-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2308 |
1.2261 |
1.2077 |
|
| R3 |
1.2213 |
1.2166 |
1.2051 |
|
| R2 |
1.2119 |
1.2119 |
1.2042 |
|
| R1 |
1.2072 |
1.2072 |
1.2034 |
1.2048 |
| PP |
1.2024 |
1.2024 |
1.2024 |
1.2012 |
| S1 |
1.1977 |
1.1977 |
1.2016 |
1.1954 |
| S2 |
1.1930 |
1.1930 |
1.2008 |
|
| S3 |
1.1835 |
1.1883 |
1.1999 |
|
| S4 |
1.1741 |
1.1788 |
1.1973 |
|
|
| Weekly Pivots for week ending 27-Apr-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2925 |
1.2786 |
1.2297 |
|
| R3 |
1.2683 |
1.2544 |
1.2230 |
|
| R2 |
1.2442 |
1.2442 |
1.2208 |
|
| R1 |
1.2303 |
1.2303 |
1.2186 |
1.2252 |
| PP |
1.2200 |
1.2200 |
1.2200 |
1.2175 |
| S1 |
1.2061 |
1.2061 |
1.2142 |
1.2010 |
| S2 |
1.1959 |
1.1959 |
1.2120 |
|
| S3 |
1.1717 |
1.1820 |
1.2098 |
|
| S4 |
1.1476 |
1.1578 |
1.2031 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2255 |
1.1977 |
0.0279 |
2.3% |
0.0094 |
0.8% |
17% |
False |
True |
267,185 |
| 10 |
1.2453 |
1.1977 |
0.0476 |
4.0% |
0.0088 |
0.7% |
10% |
False |
True |
242,461 |
| 20 |
1.2469 |
1.1977 |
0.0492 |
4.1% |
0.0078 |
0.6% |
10% |
False |
True |
217,380 |
| 40 |
1.2554 |
1.1977 |
0.0577 |
4.8% |
0.0083 |
0.7% |
8% |
False |
True |
198,050 |
| 60 |
1.2659 |
1.1977 |
0.0683 |
5.7% |
0.0087 |
0.7% |
7% |
False |
True |
133,191 |
| 80 |
1.2659 |
1.1977 |
0.0683 |
5.7% |
0.0092 |
0.8% |
7% |
False |
True |
100,086 |
| 100 |
1.2659 |
1.1872 |
0.0788 |
6.5% |
0.0085 |
0.7% |
19% |
False |
False |
80,267 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2473 |
|
2.618 |
1.2318 |
|
1.618 |
1.2224 |
|
1.000 |
1.2166 |
|
0.618 |
1.2129 |
|
HIGH |
1.2071 |
|
0.618 |
1.2035 |
|
0.500 |
1.2024 |
|
0.382 |
1.2013 |
|
LOW |
1.1977 |
|
0.618 |
1.1918 |
|
1.000 |
1.1882 |
|
1.618 |
1.1824 |
|
2.618 |
1.1729 |
|
4.250 |
1.1575 |
|
|
| Fisher Pivots for day following 02-May-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.2025 |
1.2079 |
| PP |
1.2024 |
1.2061 |
| S1 |
1.2024 |
1.2043 |
|