CME Euro FX (E) Future June 2018
| Trading Metrics calculated at close of trading on 03-May-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-May-2018 |
03-May-2018 |
Change |
Change % |
Previous Week |
| Open |
1.2034 |
1.1994 |
-0.0040 |
-0.3% |
1.2330 |
| High |
1.2071 |
1.2045 |
-0.0026 |
-0.2% |
1.2339 |
| Low |
1.1977 |
1.1985 |
0.0008 |
0.1% |
1.2098 |
| Close |
1.2025 |
1.2029 |
0.0004 |
0.0% |
1.2164 |
| Range |
0.0095 |
0.0061 |
-0.0034 |
-36.0% |
0.0242 |
| ATR |
0.0083 |
0.0081 |
-0.0002 |
-1.9% |
0.0000 |
| Volume |
314,725 |
271,769 |
-42,956 |
-13.6% |
1,252,470 |
|
| Daily Pivots for day following 03-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2201 |
1.2176 |
1.2062 |
|
| R3 |
1.2141 |
1.2115 |
1.2046 |
|
| R2 |
1.2080 |
1.2080 |
1.2040 |
|
| R1 |
1.2055 |
1.2055 |
1.2035 |
1.2067 |
| PP |
1.2020 |
1.2020 |
1.2020 |
1.2026 |
| S1 |
1.1994 |
1.1994 |
1.2023 |
1.2007 |
| S2 |
1.1959 |
1.1959 |
1.2018 |
|
| S3 |
1.1899 |
1.1934 |
1.2012 |
|
| S4 |
1.1838 |
1.1873 |
1.1996 |
|
|
| 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 |
1.2181 |
1.1977 |
0.0204 |
1.7% |
0.0083 |
0.7% |
26% |
False |
False |
252,602 |
| 10 |
1.2404 |
1.1977 |
0.0427 |
3.5% |
0.0087 |
0.7% |
12% |
False |
False |
248,199 |
| 20 |
1.2469 |
1.1977 |
0.0492 |
4.1% |
0.0077 |
0.6% |
11% |
False |
False |
221,055 |
| 40 |
1.2554 |
1.1977 |
0.0577 |
4.8% |
0.0082 |
0.7% |
9% |
False |
False |
204,414 |
| 60 |
1.2659 |
1.1977 |
0.0683 |
5.7% |
0.0086 |
0.7% |
8% |
False |
False |
137,712 |
| 80 |
1.2659 |
1.1977 |
0.0683 |
5.7% |
0.0091 |
0.8% |
8% |
False |
False |
103,481 |
| 100 |
1.2659 |
1.1872 |
0.0788 |
6.5% |
0.0085 |
0.7% |
20% |
False |
False |
82,975 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2302 |
|
2.618 |
1.2203 |
|
1.618 |
1.2143 |
|
1.000 |
1.2106 |
|
0.618 |
1.2082 |
|
HIGH |
1.2045 |
|
0.618 |
1.2022 |
|
0.500 |
1.2015 |
|
0.382 |
1.2008 |
|
LOW |
1.1985 |
|
0.618 |
1.1947 |
|
1.000 |
1.1924 |
|
1.618 |
1.1887 |
|
2.618 |
1.1826 |
|
4.250 |
1.1727 |
|
|
| Fisher Pivots for day following 03-May-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.2024 |
1.2051 |
| PP |
1.2020 |
1.2044 |
| S1 |
1.2015 |
1.2036 |
|