CME Euro FX (E) Future June 2018
| Trading Metrics calculated at close of trading on 08-May-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-May-2018 |
08-May-2018 |
Change |
Change % |
Previous Week |
| Open |
1.1993 |
1.1957 |
-0.0036 |
-0.3% |
1.2170 |
| High |
1.2013 |
1.1972 |
-0.0041 |
-0.3% |
1.2181 |
| Low |
1.1931 |
1.1872 |
-0.0060 |
-0.5% |
1.1945 |
| Close |
1.1959 |
1.1890 |
-0.0069 |
-0.6% |
1.1999 |
| Range |
0.0082 |
0.0101 |
0.0019 |
23.3% |
0.0236 |
| ATR |
0.0082 |
0.0083 |
0.0001 |
1.6% |
0.0000 |
| Volume |
165,318 |
287,935 |
122,617 |
74.2% |
1,266,683 |
|
| Daily Pivots for day following 08-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2213 |
1.2152 |
1.1945 |
|
| R3 |
1.2112 |
1.2051 |
1.1918 |
|
| R2 |
1.2012 |
1.2012 |
1.1908 |
|
| R1 |
1.1951 |
1.1951 |
1.1899 |
1.1931 |
| PP |
1.1911 |
1.1911 |
1.1911 |
1.1901 |
| S1 |
1.1850 |
1.1850 |
1.1881 |
1.1831 |
| S2 |
1.1811 |
1.1811 |
1.1872 |
|
| S3 |
1.1710 |
1.1750 |
1.1862 |
|
| S4 |
1.1610 |
1.1649 |
1.1835 |
|
|
| Weekly Pivots for week ending 04-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2748 |
1.2609 |
1.2128 |
|
| R3 |
1.2512 |
1.2373 |
1.2063 |
|
| R2 |
1.2277 |
1.2277 |
1.2042 |
|
| R1 |
1.2138 |
1.2138 |
1.2020 |
1.2090 |
| PP |
1.2041 |
1.2041 |
1.2041 |
1.2017 |
| S1 |
1.1902 |
1.1902 |
1.1977 |
1.1854 |
| S2 |
1.1806 |
1.1806 |
1.1955 |
|
| S3 |
1.1570 |
1.1667 |
1.1934 |
|
| S4 |
1.1335 |
1.1431 |
1.1869 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2071 |
1.1872 |
0.0200 |
1.7% |
0.0085 |
0.7% |
9% |
False |
True |
261,739 |
| 10 |
1.2286 |
1.1872 |
0.0415 |
3.5% |
0.0088 |
0.7% |
4% |
False |
True |
253,526 |
| 20 |
1.2469 |
1.1872 |
0.0597 |
5.0% |
0.0079 |
0.7% |
3% |
False |
True |
225,520 |
| 40 |
1.2554 |
1.1872 |
0.0682 |
5.7% |
0.0082 |
0.7% |
3% |
False |
True |
217,753 |
| 60 |
1.2659 |
1.1872 |
0.0788 |
6.6% |
0.0085 |
0.7% |
2% |
False |
True |
149,658 |
| 80 |
1.2659 |
1.1872 |
0.0788 |
6.6% |
0.0091 |
0.8% |
2% |
False |
True |
112,496 |
| 100 |
1.2659 |
1.1872 |
0.0788 |
6.6% |
0.0086 |
0.7% |
2% |
False |
True |
90,191 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2399 |
|
2.618 |
1.2235 |
|
1.618 |
1.2135 |
|
1.000 |
1.2073 |
|
0.618 |
1.2034 |
|
HIGH |
1.1972 |
|
0.618 |
1.1934 |
|
0.500 |
1.1922 |
|
0.382 |
1.1910 |
|
LOW |
1.1872 |
|
0.618 |
1.1809 |
|
1.000 |
1.1771 |
|
1.618 |
1.1709 |
|
2.618 |
1.1608 |
|
4.250 |
1.1444 |
|
|
| Fisher Pivots for day following 08-May-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.1922 |
1.1951 |
| PP |
1.1911 |
1.1931 |
| S1 |
1.1901 |
1.1910 |
|