CME Euro FX (E) Future June 2018
| Trading Metrics calculated at close of trading on 15-May-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-May-2018 |
15-May-2018 |
Change |
Change % |
Previous Week |
| Open |
1.1978 |
1.1957 |
-0.0021 |
-0.2% |
1.1993 |
| High |
1.2025 |
1.1966 |
-0.0059 |
-0.5% |
1.2013 |
| Low |
1.1954 |
1.1848 |
-0.0106 |
-0.9% |
1.1856 |
| Close |
1.1972 |
1.1876 |
-0.0096 |
-0.8% |
1.1973 |
| Range |
0.0072 |
0.0118 |
0.0047 |
65.0% |
0.0157 |
| ATR |
0.0083 |
0.0086 |
0.0003 |
3.5% |
0.0000 |
| Volume |
201,921 |
331,653 |
129,732 |
64.2% |
1,269,360 |
|
| Daily Pivots for day following 15-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2251 |
1.2181 |
1.1940 |
|
| R3 |
1.2133 |
1.2063 |
1.1908 |
|
| R2 |
1.2015 |
1.2015 |
1.1897 |
|
| R1 |
1.1945 |
1.1945 |
1.1886 |
1.1921 |
| PP |
1.1897 |
1.1897 |
1.1897 |
1.1884 |
| S1 |
1.1827 |
1.1827 |
1.1865 |
1.1803 |
| S2 |
1.1779 |
1.1779 |
1.1854 |
|
| S3 |
1.1661 |
1.1709 |
1.1843 |
|
| S4 |
1.1543 |
1.1591 |
1.1811 |
|
|
| Weekly Pivots for week ending 11-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2418 |
1.2352 |
1.2059 |
|
| R3 |
1.2261 |
1.2195 |
1.2016 |
|
| R2 |
1.2104 |
1.2104 |
1.2001 |
|
| R1 |
1.2038 |
1.2038 |
1.1987 |
1.1993 |
| PP |
1.1947 |
1.1947 |
1.1947 |
1.1924 |
| S1 |
1.1881 |
1.1881 |
1.1958 |
1.1836 |
| S2 |
1.1790 |
1.1790 |
1.1944 |
|
| S3 |
1.1633 |
1.1724 |
1.1929 |
|
| S4 |
1.1476 |
1.1567 |
1.1886 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2025 |
1.1848 |
0.0177 |
1.5% |
0.0089 |
0.7% |
16% |
False |
True |
269,936 |
| 10 |
1.2071 |
1.1848 |
0.0223 |
1.9% |
0.0087 |
0.7% |
12% |
False |
True |
265,838 |
| 20 |
1.2453 |
1.1848 |
0.0605 |
5.1% |
0.0085 |
0.7% |
5% |
False |
True |
248,116 |
| 40 |
1.2554 |
1.1848 |
0.0706 |
5.9% |
0.0083 |
0.7% |
4% |
False |
True |
223,251 |
| 60 |
1.2554 |
1.1848 |
0.0706 |
5.9% |
0.0084 |
0.7% |
4% |
False |
True |
172,055 |
| 80 |
1.2659 |
1.1848 |
0.0811 |
6.8% |
0.0089 |
0.8% |
3% |
False |
True |
129,307 |
| 100 |
1.2659 |
1.1848 |
0.0811 |
6.8% |
0.0087 |
0.7% |
3% |
False |
True |
103,533 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2468 |
|
2.618 |
1.2275 |
|
1.618 |
1.2157 |
|
1.000 |
1.2084 |
|
0.618 |
1.2039 |
|
HIGH |
1.1966 |
|
0.618 |
1.1921 |
|
0.500 |
1.1907 |
|
0.382 |
1.1893 |
|
LOW |
1.1848 |
|
0.618 |
1.1775 |
|
1.000 |
1.1730 |
|
1.618 |
1.1657 |
|
2.618 |
1.1539 |
|
4.250 |
1.1347 |
|
|
| Fisher Pivots for day following 15-May-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.1907 |
1.1937 |
| PP |
1.1897 |
1.1916 |
| S1 |
1.1886 |
1.1896 |
|