CME Euro FX (E) Future June 2018
| Trading Metrics calculated at close of trading on 18-May-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-May-2018 |
18-May-2018 |
Change |
Change % |
Previous Week |
| Open |
1.1835 |
1.1820 |
-0.0015 |
-0.1% |
1.1978 |
| High |
1.1862 |
1.1846 |
-0.0016 |
-0.1% |
1.2025 |
| Low |
1.1801 |
1.1773 |
-0.0029 |
-0.2% |
1.1773 |
| Close |
1.1823 |
1.1797 |
-0.0026 |
-0.2% |
1.1797 |
| Range |
0.0061 |
0.0074 |
0.0013 |
20.5% |
0.0253 |
| ATR |
0.0084 |
0.0083 |
-0.0001 |
-0.9% |
0.0000 |
| Volume |
283,482 |
257,054 |
-26,428 |
-9.3% |
1,455,801 |
|
| Daily Pivots for day following 18-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2026 |
1.1985 |
1.1837 |
|
| R3 |
1.1952 |
1.1911 |
1.1817 |
|
| R2 |
1.1879 |
1.1879 |
1.1810 |
|
| R1 |
1.1838 |
1.1838 |
1.1804 |
1.1822 |
| PP |
1.1805 |
1.1805 |
1.1805 |
1.1797 |
| S1 |
1.1764 |
1.1764 |
1.1790 |
1.1748 |
| S2 |
1.1732 |
1.1732 |
1.1784 |
|
| S3 |
1.1658 |
1.1691 |
1.1777 |
|
| S4 |
1.1585 |
1.1617 |
1.1757 |
|
|
| Weekly Pivots for week ending 18-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2622 |
1.2462 |
1.1936 |
|
| R3 |
1.2370 |
1.2210 |
1.1866 |
|
| R2 |
1.2117 |
1.2117 |
1.1843 |
|
| R1 |
1.1957 |
1.1957 |
1.1820 |
1.1911 |
| PP |
1.1865 |
1.1865 |
1.1865 |
1.1842 |
| S1 |
1.1705 |
1.1705 |
1.1774 |
1.1659 |
| S2 |
1.1612 |
1.1612 |
1.1751 |
|
| S3 |
1.1360 |
1.1452 |
1.1728 |
|
| S4 |
1.1107 |
1.1200 |
1.1658 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2025 |
1.1773 |
0.0253 |
2.1% |
0.0083 |
0.7% |
10% |
False |
True |
291,160 |
| 10 |
1.2025 |
1.1773 |
0.0253 |
2.1% |
0.0085 |
0.7% |
10% |
False |
True |
272,516 |
| 20 |
1.2339 |
1.1773 |
0.0567 |
4.8% |
0.0085 |
0.7% |
4% |
False |
True |
262,215 |
| 40 |
1.2554 |
1.1773 |
0.0781 |
6.6% |
0.0081 |
0.7% |
3% |
False |
True |
228,958 |
| 60 |
1.2554 |
1.1773 |
0.0781 |
6.6% |
0.0083 |
0.7% |
3% |
False |
True |
187,310 |
| 80 |
1.2659 |
1.1773 |
0.0887 |
7.5% |
0.0089 |
0.8% |
3% |
False |
True |
140,817 |
| 100 |
1.2659 |
1.1773 |
0.0887 |
7.5% |
0.0088 |
0.7% |
3% |
False |
True |
112,750 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2158 |
|
2.618 |
1.2038 |
|
1.618 |
1.1965 |
|
1.000 |
1.1920 |
|
0.618 |
1.1891 |
|
HIGH |
1.1846 |
|
0.618 |
1.1818 |
|
0.500 |
1.1809 |
|
0.382 |
1.1801 |
|
LOW |
1.1773 |
|
0.618 |
1.1727 |
|
1.000 |
1.1699 |
|
1.618 |
1.1654 |
|
2.618 |
1.1580 |
|
4.250 |
1.1460 |
|
|
| Fisher Pivots for day following 18-May-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.1809 |
1.1827 |
| PP |
1.1805 |
1.1817 |
| S1 |
1.1801 |
1.1807 |
|