CME Euro FX (E) Future September 2018
Trading Metrics calculated at close of trading on 11-May-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-May-2018 |
11-May-2018 |
Change |
Change % |
Previous Week |
Open |
1.1968 |
1.2034 |
0.0066 |
0.6% |
1.2084 |
High |
1.2058 |
1.2079 |
0.0022 |
0.2% |
1.2096 |
Low |
1.1961 |
1.2014 |
0.0053 |
0.4% |
1.1943 |
Close |
1.2042 |
1.2057 |
0.0015 |
0.1% |
1.2057 |
Range |
0.0097 |
0.0066 |
-0.0031 |
-32.1% |
0.0153 |
ATR |
0.0078 |
0.0077 |
-0.0001 |
-1.2% |
0.0000 |
Volume |
2,144 |
1,210 |
-934 |
-43.6% |
5,515 |
|
Daily Pivots for day following 11-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.2246 |
1.2217 |
1.2093 |
|
R3 |
1.2181 |
1.2151 |
1.2075 |
|
R2 |
1.2115 |
1.2115 |
1.2069 |
|
R1 |
1.2086 |
1.2086 |
1.2063 |
1.2101 |
PP |
1.2050 |
1.2050 |
1.2050 |
1.2057 |
S1 |
1.2020 |
1.2020 |
1.2050 |
1.2035 |
S2 |
1.1984 |
1.1984 |
1.2044 |
|
S3 |
1.1919 |
1.1955 |
1.2038 |
|
S4 |
1.1853 |
1.1889 |
1.2020 |
|
|
Weekly Pivots for week ending 11-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.2491 |
1.2427 |
1.2141 |
|
R3 |
1.2338 |
1.2274 |
1.2099 |
|
R2 |
1.2185 |
1.2185 |
1.2085 |
|
R1 |
1.2121 |
1.2121 |
1.2071 |
1.2076 |
PP |
1.2032 |
1.2032 |
1.2032 |
1.2010 |
S1 |
1.1968 |
1.1968 |
1.2042 |
1.1923 |
S2 |
1.1879 |
1.1879 |
1.2028 |
|
S3 |
1.1726 |
1.1815 |
1.2014 |
|
S4 |
1.1573 |
1.1662 |
1.1972 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.2357 |
2.618 |
1.2250 |
1.618 |
1.2185 |
1.000 |
1.2145 |
0.618 |
1.2119 |
HIGH |
1.2079 |
0.618 |
1.2054 |
0.500 |
1.2046 |
0.382 |
1.2039 |
LOW |
1.2014 |
0.618 |
1.1973 |
1.000 |
1.1948 |
1.618 |
1.1908 |
2.618 |
1.1842 |
4.250 |
1.1735 |
|
|
Fisher Pivots for day following 11-May-2018 |
Pivot |
1 day |
3 day |
R1 |
1.2053 |
1.2041 |
PP |
1.2050 |
1.2026 |
S1 |
1.2046 |
1.2011 |
|