CME Euro FX (E) Future September 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 |
1.2058 |
1.2038 |
-0.0020 |
-0.2% |
1.2084 |
| High |
1.2108 |
1.2049 |
-0.0060 |
-0.5% |
1.2096 |
| Low |
1.2039 |
1.1933 |
-0.0106 |
-0.9% |
1.1943 |
| Close |
1.2056 |
1.1960 |
-0.0096 |
-0.8% |
1.2057 |
| Range |
0.0069 |
0.0116 |
0.0047 |
67.4% |
0.0153 |
| ATR |
0.0077 |
0.0080 |
0.0003 |
4.3% |
0.0000 |
| Volume |
2,697 |
1,874 |
-823 |
-30.5% |
5,515 |
|
| Daily Pivots for day following 15-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2327 |
1.2259 |
1.2024 |
|
| R3 |
1.2212 |
1.2144 |
1.1992 |
|
| R2 |
1.2096 |
1.2096 |
1.1981 |
|
| R1 |
1.2028 |
1.2028 |
1.1971 |
1.2004 |
| PP |
1.1981 |
1.1981 |
1.1981 |
1.1969 |
| S1 |
1.1913 |
1.1913 |
1.1949 |
1.1889 |
| S2 |
1.1865 |
1.1865 |
1.1939 |
|
| S3 |
1.1750 |
1.1797 |
1.1928 |
|
| S4 |
1.1634 |
1.1682 |
1.1896 |
|
|
| 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 |
1.2539 |
|
2.618 |
1.2351 |
|
1.618 |
1.2235 |
|
1.000 |
1.2164 |
|
0.618 |
1.2120 |
|
HIGH |
1.2049 |
|
0.618 |
1.2004 |
|
0.500 |
1.1991 |
|
0.382 |
1.1977 |
|
LOW |
1.1933 |
|
0.618 |
1.1862 |
|
1.000 |
1.1818 |
|
1.618 |
1.1746 |
|
2.618 |
1.1631 |
|
4.250 |
1.1442 |
|
|
| Fisher Pivots for day following 15-May-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.1991 |
1.2021 |
| PP |
1.1981 |
1.2000 |
| S1 |
1.1970 |
1.1980 |
|