CME Euro FX (E) Future September 2018
| Trading Metrics calculated at close of trading on 21-May-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-May-2018 |
21-May-2018 |
Change |
Change % |
Previous Week |
| Open |
1.1898 |
1.1873 |
-0.0025 |
-0.2% |
1.2058 |
| High |
1.1928 |
1.1903 |
-0.0026 |
-0.2% |
1.2108 |
| Low |
1.1859 |
1.1824 |
-0.0035 |
-0.3% |
1.1859 |
| Close |
1.1881 |
1.1880 |
-0.0002 |
0.0% |
1.1881 |
| Range |
0.0070 |
0.0079 |
0.0009 |
12.9% |
0.0250 |
| ATR |
0.0078 |
0.0078 |
0.0000 |
0.0% |
0.0000 |
| Volume |
1,384 |
2,514 |
1,130 |
81.6% |
13,250 |
|
| Daily Pivots for day following 21-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2104 |
1.2070 |
1.1923 |
|
| R3 |
1.2026 |
1.1992 |
1.1901 |
|
| R2 |
1.1947 |
1.1947 |
1.1894 |
|
| R1 |
1.1913 |
1.1913 |
1.1887 |
1.1930 |
| PP |
1.1869 |
1.1869 |
1.1869 |
1.1877 |
| S1 |
1.1835 |
1.1835 |
1.1872 |
1.1852 |
| S2 |
1.1790 |
1.1790 |
1.1865 |
|
| S3 |
1.1712 |
1.1756 |
1.1858 |
|
| S4 |
1.1633 |
1.1678 |
1.1836 |
|
|
| Weekly Pivots for week ending 18-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2698 |
1.2539 |
1.2018 |
|
| R3 |
1.2448 |
1.2289 |
1.1950 |
|
| R2 |
1.2199 |
1.2199 |
1.1927 |
|
| R1 |
1.2040 |
1.2040 |
1.1904 |
1.1995 |
| PP |
1.1949 |
1.1949 |
1.1949 |
1.1927 |
| S1 |
1.1790 |
1.1790 |
1.1858 |
1.1745 |
| S2 |
1.1700 |
1.1700 |
1.1835 |
|
| S3 |
1.1450 |
1.1541 |
1.1812 |
|
| S4 |
1.1201 |
1.1291 |
1.1744 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2236 |
|
2.618 |
1.2108 |
|
1.618 |
1.2030 |
|
1.000 |
1.1981 |
|
0.618 |
1.1951 |
|
HIGH |
1.1903 |
|
0.618 |
1.1873 |
|
0.500 |
1.1863 |
|
0.382 |
1.1854 |
|
LOW |
1.1824 |
|
0.618 |
1.1775 |
|
1.000 |
1.1746 |
|
1.618 |
1.1697 |
|
2.618 |
1.1618 |
|
4.250 |
1.1490 |
|
|
| Fisher Pivots for day following 21-May-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.1874 |
1.1883 |
| PP |
1.1869 |
1.1882 |
| S1 |
1.1863 |
1.1881 |
|