CME Euro FX (E) Future September 2018
| Trading Metrics calculated at close of trading on 24-May-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-May-2018 |
24-May-2018 |
Change |
Change % |
Previous Week |
| Open |
1.1885 |
1.1803 |
-0.0082 |
-0.7% |
1.2058 |
| High |
1.1893 |
1.1852 |
-0.0041 |
-0.3% |
1.2108 |
| Low |
1.1782 |
1.1793 |
0.0011 |
0.1% |
1.1859 |
| Close |
1.1804 |
1.1830 |
0.0027 |
0.2% |
1.1881 |
| Range |
0.0111 |
0.0059 |
-0.0052 |
-47.1% |
0.0250 |
| ATR |
0.0080 |
0.0078 |
-0.0002 |
-1.9% |
0.0000 |
| Volume |
7,988 |
8,579 |
591 |
7.4% |
13,250 |
|
| Daily Pivots for day following 24-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2000 |
1.1974 |
1.1862 |
|
| R3 |
1.1942 |
1.1915 |
1.1846 |
|
| R2 |
1.1883 |
1.1883 |
1.1841 |
|
| R1 |
1.1857 |
1.1857 |
1.1835 |
1.1870 |
| PP |
1.1825 |
1.1825 |
1.1825 |
1.1832 |
| S1 |
1.1798 |
1.1798 |
1.1825 |
1.1812 |
| S2 |
1.1766 |
1.1766 |
1.1819 |
|
| S3 |
1.1708 |
1.1740 |
1.1814 |
|
| S4 |
1.1649 |
1.1681 |
1.1798 |
|
|
| 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 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1934 |
1.1782 |
0.0152 |
1.3% |
0.0077 |
0.6% |
32% |
False |
False |
4,673 |
| 10 |
1.2108 |
1.1782 |
0.0326 |
2.8% |
0.0078 |
0.7% |
15% |
False |
False |
3,644 |
| 20 |
1.2268 |
1.1782 |
0.0486 |
4.1% |
0.0079 |
0.7% |
10% |
False |
False |
2,385 |
| 40 |
1.2557 |
1.1782 |
0.0775 |
6.5% |
0.0073 |
0.6% |
6% |
False |
False |
1,441 |
| 60 |
1.2639 |
1.1782 |
0.0857 |
7.2% |
0.0076 |
0.6% |
6% |
False |
False |
1,019 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2100 |
|
2.618 |
1.2005 |
|
1.618 |
1.1946 |
|
1.000 |
1.1910 |
|
0.618 |
1.1888 |
|
HIGH |
1.1852 |
|
0.618 |
1.1829 |
|
0.500 |
1.1822 |
|
0.382 |
1.1815 |
|
LOW |
1.1793 |
|
0.618 |
1.1757 |
|
1.000 |
1.1735 |
|
1.618 |
1.1698 |
|
2.618 |
1.1640 |
|
4.250 |
1.1544 |
|
|
| Fisher Pivots for day following 24-May-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.1827 |
1.1858 |
| PP |
1.1825 |
1.1849 |
| S1 |
1.1822 |
1.1839 |
|