CME Euro FX (E) Future September 2018
| Trading Metrics calculated at close of trading on 25-May-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-May-2018 |
25-May-2018 |
Change |
Change % |
Previous Week |
| Open |
1.1803 |
1.1823 |
0.0020 |
0.2% |
1.1873 |
| High |
1.1852 |
1.1836 |
-0.0016 |
-0.1% |
1.1934 |
| Low |
1.1793 |
1.1748 |
-0.0046 |
-0.4% |
1.1748 |
| Close |
1.1830 |
1.1764 |
-0.0066 |
-0.6% |
1.1764 |
| Range |
0.0059 |
0.0088 |
0.0030 |
50.4% |
0.0186 |
| ATR |
0.0078 |
0.0079 |
0.0001 |
0.9% |
0.0000 |
| Volume |
8,579 |
12,251 |
3,672 |
42.8% |
34,233 |
|
| Daily Pivots for day following 25-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2046 |
1.1993 |
1.1812 |
|
| R3 |
1.1958 |
1.1905 |
1.1788 |
|
| R2 |
1.1870 |
1.1870 |
1.1780 |
|
| R1 |
1.1817 |
1.1817 |
1.1772 |
1.1800 |
| PP |
1.1782 |
1.1782 |
1.1782 |
1.1774 |
| S1 |
1.1729 |
1.1729 |
1.1756 |
1.1712 |
| S2 |
1.1694 |
1.1694 |
1.1748 |
|
| S3 |
1.1606 |
1.1641 |
1.1740 |
|
| S4 |
1.1518 |
1.1553 |
1.1716 |
|
|
| Weekly Pivots for week ending 25-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2373 |
1.2255 |
1.1866 |
|
| R3 |
1.2187 |
1.2069 |
1.1815 |
|
| R2 |
1.2001 |
1.2001 |
1.1798 |
|
| R1 |
1.1883 |
1.1883 |
1.1781 |
1.1849 |
| PP |
1.1815 |
1.1815 |
1.1815 |
1.1798 |
| S1 |
1.1697 |
1.1697 |
1.1747 |
1.1663 |
| S2 |
1.1629 |
1.1629 |
1.1730 |
|
| S3 |
1.1443 |
1.1511 |
1.1713 |
|
| S4 |
1.1257 |
1.1325 |
1.1662 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1934 |
1.1748 |
0.0186 |
1.6% |
0.0080 |
0.7% |
9% |
False |
True |
6,846 |
| 10 |
1.2108 |
1.1748 |
0.0361 |
3.1% |
0.0080 |
0.7% |
5% |
False |
True |
4,748 |
| 20 |
1.2268 |
1.1748 |
0.0520 |
4.4% |
0.0080 |
0.7% |
3% |
False |
True |
2,976 |
| 40 |
1.2557 |
1.1748 |
0.0809 |
6.9% |
0.0074 |
0.6% |
2% |
False |
True |
1,740 |
| 60 |
1.2639 |
1.1748 |
0.0892 |
7.6% |
0.0076 |
0.6% |
2% |
False |
True |
1,220 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2210 |
|
2.618 |
1.2066 |
|
1.618 |
1.1978 |
|
1.000 |
1.1924 |
|
0.618 |
1.1890 |
|
HIGH |
1.1836 |
|
0.618 |
1.1802 |
|
0.500 |
1.1792 |
|
0.382 |
1.1781 |
|
LOW |
1.1748 |
|
0.618 |
1.1693 |
|
1.000 |
1.1660 |
|
1.618 |
1.1605 |
|
2.618 |
1.1517 |
|
4.250 |
1.1374 |
|
|
| Fisher Pivots for day following 25-May-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.1792 |
1.1820 |
| PP |
1.1782 |
1.1801 |
| S1 |
1.1773 |
1.1783 |
|