CME Euro FX (E) Future December 2018
| Trading Metrics calculated at close of trading on 01-May-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Apr-2018 |
01-May-2018 |
Change |
Change % |
Previous Week |
| Open |
1.2338 |
1.2301 |
-0.0037 |
-0.3% |
1.2508 |
| High |
1.2338 |
1.2301 |
-0.0037 |
-0.3% |
1.2510 |
| Low |
1.2299 |
1.2209 |
-0.0090 |
-0.7% |
1.2285 |
| Close |
1.2306 |
1.2218 |
-0.0088 |
-0.7% |
1.2347 |
| Range |
0.0039 |
0.0092 |
0.0053 |
135.9% |
0.0225 |
| ATR |
0.0064 |
0.0067 |
0.0002 |
3.7% |
0.0000 |
| Volume |
66 |
49 |
-17 |
-25.8% |
1,001 |
|
| Daily Pivots for day following 01-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2518 |
1.2460 |
1.2269 |
|
| R3 |
1.2426 |
1.2368 |
1.2243 |
|
| R2 |
1.2334 |
1.2334 |
1.2235 |
|
| R1 |
1.2276 |
1.2276 |
1.2226 |
1.2259 |
| PP |
1.2242 |
1.2242 |
1.2242 |
1.2234 |
| S1 |
1.2184 |
1.2184 |
1.2210 |
1.2167 |
| S2 |
1.2150 |
1.2150 |
1.2201 |
|
| S3 |
1.2058 |
1.2092 |
1.2193 |
|
| S4 |
1.1966 |
1.2000 |
1.2167 |
|
|
| Weekly Pivots for week ending 27-Apr-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3055 |
1.2926 |
1.2471 |
|
| R3 |
1.2830 |
1.2701 |
1.2409 |
|
| R2 |
1.2605 |
1.2605 |
1.2388 |
|
| R1 |
1.2476 |
1.2476 |
1.2368 |
1.2428 |
| PP |
1.2380 |
1.2380 |
1.2380 |
1.2356 |
| S1 |
1.2251 |
1.2251 |
1.2326 |
1.2203 |
| S2 |
1.2155 |
1.2155 |
1.2306 |
|
| S3 |
1.1930 |
1.2026 |
1.2285 |
|
| S4 |
1.1705 |
1.1801 |
1.2223 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2460 |
1.2209 |
0.0252 |
2.1% |
0.0069 |
0.6% |
4% |
False |
True |
177 |
| 10 |
1.2637 |
1.2209 |
0.0428 |
3.5% |
0.0061 |
0.5% |
2% |
False |
True |
140 |
| 20 |
1.2653 |
1.2209 |
0.0445 |
3.6% |
0.0055 |
0.4% |
2% |
False |
True |
114 |
| 40 |
1.2735 |
1.2209 |
0.0527 |
4.3% |
0.0064 |
0.5% |
2% |
False |
True |
95 |
| 60 |
1.2836 |
1.2209 |
0.0627 |
5.1% |
0.0069 |
0.6% |
2% |
False |
True |
99 |
| 80 |
1.2836 |
1.2202 |
0.0634 |
5.2% |
0.0070 |
0.6% |
3% |
False |
False |
91 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2692 |
|
2.618 |
1.2541 |
|
1.618 |
1.2449 |
|
1.000 |
1.2393 |
|
0.618 |
1.2357 |
|
HIGH |
1.2301 |
|
0.618 |
1.2265 |
|
0.500 |
1.2255 |
|
0.382 |
1.2244 |
|
LOW |
1.2209 |
|
0.618 |
1.2152 |
|
1.000 |
1.2117 |
|
1.618 |
1.2060 |
|
2.618 |
1.1968 |
|
4.250 |
1.1818 |
|
|
| Fisher Pivots for day following 01-May-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.2255 |
1.2278 |
| PP |
1.2242 |
1.2258 |
| S1 |
1.2230 |
1.2238 |
|