CME Euro FX (E) Future December 2018
| Trading Metrics calculated at close of trading on 08-May-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-May-2018 |
08-May-2018 |
Change |
Change % |
Previous Week |
| Open |
1.2188 |
1.2134 |
-0.0054 |
-0.4% |
1.2338 |
| High |
1.2188 |
1.2134 |
-0.0054 |
-0.4% |
1.2338 |
| Low |
1.2113 |
1.2050 |
-0.0063 |
-0.5% |
1.2125 |
| Close |
1.2137 |
1.2068 |
-0.0070 |
-0.6% |
1.2179 |
| Range |
0.0076 |
0.0085 |
0.0009 |
11.9% |
0.0213 |
| ATR |
0.0068 |
0.0069 |
0.0001 |
2.1% |
0.0000 |
| Volume |
104 |
146 |
42 |
40.4% |
406 |
|
| Daily Pivots for day following 08-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2337 |
1.2287 |
1.2114 |
|
| R3 |
1.2253 |
1.2202 |
1.2091 |
|
| R2 |
1.2168 |
1.2168 |
1.2083 |
|
| R1 |
1.2118 |
1.2118 |
1.2075 |
1.2101 |
| PP |
1.2084 |
1.2084 |
1.2084 |
1.2075 |
| S1 |
1.2033 |
1.2033 |
1.2060 |
1.2016 |
| S2 |
1.1999 |
1.1999 |
1.2052 |
|
| S3 |
1.1915 |
1.1949 |
1.2044 |
|
| S4 |
1.1830 |
1.1864 |
1.2021 |
|
|
| Weekly Pivots for week ending 04-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2853 |
1.2729 |
1.2296 |
|
| R3 |
1.2640 |
1.2516 |
1.2237 |
|
| R2 |
1.2427 |
1.2427 |
1.2218 |
|
| R1 |
1.2303 |
1.2303 |
1.2198 |
1.2258 |
| PP |
1.2214 |
1.2214 |
1.2214 |
1.2191 |
| S1 |
1.2090 |
1.2090 |
1.2159 |
1.2045 |
| S2 |
1.2001 |
1.2001 |
1.2139 |
|
| S3 |
1.1788 |
1.1877 |
1.2120 |
|
| S4 |
1.1575 |
1.1664 |
1.2061 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2248 |
1.2050 |
0.0199 |
1.6% |
0.0073 |
0.6% |
9% |
False |
True |
108 |
| 10 |
1.2460 |
1.2050 |
0.0411 |
3.4% |
0.0071 |
0.6% |
4% |
False |
True |
142 |
| 20 |
1.2653 |
1.2050 |
0.0604 |
5.0% |
0.0058 |
0.5% |
3% |
False |
True |
109 |
| 40 |
1.2735 |
1.2050 |
0.0686 |
5.7% |
0.0065 |
0.5% |
3% |
False |
True |
100 |
| 60 |
1.2836 |
1.2050 |
0.0786 |
6.5% |
0.0068 |
0.6% |
2% |
False |
True |
90 |
| 80 |
1.2836 |
1.2050 |
0.0786 |
6.5% |
0.0071 |
0.6% |
2% |
False |
True |
96 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2493 |
|
2.618 |
1.2355 |
|
1.618 |
1.2271 |
|
1.000 |
1.2219 |
|
0.618 |
1.2186 |
|
HIGH |
1.2134 |
|
0.618 |
1.2102 |
|
0.500 |
1.2092 |
|
0.382 |
1.2082 |
|
LOW |
1.2050 |
|
0.618 |
1.1997 |
|
1.000 |
1.1965 |
|
1.618 |
1.1913 |
|
2.618 |
1.1828 |
|
4.250 |
1.1690 |
|
|
| Fisher Pivots for day following 08-May-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.2092 |
1.2129 |
| PP |
1.2084 |
1.2108 |
| S1 |
1.2076 |
1.2088 |
|