CME Euro FX (E) Future December 2018
| Trading Metrics calculated at close of trading on 14-May-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-May-2018 |
14-May-2018 |
Change |
Change % |
Previous Week |
| Open |
1.2122 |
1.2164 |
0.0042 |
0.3% |
1.2188 |
| High |
1.2168 |
1.2194 |
0.0026 |
0.2% |
1.2188 |
| Low |
1.2108 |
1.2138 |
0.0030 |
0.2% |
1.2040 |
| Close |
1.2148 |
1.2145 |
-0.0003 |
0.0% |
1.2148 |
| Range |
0.0060 |
0.0056 |
-0.0005 |
-7.5% |
0.0148 |
| ATR |
0.0069 |
0.0068 |
-0.0001 |
-1.4% |
0.0000 |
| Volume |
110 |
206 |
96 |
87.3% |
574 |
|
| Daily Pivots for day following 14-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2325 |
1.2291 |
1.2176 |
|
| R3 |
1.2270 |
1.2235 |
1.2160 |
|
| R2 |
1.2214 |
1.2214 |
1.2155 |
|
| R1 |
1.2180 |
1.2180 |
1.2150 |
1.2169 |
| PP |
1.2159 |
1.2159 |
1.2159 |
1.2154 |
| S1 |
1.2124 |
1.2124 |
1.2140 |
1.2114 |
| S2 |
1.2103 |
1.2103 |
1.2135 |
|
| S3 |
1.2048 |
1.2069 |
1.2130 |
|
| S4 |
1.1992 |
1.2013 |
1.2114 |
|
|
| Weekly Pivots for week ending 11-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2569 |
1.2506 |
1.2229 |
|
| R3 |
1.2421 |
1.2358 |
1.2188 |
|
| R2 |
1.2273 |
1.2273 |
1.2175 |
|
| R1 |
1.2210 |
1.2210 |
1.2161 |
1.2168 |
| PP |
1.2125 |
1.2125 |
1.2125 |
1.2104 |
| S1 |
1.2062 |
1.2062 |
1.2134 |
1.2020 |
| S2 |
1.1977 |
1.1977 |
1.2120 |
|
| S3 |
1.1829 |
1.1914 |
1.2107 |
|
| S4 |
1.1681 |
1.1766 |
1.2066 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2194 |
1.2040 |
0.0154 |
1.3% |
0.0069 |
0.6% |
68% |
True |
False |
135 |
| 10 |
1.2301 |
1.2040 |
0.0261 |
2.1% |
0.0072 |
0.6% |
40% |
False |
False |
112 |
| 20 |
1.2653 |
1.2040 |
0.0613 |
5.0% |
0.0065 |
0.5% |
17% |
False |
False |
127 |
| 40 |
1.2735 |
1.2040 |
0.0695 |
5.7% |
0.0064 |
0.5% |
15% |
False |
False |
102 |
| 60 |
1.2836 |
1.2040 |
0.0796 |
6.6% |
0.0067 |
0.6% |
13% |
False |
False |
95 |
| 80 |
1.2836 |
1.2040 |
0.0796 |
6.6% |
0.0070 |
0.6% |
13% |
False |
False |
101 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2429 |
|
2.618 |
1.2339 |
|
1.618 |
1.2283 |
|
1.000 |
1.2249 |
|
0.618 |
1.2228 |
|
HIGH |
1.2194 |
|
0.618 |
1.2172 |
|
0.500 |
1.2166 |
|
0.382 |
1.2159 |
|
LOW |
1.2138 |
|
0.618 |
1.2104 |
|
1.000 |
1.2083 |
|
1.618 |
1.2048 |
|
2.618 |
1.1993 |
|
4.250 |
1.1902 |
|
|
| Fisher Pivots for day following 14-May-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.2166 |
1.2138 |
| PP |
1.2159 |
1.2132 |
| S1 |
1.2152 |
1.2125 |
|