CME Euro FX (E) Future December 2018
| Trading Metrics calculated at close of trading on 16-May-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-May-2018 |
16-May-2018 |
Change |
Change % |
Previous Week |
| Open |
1.2129 |
1.2033 |
-0.0096 |
-0.8% |
1.2188 |
| High |
1.2137 |
1.2055 |
-0.0082 |
-0.7% |
1.2188 |
| Low |
1.2023 |
1.1971 |
-0.0052 |
-0.4% |
1.2040 |
| Close |
1.2050 |
1.2003 |
-0.0048 |
-0.4% |
1.2148 |
| Range |
0.0115 |
0.0085 |
-0.0030 |
-26.2% |
0.0148 |
| ATR |
0.0072 |
0.0073 |
0.0001 |
1.3% |
0.0000 |
| Volume |
299 |
309 |
10 |
3.3% |
574 |
|
| Daily Pivots for day following 16-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2263 |
1.2217 |
1.2049 |
|
| R3 |
1.2178 |
1.2133 |
1.2026 |
|
| R2 |
1.2094 |
1.2094 |
1.2018 |
|
| R1 |
1.2048 |
1.2048 |
1.2010 |
1.2029 |
| PP |
1.2009 |
1.2009 |
1.2009 |
1.2000 |
| S1 |
1.1964 |
1.1964 |
1.1995 |
1.1944 |
| S2 |
1.1925 |
1.1925 |
1.1987 |
|
| S3 |
1.1840 |
1.1879 |
1.1979 |
|
| S4 |
1.1756 |
1.1795 |
1.1956 |
|
|
| 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 |
1.1971 |
0.0223 |
1.9% |
0.0082 |
0.7% |
14% |
False |
True |
196 |
| 10 |
1.2223 |
1.1971 |
0.0253 |
2.1% |
0.0075 |
0.6% |
13% |
False |
True |
159 |
| 20 |
1.2637 |
1.1971 |
0.0666 |
5.5% |
0.0070 |
0.6% |
5% |
False |
True |
151 |
| 40 |
1.2735 |
1.1971 |
0.0765 |
6.4% |
0.0064 |
0.5% |
4% |
False |
True |
116 |
| 60 |
1.2735 |
1.1971 |
0.0765 |
6.4% |
0.0067 |
0.6% |
4% |
False |
True |
102 |
| 80 |
1.2836 |
1.1971 |
0.0865 |
7.2% |
0.0071 |
0.6% |
4% |
False |
True |
101 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2414 |
|
2.618 |
1.2276 |
|
1.618 |
1.2192 |
|
1.000 |
1.2140 |
|
0.618 |
1.2107 |
|
HIGH |
1.2055 |
|
0.618 |
1.2023 |
|
0.500 |
1.2013 |
|
0.382 |
1.2003 |
|
LOW |
1.1971 |
|
0.618 |
1.1918 |
|
1.000 |
1.1886 |
|
1.618 |
1.1834 |
|
2.618 |
1.1749 |
|
4.250 |
1.1611 |
|
|
| Fisher Pivots for day following 16-May-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.2013 |
1.2082 |
| PP |
1.2009 |
1.2056 |
| S1 |
1.2006 |
1.2029 |
|