CME Euro FX (E) Future December 2018
| Trading Metrics calculated at close of trading on 21-May-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-May-2018 |
21-May-2018 |
Change |
Change % |
Previous Week |
| Open |
1.1989 |
1.1946 |
-0.0044 |
-0.4% |
1.2164 |
| High |
1.2010 |
1.1973 |
-0.0037 |
-0.3% |
1.2194 |
| Low |
1.1949 |
1.1914 |
-0.0036 |
-0.3% |
1.1949 |
| Close |
1.1971 |
1.1969 |
-0.0002 |
0.0% |
1.1971 |
| Range |
0.0061 |
0.0060 |
-0.0001 |
-1.7% |
0.0245 |
| ATR |
0.0071 |
0.0070 |
-0.0001 |
-1.1% |
0.0000 |
| Volume |
121 |
144 |
23 |
19.0% |
1,841 |
|
| Daily Pivots for day following 21-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2130 |
1.2109 |
1.2002 |
|
| R3 |
1.2071 |
1.2050 |
1.1985 |
|
| R2 |
1.2011 |
1.2011 |
1.1980 |
|
| R1 |
1.1990 |
1.1990 |
1.1974 |
1.2001 |
| PP |
1.1952 |
1.1952 |
1.1952 |
1.1957 |
| S1 |
1.1931 |
1.1931 |
1.1964 |
1.1941 |
| S2 |
1.1892 |
1.1892 |
1.1958 |
|
| S3 |
1.1833 |
1.1871 |
1.1953 |
|
| S4 |
1.1773 |
1.1812 |
1.1936 |
|
|
| Weekly Pivots for week ending 18-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2771 |
1.2615 |
1.2105 |
|
| R3 |
1.2527 |
1.2371 |
1.2038 |
|
| R2 |
1.2282 |
1.2282 |
1.2015 |
|
| R1 |
1.2126 |
1.2126 |
1.1993 |
1.2082 |
| PP |
1.2038 |
1.2038 |
1.2038 |
1.2016 |
| S1 |
1.1882 |
1.1882 |
1.1948 |
1.1838 |
| S2 |
1.1793 |
1.1793 |
1.1926 |
|
| S3 |
1.1549 |
1.1637 |
1.1903 |
|
| S4 |
1.1304 |
1.1393 |
1.1836 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2137 |
1.1914 |
0.0224 |
1.9% |
0.0075 |
0.6% |
25% |
False |
True |
355 |
| 10 |
1.2194 |
1.1914 |
0.0280 |
2.3% |
0.0072 |
0.6% |
20% |
False |
True |
245 |
| 20 |
1.2472 |
1.1914 |
0.0558 |
4.7% |
0.0070 |
0.6% |
10% |
False |
True |
193 |
| 40 |
1.2735 |
1.1914 |
0.0822 |
6.9% |
0.0063 |
0.5% |
7% |
False |
True |
139 |
| 60 |
1.2735 |
1.1914 |
0.0822 |
6.9% |
0.0067 |
0.6% |
7% |
False |
True |
118 |
| 80 |
1.2836 |
1.1914 |
0.0922 |
7.7% |
0.0070 |
0.6% |
6% |
False |
True |
112 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2226 |
|
2.618 |
1.2129 |
|
1.618 |
1.2069 |
|
1.000 |
1.2033 |
|
0.618 |
1.2010 |
|
HIGH |
1.1973 |
|
0.618 |
1.1950 |
|
0.500 |
1.1943 |
|
0.382 |
1.1936 |
|
LOW |
1.1914 |
|
0.618 |
1.1877 |
|
1.000 |
1.1854 |
|
1.618 |
1.1817 |
|
2.618 |
1.1758 |
|
4.250 |
1.1661 |
|
|
| Fisher Pivots for day following 21-May-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.1960 |
1.1973 |
| PP |
1.1952 |
1.1972 |
| S1 |
1.1943 |
1.1970 |
|