CME Euro FX (E) Future December 2018
| Trading Metrics calculated at close of trading on 22-May-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-May-2018 |
22-May-2018 |
Change |
Change % |
Previous Week |
| Open |
1.1946 |
1.1986 |
0.0041 |
0.3% |
1.2164 |
| High |
1.1973 |
1.2019 |
0.0046 |
0.4% |
1.2194 |
| Low |
1.1914 |
1.1957 |
0.0044 |
0.4% |
1.1949 |
| Close |
1.1969 |
1.1975 |
0.0006 |
0.1% |
1.1971 |
| Range |
0.0060 |
0.0062 |
0.0003 |
4.2% |
0.0245 |
| ATR |
0.0070 |
0.0069 |
-0.0001 |
-0.8% |
0.0000 |
| Volume |
144 |
294 |
150 |
104.2% |
1,841 |
|
| Daily Pivots for day following 22-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2170 |
1.2134 |
1.2009 |
|
| R3 |
1.2108 |
1.2072 |
1.1992 |
|
| R2 |
1.2046 |
1.2046 |
1.1986 |
|
| R1 |
1.2010 |
1.2010 |
1.1981 |
1.1997 |
| PP |
1.1984 |
1.1984 |
1.1984 |
1.1977 |
| S1 |
1.1948 |
1.1948 |
1.1969 |
1.1935 |
| S2 |
1.1922 |
1.1922 |
1.1964 |
|
| S3 |
1.1860 |
1.1886 |
1.1958 |
|
| S4 |
1.1798 |
1.1824 |
1.1941 |
|
|
| 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 |
1.2055 |
1.1914 |
0.0142 |
1.2% |
0.0064 |
0.5% |
43% |
False |
False |
354 |
| 10 |
1.2194 |
1.1914 |
0.0280 |
2.3% |
0.0069 |
0.6% |
22% |
False |
False |
260 |
| 20 |
1.2460 |
1.1914 |
0.0547 |
4.6% |
0.0070 |
0.6% |
11% |
False |
False |
201 |
| 40 |
1.2735 |
1.1914 |
0.0822 |
6.9% |
0.0063 |
0.5% |
7% |
False |
False |
144 |
| 60 |
1.2735 |
1.1914 |
0.0822 |
6.9% |
0.0067 |
0.6% |
7% |
False |
False |
120 |
| 80 |
1.2836 |
1.1914 |
0.0922 |
7.7% |
0.0070 |
0.6% |
7% |
False |
False |
115 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2283 |
|
2.618 |
1.2181 |
|
1.618 |
1.2119 |
|
1.000 |
1.2081 |
|
0.618 |
1.2057 |
|
HIGH |
1.2019 |
|
0.618 |
1.1995 |
|
0.500 |
1.1988 |
|
0.382 |
1.1981 |
|
LOW |
1.1957 |
|
0.618 |
1.1919 |
|
1.000 |
1.1895 |
|
1.618 |
1.1857 |
|
2.618 |
1.1795 |
|
4.250 |
1.1694 |
|
|
| Fisher Pivots for day following 22-May-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.1988 |
1.1972 |
| PP |
1.1984 |
1.1969 |
| S1 |
1.1979 |
1.1966 |
|