CME Euro FX (E) Future December 2018
| Trading Metrics calculated at close of trading on 24-May-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-May-2018 |
24-May-2018 |
Change |
Change % |
Previous Week |
| Open |
1.1959 |
1.1898 |
-0.0061 |
-0.5% |
1.2164 |
| High |
1.1961 |
1.1940 |
-0.0021 |
-0.2% |
1.2194 |
| Low |
1.1873 |
1.1895 |
0.0022 |
0.2% |
1.1949 |
| Close |
1.1893 |
1.1919 |
0.0026 |
0.2% |
1.1971 |
| Range |
0.0088 |
0.0045 |
-0.0043 |
-48.6% |
0.0245 |
| ATR |
0.0072 |
0.0070 |
-0.0002 |
-2.5% |
0.0000 |
| Volume |
1,012 |
275 |
-737 |
-72.8% |
1,841 |
|
| Daily Pivots for day following 24-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2053 |
1.2031 |
1.1943 |
|
| R3 |
1.2008 |
1.1986 |
1.1931 |
|
| R2 |
1.1963 |
1.1963 |
1.1927 |
|
| R1 |
1.1941 |
1.1941 |
1.1923 |
1.1952 |
| PP |
1.1918 |
1.1918 |
1.1918 |
1.1923 |
| S1 |
1.1896 |
1.1896 |
1.1914 |
1.1907 |
| S2 |
1.1873 |
1.1873 |
1.1910 |
|
| S3 |
1.1828 |
1.1851 |
1.1906 |
|
| S4 |
1.1783 |
1.1806 |
1.1894 |
|
|
| 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 |
1.2019 |
1.1873 |
0.0146 |
1.2% |
0.0063 |
0.5% |
31% |
False |
False |
369 |
| 10 |
1.2194 |
1.1873 |
0.0321 |
2.7% |
0.0068 |
0.6% |
14% |
False |
False |
367 |
| 20 |
1.2347 |
1.1873 |
0.0474 |
4.0% |
0.0069 |
0.6% |
10% |
False |
False |
256 |
| 40 |
1.2653 |
1.1873 |
0.0780 |
6.5% |
0.0062 |
0.5% |
6% |
False |
False |
171 |
| 60 |
1.2735 |
1.1873 |
0.0862 |
7.2% |
0.0067 |
0.6% |
5% |
False |
False |
139 |
| 80 |
1.2836 |
1.1873 |
0.0963 |
8.1% |
0.0069 |
0.6% |
5% |
False |
False |
130 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2131 |
|
2.618 |
1.2057 |
|
1.618 |
1.2012 |
|
1.000 |
1.1985 |
|
0.618 |
1.1967 |
|
HIGH |
1.1940 |
|
0.618 |
1.1922 |
|
0.500 |
1.1917 |
|
0.382 |
1.1912 |
|
LOW |
1.1895 |
|
0.618 |
1.1867 |
|
1.000 |
1.1850 |
|
1.618 |
1.1822 |
|
2.618 |
1.1777 |
|
4.250 |
1.1703 |
|
|
| Fisher Pivots for day following 24-May-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.1918 |
1.1946 |
| PP |
1.1918 |
1.1937 |
| S1 |
1.1917 |
1.1928 |
|