CME Euro FX (E) Future March 2019
| Trading Metrics calculated at close of trading on 07-May-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-May-2018 |
07-May-2018 |
Change |
Change % |
Previous Week |
| Open |
1.2254 |
1.2233 |
-0.0021 |
-0.2% |
1.2420 |
| High |
1.2281 |
1.2240 |
-0.0041 |
-0.3% |
1.2420 |
| Low |
1.2228 |
1.2226 |
-0.0003 |
0.0% |
1.2228 |
| Close |
1.2281 |
1.2240 |
-0.0041 |
-0.3% |
1.2281 |
| Range |
0.0053 |
0.0015 |
-0.0039 |
-72.6% |
0.0192 |
| ATR |
0.0060 |
0.0059 |
0.0000 |
-0.5% |
0.0000 |
| Volume |
89 |
15 |
-74 |
-83.1% |
275 |
|
| Daily Pivots for day following 07-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2279 |
1.2274 |
1.2248 |
|
| R3 |
1.2264 |
1.2259 |
1.2244 |
|
| R2 |
1.2250 |
1.2250 |
1.2243 |
|
| R1 |
1.2245 |
1.2245 |
1.2241 |
1.2247 |
| PP |
1.2235 |
1.2235 |
1.2235 |
1.2236 |
| S1 |
1.2230 |
1.2230 |
1.2239 |
1.2233 |
| S2 |
1.2221 |
1.2221 |
1.2237 |
|
| S3 |
1.2206 |
1.2216 |
1.2236 |
|
| S4 |
1.2192 |
1.2201 |
1.2232 |
|
|
| Weekly Pivots for week ending 04-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2886 |
1.2775 |
1.2387 |
|
| R3 |
1.2694 |
1.2583 |
1.2334 |
|
| R2 |
1.2502 |
1.2502 |
1.2316 |
|
| R1 |
1.2391 |
1.2391 |
1.2299 |
1.2351 |
| PP |
1.2310 |
1.2310 |
1.2310 |
1.2289 |
| S1 |
1.2199 |
1.2199 |
1.2263 |
1.2159 |
| S2 |
1.2118 |
1.2118 |
1.2246 |
|
| S3 |
1.1926 |
1.2007 |
1.2228 |
|
| S4 |
1.1734 |
1.1815 |
1.2175 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2380 |
1.2226 |
0.0155 |
1.3% |
0.0046 |
0.4% |
9% |
False |
True |
55 |
| 10 |
1.2578 |
1.2226 |
0.0353 |
2.9% |
0.0047 |
0.4% |
4% |
False |
True |
41 |
| 20 |
1.2732 |
1.2226 |
0.0506 |
4.1% |
0.0038 |
0.3% |
3% |
False |
True |
23 |
| 40 |
1.2827 |
1.2226 |
0.0602 |
4.9% |
0.0037 |
0.3% |
2% |
False |
True |
13 |
| 60 |
1.2929 |
1.2226 |
0.0703 |
5.7% |
0.0039 |
0.3% |
2% |
False |
True |
14 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2302 |
|
2.618 |
1.2278 |
|
1.618 |
1.2263 |
|
1.000 |
1.2255 |
|
0.618 |
1.2249 |
|
HIGH |
1.2240 |
|
0.618 |
1.2234 |
|
0.500 |
1.2233 |
|
0.382 |
1.2231 |
|
LOW |
1.2226 |
|
0.618 |
1.2217 |
|
1.000 |
1.2211 |
|
1.618 |
1.2202 |
|
2.618 |
1.2188 |
|
4.250 |
1.2164 |
|
|
| Fisher Pivots for day following 07-May-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.2238 |
1.2270 |
| PP |
1.2235 |
1.2260 |
| S1 |
1.2233 |
1.2250 |
|