CME Euro FX (E) Future March 2019
| Trading Metrics calculated at close of trading on 10-May-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-May-2018 |
10-May-2018 |
Change |
Change % |
Previous Week |
| Open |
1.2140 |
1.2160 |
0.0020 |
0.2% |
1.2420 |
| High |
1.2190 |
1.2246 |
0.0057 |
0.5% |
1.2420 |
| Low |
1.2140 |
1.2160 |
0.0020 |
0.2% |
1.2228 |
| Close |
1.2172 |
1.2234 |
0.0063 |
0.5% |
1.2281 |
| Range |
0.0050 |
0.0087 |
0.0037 |
74.7% |
0.0192 |
| ATR |
0.0060 |
0.0062 |
0.0002 |
3.2% |
0.0000 |
| Volume |
13 |
50 |
37 |
284.6% |
275 |
|
| Daily Pivots for day following 10-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2473 |
1.2440 |
1.2282 |
|
| R3 |
1.2386 |
1.2353 |
1.2258 |
|
| R2 |
1.2300 |
1.2300 |
1.2250 |
|
| R1 |
1.2267 |
1.2267 |
1.2242 |
1.2283 |
| PP |
1.2213 |
1.2213 |
1.2213 |
1.2221 |
| S1 |
1.2180 |
1.2180 |
1.2226 |
1.2197 |
| S2 |
1.2127 |
1.2127 |
1.2218 |
|
| S3 |
1.2040 |
1.2094 |
1.2210 |
|
| S4 |
1.1954 |
1.2007 |
1.2186 |
|
|
| 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 |
1.2281 |
1.2140 |
0.0141 |
1.2% |
0.0054 |
0.4% |
67% |
False |
False |
35 |
| 10 |
1.2460 |
1.2140 |
0.0320 |
2.6% |
0.0052 |
0.4% |
29% |
False |
False |
43 |
| 20 |
1.2732 |
1.2140 |
0.0592 |
4.8% |
0.0044 |
0.4% |
16% |
False |
False |
25 |
| 40 |
1.2827 |
1.2140 |
0.0687 |
5.6% |
0.0039 |
0.3% |
14% |
False |
False |
15 |
| 60 |
1.2929 |
1.2140 |
0.0789 |
6.4% |
0.0042 |
0.3% |
12% |
False |
False |
15 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2614 |
|
2.618 |
1.2472 |
|
1.618 |
1.2386 |
|
1.000 |
1.2333 |
|
0.618 |
1.2299 |
|
HIGH |
1.2246 |
|
0.618 |
1.2213 |
|
0.500 |
1.2203 |
|
0.382 |
1.2193 |
|
LOW |
1.2160 |
|
0.618 |
1.2106 |
|
1.000 |
1.2073 |
|
1.618 |
1.2020 |
|
2.618 |
1.1933 |
|
4.250 |
1.1792 |
|
|
| Fisher Pivots for day following 10-May-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.2224 |
1.2220 |
| PP |
1.2213 |
1.2207 |
| S1 |
1.2203 |
1.2193 |
|