CME Euro FX (E) Future March 2019
| Trading Metrics calculated at close of trading on 15-May-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-May-2018 |
15-May-2018 |
Change |
Change % |
Previous Week |
| Open |
1.2265 |
1.2222 |
-0.0043 |
-0.4% |
1.2233 |
| High |
1.2296 |
1.2222 |
-0.0074 |
-0.6% |
1.2271 |
| Low |
1.2245 |
1.2134 |
-0.0111 |
-0.9% |
1.2140 |
| Close |
1.2245 |
1.2150 |
-0.0095 |
-0.8% |
1.2248 |
| Range |
0.0051 |
0.0088 |
0.0037 |
73.3% |
0.0131 |
| ATR |
0.0061 |
0.0065 |
0.0004 |
5.8% |
0.0000 |
| Volume |
17 |
7 |
-10 |
-58.8% |
138 |
|
| Daily Pivots for day following 15-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2431 |
1.2378 |
1.2198 |
|
| R3 |
1.2344 |
1.2291 |
1.2174 |
|
| R2 |
1.2256 |
1.2256 |
1.2166 |
|
| R1 |
1.2203 |
1.2203 |
1.2158 |
1.2186 |
| PP |
1.2169 |
1.2169 |
1.2169 |
1.2160 |
| S1 |
1.2116 |
1.2116 |
1.2142 |
1.2098 |
| S2 |
1.2081 |
1.2081 |
1.2134 |
|
| S3 |
1.1994 |
1.2028 |
1.2126 |
|
| S4 |
1.1906 |
1.1941 |
1.2102 |
|
|
| Weekly Pivots for week ending 11-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2613 |
1.2561 |
1.2320 |
|
| R3 |
1.2482 |
1.2430 |
1.2284 |
|
| R2 |
1.2351 |
1.2351 |
1.2272 |
|
| R1 |
1.2299 |
1.2299 |
1.2260 |
1.2325 |
| PP |
1.2220 |
1.2220 |
1.2220 |
1.2232 |
| S1 |
1.2168 |
1.2168 |
1.2235 |
1.2194 |
| S2 |
1.2089 |
1.2089 |
1.2223 |
|
| S3 |
1.1958 |
1.2037 |
1.2211 |
|
| S4 |
1.1827 |
1.1906 |
1.2175 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2296 |
1.2134 |
0.0162 |
1.3% |
0.0069 |
0.6% |
10% |
False |
True |
27 |
| 10 |
1.2340 |
1.2134 |
0.0206 |
1.7% |
0.0058 |
0.5% |
8% |
False |
True |
37 |
| 20 |
1.2728 |
1.2134 |
0.0594 |
4.9% |
0.0050 |
0.4% |
3% |
False |
True |
28 |
| 40 |
1.2827 |
1.2134 |
0.0693 |
5.7% |
0.0040 |
0.3% |
2% |
False |
True |
17 |
| 60 |
1.2827 |
1.2134 |
0.0693 |
5.7% |
0.0040 |
0.3% |
2% |
False |
True |
15 |
| 80 |
1.2929 |
1.2134 |
0.0795 |
6.5% |
0.0047 |
0.4% |
2% |
False |
True |
17 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2593 |
|
2.618 |
1.2451 |
|
1.618 |
1.2363 |
|
1.000 |
1.2309 |
|
0.618 |
1.2276 |
|
HIGH |
1.2222 |
|
0.618 |
1.2188 |
|
0.500 |
1.2178 |
|
0.382 |
1.2167 |
|
LOW |
1.2134 |
|
0.618 |
1.2080 |
|
1.000 |
1.2047 |
|
1.618 |
1.1992 |
|
2.618 |
1.1905 |
|
4.250 |
1.1762 |
|
|
| Fisher Pivots for day following 15-May-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.2178 |
1.2215 |
| PP |
1.2169 |
1.2193 |
| S1 |
1.2159 |
1.2172 |
|