CME Euro FX (E) Future March 2019
| 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 |
1.2020 |
1.2121 |
0.0102 |
0.8% |
1.2265 |
| High |
1.2079 |
1.2121 |
0.0043 |
0.4% |
1.2296 |
| Low |
1.2020 |
1.2066 |
0.0047 |
0.4% |
1.2050 |
| Close |
1.2070 |
1.2075 |
0.0006 |
0.0% |
1.2070 |
| Range |
0.0059 |
0.0055 |
-0.0004 |
-6.8% |
0.0246 |
| ATR |
0.0063 |
0.0062 |
-0.0001 |
-0.9% |
0.0000 |
| Volume |
7 |
26 |
19 |
271.4% |
67 |
|
| Daily Pivots for day following 22-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2252 |
1.2219 |
1.2105 |
|
| R3 |
1.2197 |
1.2164 |
1.2090 |
|
| R2 |
1.2142 |
1.2142 |
1.2085 |
|
| R1 |
1.2109 |
1.2109 |
1.2080 |
1.2098 |
| PP |
1.2087 |
1.2087 |
1.2087 |
1.2082 |
| S1 |
1.2054 |
1.2054 |
1.2070 |
1.2043 |
| S2 |
1.2032 |
1.2032 |
1.2065 |
|
| S3 |
1.1977 |
1.1999 |
1.2060 |
|
| S4 |
1.1922 |
1.1944 |
1.2045 |
|
|
| Weekly Pivots for week ending 18-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2876 |
1.2719 |
1.2205 |
|
| R3 |
1.2630 |
1.2473 |
1.2138 |
|
| R2 |
1.2384 |
1.2384 |
1.2115 |
|
| R1 |
1.2227 |
1.2227 |
1.2093 |
1.2183 |
| PP |
1.2138 |
1.2138 |
1.2138 |
1.2116 |
| S1 |
1.1981 |
1.1981 |
1.2047 |
1.1937 |
| S2 |
1.1892 |
1.1892 |
1.2025 |
|
| S3 |
1.1646 |
1.1735 |
1.2002 |
|
| S4 |
1.1400 |
1.1489 |
1.1935 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2144 |
1.2020 |
0.0124 |
1.0% |
0.0055 |
0.5% |
45% |
False |
False |
15 |
| 10 |
1.2296 |
1.2020 |
0.0276 |
2.3% |
0.0062 |
0.5% |
20% |
False |
False |
21 |
| 20 |
1.2538 |
1.2020 |
0.0519 |
4.3% |
0.0056 |
0.5% |
11% |
False |
False |
31 |
| 40 |
1.2766 |
1.2020 |
0.0747 |
6.2% |
0.0042 |
0.3% |
7% |
False |
False |
17 |
| 60 |
1.2827 |
1.2020 |
0.0808 |
6.7% |
0.0042 |
0.3% |
7% |
False |
False |
14 |
| 80 |
1.2929 |
1.2020 |
0.0909 |
7.5% |
0.0045 |
0.4% |
6% |
False |
False |
16 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2355 |
|
2.618 |
1.2265 |
|
1.618 |
1.2210 |
|
1.000 |
1.2176 |
|
0.618 |
1.2155 |
|
HIGH |
1.2121 |
|
0.618 |
1.2100 |
|
0.500 |
1.2094 |
|
0.382 |
1.2087 |
|
LOW |
1.2066 |
|
0.618 |
1.2032 |
|
1.000 |
1.2011 |
|
1.618 |
1.1977 |
|
2.618 |
1.1922 |
|
4.250 |
1.1832 |
|
|
| Fisher Pivots for day following 22-May-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.2094 |
1.2073 |
| PP |
1.2087 |
1.2072 |
| S1 |
1.2081 |
1.2070 |
|