CME Euro FX (E) Future March 2019
| Trading Metrics calculated at close of trading on 23-May-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-May-2018 |
23-May-2018 |
Change |
Change % |
Previous Week |
| Open |
1.2121 |
1.2059 |
-0.0063 |
-0.5% |
1.2265 |
| High |
1.2121 |
1.2059 |
-0.0063 |
-0.5% |
1.2296 |
| Low |
1.2066 |
1.1970 |
-0.0096 |
-0.8% |
1.2050 |
| Close |
1.2075 |
1.1992 |
-0.0084 |
-0.7% |
1.2070 |
| Range |
0.0055 |
0.0089 |
0.0034 |
60.9% |
0.0246 |
| ATR |
0.0062 |
0.0065 |
0.0003 |
4.9% |
0.0000 |
| Volume |
26 |
83 |
57 |
219.2% |
67 |
|
| Daily Pivots for day following 23-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2272 |
1.2220 |
1.2040 |
|
| R3 |
1.2184 |
1.2132 |
1.2016 |
|
| R2 |
1.2095 |
1.2095 |
1.2008 |
|
| R1 |
1.2043 |
1.2043 |
1.2000 |
1.2025 |
| PP |
1.2007 |
1.2007 |
1.2007 |
1.1998 |
| S1 |
1.1955 |
1.1955 |
1.1983 |
1.1937 |
| S2 |
1.1918 |
1.1918 |
1.1975 |
|
| S3 |
1.1830 |
1.1866 |
1.1967 |
|
| S4 |
1.1741 |
1.1778 |
1.1943 |
|
|
| 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 |
1.2122 |
1.1970 |
0.0152 |
1.3% |
0.0058 |
0.5% |
14% |
False |
True |
26 |
| 10 |
1.2296 |
1.1970 |
0.0326 |
2.7% |
0.0066 |
0.5% |
7% |
False |
True |
28 |
| 20 |
1.2525 |
1.1970 |
0.0555 |
4.6% |
0.0059 |
0.5% |
4% |
False |
True |
35 |
| 40 |
1.2732 |
1.1970 |
0.0762 |
6.4% |
0.0044 |
0.4% |
3% |
False |
True |
20 |
| 60 |
1.2827 |
1.1970 |
0.0857 |
7.1% |
0.0043 |
0.4% |
3% |
False |
True |
16 |
| 80 |
1.2929 |
1.1970 |
0.0959 |
8.0% |
0.0045 |
0.4% |
2% |
False |
True |
17 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2435 |
|
2.618 |
1.2290 |
|
1.618 |
1.2202 |
|
1.000 |
1.2147 |
|
0.618 |
1.2113 |
|
HIGH |
1.2059 |
|
0.618 |
1.2025 |
|
0.500 |
1.2014 |
|
0.382 |
1.2004 |
|
LOW |
1.1970 |
|
0.618 |
1.1915 |
|
1.000 |
1.1882 |
|
1.618 |
1.1827 |
|
2.618 |
1.1738 |
|
4.250 |
1.1594 |
|
|
| Fisher Pivots for day following 23-May-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.2014 |
1.2046 |
| PP |
1.2007 |
1.2028 |
| S1 |
1.1999 |
1.2010 |
|