CME Euro FX (E) Future March 2019
| Trading Metrics calculated at close of trading on 29-May-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-May-2018 |
29-May-2018 |
Change |
Change % |
Previous Week |
| Open |
1.1995 |
1.1996 |
0.0002 |
0.0% |
1.2020 |
| High |
1.2021 |
1.2005 |
-0.0016 |
-0.1% |
1.2121 |
| Low |
1.1935 |
1.1800 |
-0.0135 |
-1.1% |
1.1935 |
| Close |
1.1951 |
1.1813 |
-0.0138 |
-1.2% |
1.1951 |
| Range |
0.0086 |
0.0205 |
0.0120 |
139.8% |
0.0186 |
| ATR |
0.0065 |
0.0075 |
0.0010 |
15.5% |
0.0000 |
| Volume |
31 |
139 |
108 |
348.4% |
185 |
|
| Daily Pivots for day following 29-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2488 |
1.2355 |
1.1925 |
|
| R3 |
1.2283 |
1.2150 |
1.1869 |
|
| R2 |
1.2078 |
1.2078 |
1.1850 |
|
| R1 |
1.1945 |
1.1945 |
1.1831 |
1.1909 |
| PP |
1.1873 |
1.1873 |
1.1873 |
1.1854 |
| S1 |
1.1740 |
1.1740 |
1.1794 |
1.1704 |
| S2 |
1.1668 |
1.1668 |
1.1775 |
|
| S3 |
1.1463 |
1.1535 |
1.1756 |
|
| S4 |
1.1258 |
1.1330 |
1.1700 |
|
|
| Weekly Pivots for week ending 25-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2560 |
1.2441 |
1.2053 |
|
| R3 |
1.2374 |
1.2255 |
1.2002 |
|
| R2 |
1.2188 |
1.2188 |
1.1985 |
|
| R1 |
1.2069 |
1.2069 |
1.1968 |
1.2036 |
| PP |
1.2002 |
1.2002 |
1.2002 |
1.1985 |
| S1 |
1.1883 |
1.1883 |
1.1933 |
1.1850 |
| S2 |
1.1816 |
1.1816 |
1.1916 |
|
| S3 |
1.1630 |
1.1697 |
1.1899 |
|
| S4 |
1.1444 |
1.1511 |
1.1848 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2121 |
1.1800 |
0.0321 |
2.7% |
0.0091 |
0.8% |
4% |
False |
True |
63 |
| 10 |
1.2222 |
1.1800 |
0.0422 |
3.6% |
0.0076 |
0.6% |
3% |
False |
True |
37 |
| 20 |
1.2380 |
1.1800 |
0.0580 |
4.9% |
0.0066 |
0.6% |
2% |
False |
True |
39 |
| 40 |
1.2732 |
1.1800 |
0.0932 |
7.9% |
0.0050 |
0.4% |
1% |
False |
True |
24 |
| 60 |
1.2827 |
1.1800 |
0.1027 |
8.7% |
0.0047 |
0.4% |
1% |
False |
True |
18 |
| 80 |
1.2929 |
1.1800 |
0.1129 |
9.6% |
0.0046 |
0.4% |
1% |
False |
True |
19 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2876 |
|
2.618 |
1.2542 |
|
1.618 |
1.2337 |
|
1.000 |
1.2210 |
|
0.618 |
1.2132 |
|
HIGH |
1.2005 |
|
0.618 |
1.1927 |
|
0.500 |
1.1903 |
|
0.382 |
1.1878 |
|
LOW |
1.1800 |
|
0.618 |
1.1673 |
|
1.000 |
1.1595 |
|
1.618 |
1.1468 |
|
2.618 |
1.1263 |
|
4.250 |
1.0929 |
|
|
| Fisher Pivots for day following 29-May-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.1903 |
1.1915 |
| PP |
1.1873 |
1.1881 |
| S1 |
1.1843 |
1.1847 |
|