CME Euro FX (E) Future March 2019
| Trading Metrics calculated at close of trading on 30-May-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-May-2018 |
30-May-2018 |
Change |
Change % |
Previous Week |
| Open |
1.1996 |
1.1861 |
-0.0136 |
-1.1% |
1.2020 |
| High |
1.2005 |
1.1944 |
-0.0061 |
-0.5% |
1.2121 |
| Low |
1.1800 |
1.1861 |
0.0061 |
0.5% |
1.1935 |
| Close |
1.1813 |
1.1933 |
0.0121 |
1.0% |
1.1951 |
| Range |
0.0205 |
0.0084 |
-0.0122 |
-59.3% |
0.0186 |
| ATR |
0.0075 |
0.0079 |
0.0004 |
5.4% |
0.0000 |
| Volume |
139 |
81 |
-58 |
-41.7% |
185 |
|
| Daily Pivots for day following 30-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2163 |
1.2132 |
1.1979 |
|
| R3 |
1.2080 |
1.2048 |
1.1956 |
|
| R2 |
1.1996 |
1.1996 |
1.1948 |
|
| R1 |
1.1965 |
1.1965 |
1.1941 |
1.1980 |
| PP |
1.1913 |
1.1913 |
1.1913 |
1.1920 |
| S1 |
1.1881 |
1.1881 |
1.1925 |
1.1897 |
| S2 |
1.1829 |
1.1829 |
1.1918 |
|
| S3 |
1.1746 |
1.1798 |
1.1910 |
|
| S4 |
1.1662 |
1.1714 |
1.1887 |
|
|
| 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 |
1.2059 |
1.1800 |
0.0259 |
2.2% |
0.0097 |
0.8% |
51% |
False |
False |
74 |
| 10 |
1.2144 |
1.1800 |
0.0344 |
2.9% |
0.0076 |
0.6% |
39% |
False |
False |
44 |
| 20 |
1.2340 |
1.1800 |
0.0540 |
4.5% |
0.0067 |
0.6% |
25% |
False |
False |
41 |
| 40 |
1.2732 |
1.1800 |
0.0932 |
7.8% |
0.0052 |
0.4% |
14% |
False |
False |
26 |
| 60 |
1.2827 |
1.1800 |
0.1027 |
8.6% |
0.0048 |
0.4% |
13% |
False |
False |
19 |
| 80 |
1.2929 |
1.1800 |
0.1129 |
9.5% |
0.0046 |
0.4% |
12% |
False |
False |
20 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2299 |
|
2.618 |
1.2163 |
|
1.618 |
1.2079 |
|
1.000 |
1.2028 |
|
0.618 |
1.1996 |
|
HIGH |
1.1944 |
|
0.618 |
1.1912 |
|
0.500 |
1.1902 |
|
0.382 |
1.1892 |
|
LOW |
1.1861 |
|
0.618 |
1.1809 |
|
1.000 |
1.1777 |
|
1.618 |
1.1725 |
|
2.618 |
1.1642 |
|
4.250 |
1.1506 |
|
|
| Fisher Pivots for day following 30-May-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.1923 |
1.1925 |
| PP |
1.1913 |
1.1918 |
| S1 |
1.1902 |
1.1910 |
|