CME Euro FX (E) Future December 2018
Trading Metrics calculated at close of trading on 27-Mar-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Mar-2018 |
27-Mar-2018 |
Change |
Change % |
Previous Week |
Open |
1.2628 |
1.2735 |
0.0107 |
0.8% |
1.2530 |
High |
1.2726 |
1.2735 |
0.0010 |
0.1% |
1.2648 |
Low |
1.2628 |
1.2658 |
0.0030 |
0.2% |
1.2513 |
Close |
1.2721 |
1.2662 |
-0.0059 |
-0.5% |
1.2633 |
Range |
0.0098 |
0.0077 |
-0.0021 |
-21.0% |
0.0135 |
ATR |
0.0080 |
0.0080 |
0.0000 |
-0.3% |
0.0000 |
Volume |
103 |
112 |
9 |
8.7% |
312 |
|
Daily Pivots for day following 27-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.2916 |
1.2866 |
1.2704 |
|
R3 |
1.2839 |
1.2789 |
1.2683 |
|
R2 |
1.2762 |
1.2762 |
1.2676 |
|
R1 |
1.2712 |
1.2712 |
1.2669 |
1.2699 |
PP |
1.2685 |
1.2685 |
1.2685 |
1.2678 |
S1 |
1.2635 |
1.2635 |
1.2655 |
1.2622 |
S2 |
1.2608 |
1.2608 |
1.2648 |
|
S3 |
1.2531 |
1.2558 |
1.2641 |
|
S4 |
1.2454 |
1.2481 |
1.2620 |
|
|
Weekly Pivots for week ending 23-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.3003 |
1.2953 |
1.2707 |
|
R3 |
1.2868 |
1.2818 |
1.2670 |
|
R2 |
1.2733 |
1.2733 |
1.2658 |
|
R1 |
1.2683 |
1.2683 |
1.2645 |
1.2708 |
PP |
1.2598 |
1.2598 |
1.2598 |
1.2611 |
S1 |
1.2548 |
1.2548 |
1.2621 |
1.2573 |
S2 |
1.2463 |
1.2463 |
1.2608 |
|
S3 |
1.2328 |
1.2413 |
1.2596 |
|
S4 |
1.2193 |
1.2278 |
1.2559 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.3062 |
2.618 |
1.2937 |
1.618 |
1.2860 |
1.000 |
1.2812 |
0.618 |
1.2783 |
HIGH |
1.2735 |
0.618 |
1.2706 |
0.500 |
1.2697 |
0.382 |
1.2687 |
LOW |
1.2658 |
0.618 |
1.2610 |
1.000 |
1.2581 |
1.618 |
1.2533 |
2.618 |
1.2456 |
4.250 |
1.2331 |
|
|
Fisher Pivots for day following 27-Mar-2018 |
Pivot |
1 day |
3 day |
R1 |
1.2697 |
1.2662 |
PP |
1.2685 |
1.2662 |
S1 |
1.2674 |
1.2662 |
|