CME Euro FX (E) Future December 2018
Trading Metrics calculated at close of trading on 02-Apr-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Mar-2018 |
02-Apr-2018 |
Change |
Change % |
Previous Week |
Open |
1.2566 |
1.2572 |
0.0006 |
0.0% |
1.2628 |
High |
1.2585 |
1.2594 |
0.0009 |
0.1% |
1.2735 |
Low |
1.2541 |
1.2535 |
-0.0006 |
0.0% |
1.2541 |
Close |
1.2543 |
1.2552 |
0.0010 |
0.1% |
1.2543 |
Range |
0.0045 |
0.0059 |
0.0014 |
31.5% |
0.0195 |
ATR |
0.0079 |
0.0077 |
-0.0001 |
-1.8% |
0.0000 |
Volume |
26 |
68 |
42 |
161.5% |
332 |
|
Daily Pivots for day following 02-Apr-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.2736 |
1.2702 |
1.2584 |
|
R3 |
1.2677 |
1.2644 |
1.2568 |
|
R2 |
1.2619 |
1.2619 |
1.2563 |
|
R1 |
1.2585 |
1.2585 |
1.2557 |
1.2573 |
PP |
1.2560 |
1.2560 |
1.2560 |
1.2554 |
S1 |
1.2527 |
1.2527 |
1.2547 |
1.2514 |
S2 |
1.2502 |
1.2502 |
1.2541 |
|
S3 |
1.2443 |
1.2468 |
1.2536 |
|
S4 |
1.2385 |
1.2410 |
1.2520 |
|
|
Weekly Pivots for week ending 30-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.3190 |
1.3061 |
1.2649 |
|
R3 |
1.2995 |
1.2866 |
1.2596 |
|
R2 |
1.2801 |
1.2801 |
1.2578 |
|
R1 |
1.2672 |
1.2672 |
1.2560 |
1.2639 |
PP |
1.2606 |
1.2606 |
1.2606 |
1.2590 |
S1 |
1.2477 |
1.2477 |
1.2525 |
1.2444 |
S2 |
1.2412 |
1.2412 |
1.2507 |
|
S3 |
1.2217 |
1.2283 |
1.2489 |
|
S4 |
1.2023 |
1.2088 |
1.2436 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.2735 |
1.2535 |
0.0200 |
1.6% |
0.0075 |
0.6% |
9% |
False |
True |
80 |
10 |
1.2735 |
1.2513 |
0.0222 |
1.8% |
0.0078 |
0.6% |
18% |
False |
False |
71 |
20 |
1.2735 |
1.2513 |
0.0222 |
1.8% |
0.0074 |
0.6% |
18% |
False |
False |
76 |
40 |
1.2836 |
1.2442 |
0.0394 |
3.1% |
0.0075 |
0.6% |
28% |
False |
False |
91 |
60 |
1.2836 |
1.2202 |
0.0634 |
5.0% |
0.0075 |
0.6% |
55% |
False |
False |
85 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.2842 |
2.618 |
1.2747 |
1.618 |
1.2688 |
1.000 |
1.2652 |
0.618 |
1.2630 |
HIGH |
1.2594 |
0.618 |
1.2571 |
0.500 |
1.2564 |
0.382 |
1.2557 |
LOW |
1.2535 |
0.618 |
1.2499 |
1.000 |
1.2477 |
1.618 |
1.2440 |
2.618 |
1.2382 |
4.250 |
1.2286 |
|
|
Fisher Pivots for day following 02-Apr-2018 |
Pivot |
1 day |
3 day |
R1 |
1.2564 |
1.2596 |
PP |
1.2560 |
1.2581 |
S1 |
1.2556 |
1.2567 |
|