CME Euro FX (E) Future December 2018
Trading Metrics calculated at close of trading on 03-Apr-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Apr-2018 |
03-Apr-2018 |
Change |
Change % |
Previous Week |
Open |
1.2572 |
1.2555 |
-0.0017 |
-0.1% |
1.2628 |
High |
1.2594 |
1.2584 |
-0.0010 |
-0.1% |
1.2735 |
Low |
1.2535 |
1.2515 |
-0.0021 |
-0.2% |
1.2541 |
Close |
1.2552 |
1.2519 |
-0.0033 |
-0.3% |
1.2543 |
Range |
0.0059 |
0.0070 |
0.0011 |
18.8% |
0.0195 |
ATR |
0.0077 |
0.0077 |
-0.0001 |
-0.7% |
0.0000 |
Volume |
68 |
46 |
-22 |
-32.4% |
332 |
|
Daily Pivots for day following 03-Apr-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.2748 |
1.2703 |
1.2557 |
|
R3 |
1.2678 |
1.2633 |
1.2538 |
|
R2 |
1.2609 |
1.2609 |
1.2532 |
|
R1 |
1.2564 |
1.2564 |
1.2525 |
1.2552 |
PP |
1.2539 |
1.2539 |
1.2539 |
1.2533 |
S1 |
1.2494 |
1.2494 |
1.2513 |
1.2482 |
S2 |
1.2470 |
1.2470 |
1.2506 |
|
S3 |
1.2400 |
1.2425 |
1.2500 |
|
S4 |
1.2331 |
1.2355 |
1.2481 |
|
|
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 |
1.2515 |
0.0221 |
1.8% |
0.0069 |
0.6% |
2% |
False |
True |
68 |
10 |
1.2735 |
1.2513 |
0.0222 |
1.8% |
0.0075 |
0.6% |
3% |
False |
False |
73 |
20 |
1.2735 |
1.2513 |
0.0222 |
1.8% |
0.0074 |
0.6% |
3% |
False |
False |
77 |
40 |
1.2836 |
1.2442 |
0.0394 |
3.1% |
0.0076 |
0.6% |
20% |
False |
False |
92 |
60 |
1.2836 |
1.2202 |
0.0634 |
5.1% |
0.0075 |
0.6% |
50% |
False |
False |
84 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.2879 |
2.618 |
1.2766 |
1.618 |
1.2696 |
1.000 |
1.2654 |
0.618 |
1.2627 |
HIGH |
1.2584 |
0.618 |
1.2557 |
0.500 |
1.2549 |
0.382 |
1.2541 |
LOW |
1.2515 |
0.618 |
1.2472 |
1.000 |
1.2445 |
1.618 |
1.2402 |
2.618 |
1.2333 |
4.250 |
1.2219 |
|
|
Fisher Pivots for day following 03-Apr-2018 |
Pivot |
1 day |
3 day |
R1 |
1.2549 |
1.2554 |
PP |
1.2539 |
1.2542 |
S1 |
1.2529 |
1.2531 |
|