CME Euro FX (E) Future December 2018
Trading Metrics calculated at close of trading on 04-Apr-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Apr-2018 |
04-Apr-2018 |
Change |
Change % |
Previous Week |
Open |
1.2555 |
1.2524 |
-0.0031 |
-0.2% |
1.2628 |
High |
1.2584 |
1.2556 |
-0.0029 |
-0.2% |
1.2735 |
Low |
1.2515 |
1.2513 |
-0.0002 |
0.0% |
1.2541 |
Close |
1.2519 |
1.2534 |
0.0015 |
0.1% |
1.2543 |
Range |
0.0070 |
0.0043 |
-0.0027 |
-38.1% |
0.0195 |
ATR |
0.0077 |
0.0074 |
-0.0002 |
-3.1% |
0.0000 |
Volume |
46 |
76 |
30 |
65.2% |
332 |
|
Daily Pivots for day following 04-Apr-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.2663 |
1.2641 |
1.2557 |
|
R3 |
1.2620 |
1.2598 |
1.2545 |
|
R2 |
1.2577 |
1.2577 |
1.2541 |
|
R1 |
1.2555 |
1.2555 |
1.2537 |
1.2566 |
PP |
1.2534 |
1.2534 |
1.2534 |
1.2539 |
S1 |
1.2512 |
1.2512 |
1.2530 |
1.2523 |
S2 |
1.2491 |
1.2491 |
1.2526 |
|
S3 |
1.2448 |
1.2469 |
1.2522 |
|
S4 |
1.2405 |
1.2426 |
1.2510 |
|
|
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 |
1.2657 |
1.2513 |
0.0145 |
1.2% |
0.0062 |
0.5% |
15% |
False |
True |
61 |
10 |
1.2735 |
1.2513 |
0.0223 |
1.8% |
0.0069 |
0.6% |
9% |
False |
True |
76 |
20 |
1.2735 |
1.2513 |
0.0223 |
1.8% |
0.0072 |
0.6% |
9% |
False |
True |
79 |
40 |
1.2836 |
1.2442 |
0.0394 |
3.1% |
0.0075 |
0.6% |
23% |
False |
False |
93 |
60 |
1.2836 |
1.2202 |
0.0634 |
5.1% |
0.0075 |
0.6% |
52% |
False |
False |
85 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.2738 |
2.618 |
1.2668 |
1.618 |
1.2625 |
1.000 |
1.2599 |
0.618 |
1.2582 |
HIGH |
1.2556 |
0.618 |
1.2539 |
0.500 |
1.2534 |
0.382 |
1.2529 |
LOW |
1.2513 |
0.618 |
1.2486 |
1.000 |
1.2470 |
1.618 |
1.2443 |
2.618 |
1.2400 |
4.250 |
1.2330 |
|
|
Fisher Pivots for day following 04-Apr-2018 |
Pivot |
1 day |
3 day |
R1 |
1.2534 |
1.2553 |
PP |
1.2534 |
1.2547 |
S1 |
1.2534 |
1.2540 |
|