CME Euro FX (E) Future December 2018
Trading Metrics calculated at close of trading on 05-Apr-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Apr-2018 |
05-Apr-2018 |
Change |
Change % |
Previous Week |
Open |
1.2524 |
1.2514 |
-0.0011 |
-0.1% |
1.2628 |
High |
1.2556 |
1.2525 |
-0.0031 |
-0.2% |
1.2735 |
Low |
1.2513 |
1.2470 |
-0.0043 |
-0.3% |
1.2541 |
Close |
1.2534 |
1.2485 |
-0.0049 |
-0.4% |
1.2543 |
Range |
0.0043 |
0.0055 |
0.0012 |
27.9% |
0.0195 |
ATR |
0.0074 |
0.0074 |
-0.0001 |
-1.0% |
0.0000 |
Volume |
76 |
59 |
-17 |
-22.4% |
332 |
|
Daily Pivots for day following 05-Apr-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.2658 |
1.2626 |
1.2515 |
|
R3 |
1.2603 |
1.2571 |
1.2500 |
|
R2 |
1.2548 |
1.2548 |
1.2495 |
|
R1 |
1.2516 |
1.2516 |
1.2490 |
1.2505 |
PP |
1.2493 |
1.2493 |
1.2493 |
1.2487 |
S1 |
1.2461 |
1.2461 |
1.2479 |
1.2450 |
S2 |
1.2438 |
1.2438 |
1.2474 |
|
S3 |
1.2383 |
1.2406 |
1.2469 |
|
S4 |
1.2328 |
1.2351 |
1.2454 |
|
|
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 |
1.2594 |
1.2470 |
0.0124 |
1.0% |
0.0054 |
0.4% |
12% |
False |
True |
55 |
10 |
1.2735 |
1.2470 |
0.0265 |
2.1% |
0.0067 |
0.5% |
5% |
False |
True |
76 |
20 |
1.2735 |
1.2470 |
0.0265 |
2.1% |
0.0072 |
0.6% |
5% |
False |
True |
79 |
40 |
1.2836 |
1.2442 |
0.0394 |
3.2% |
0.0074 |
0.6% |
11% |
False |
False |
92 |
60 |
1.2836 |
1.2202 |
0.0634 |
5.1% |
0.0076 |
0.6% |
45% |
False |
False |
86 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.2759 |
2.618 |
1.2669 |
1.618 |
1.2614 |
1.000 |
1.2580 |
0.618 |
1.2559 |
HIGH |
1.2525 |
0.618 |
1.2504 |
0.500 |
1.2498 |
0.382 |
1.2491 |
LOW |
1.2470 |
0.618 |
1.2436 |
1.000 |
1.2415 |
1.618 |
1.2381 |
2.618 |
1.2326 |
4.250 |
1.2236 |
|
|
Fisher Pivots for day following 05-Apr-2018 |
Pivot |
1 day |
3 day |
R1 |
1.2498 |
1.2527 |
PP |
1.2493 |
1.2513 |
S1 |
1.2489 |
1.2499 |
|