CME Euro FX (E) Future December 2018
Trading Metrics calculated at close of trading on 06-Apr-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Apr-2018 |
06-Apr-2018 |
Change |
Change % |
Previous Week |
Open |
1.2514 |
1.2484 |
-0.0030 |
-0.2% |
1.2572 |
High |
1.2525 |
1.2534 |
0.0009 |
0.1% |
1.2594 |
Low |
1.2470 |
1.2469 |
-0.0001 |
0.0% |
1.2469 |
Close |
1.2485 |
1.2533 |
0.0049 |
0.4% |
1.2533 |
Range |
0.0055 |
0.0065 |
0.0010 |
18.2% |
0.0125 |
ATR |
0.0074 |
0.0073 |
-0.0001 |
-0.8% |
0.0000 |
Volume |
59 |
298 |
239 |
405.1% |
547 |
|
Daily Pivots for day following 06-Apr-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.2707 |
1.2685 |
1.2569 |
|
R3 |
1.2642 |
1.2620 |
1.2551 |
|
R2 |
1.2577 |
1.2577 |
1.2545 |
|
R1 |
1.2555 |
1.2555 |
1.2539 |
1.2566 |
PP |
1.2512 |
1.2512 |
1.2512 |
1.2518 |
S1 |
1.2490 |
1.2490 |
1.2527 |
1.2501 |
S2 |
1.2447 |
1.2447 |
1.2521 |
|
S3 |
1.2382 |
1.2425 |
1.2515 |
|
S4 |
1.2317 |
1.2360 |
1.2497 |
|
|
Weekly Pivots for week ending 06-Apr-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.2905 |
1.2844 |
1.2601 |
|
R3 |
1.2781 |
1.2719 |
1.2567 |
|
R2 |
1.2656 |
1.2656 |
1.2556 |
|
R1 |
1.2595 |
1.2595 |
1.2544 |
1.2563 |
PP |
1.2532 |
1.2532 |
1.2532 |
1.2516 |
S1 |
1.2470 |
1.2470 |
1.2522 |
1.2439 |
S2 |
1.2407 |
1.2407 |
1.2510 |
|
S3 |
1.2283 |
1.2346 |
1.2499 |
|
S4 |
1.2158 |
1.2221 |
1.2465 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.2594 |
1.2469 |
0.0125 |
1.0% |
0.0058 |
0.5% |
51% |
False |
True |
109 |
10 |
1.2735 |
1.2469 |
0.0266 |
2.1% |
0.0065 |
0.5% |
24% |
False |
True |
99 |
20 |
1.2735 |
1.2469 |
0.0266 |
2.1% |
0.0068 |
0.5% |
24% |
False |
True |
89 |
40 |
1.2836 |
1.2442 |
0.0394 |
3.1% |
0.0072 |
0.6% |
23% |
False |
False |
94 |
60 |
1.2836 |
1.2225 |
0.0611 |
4.9% |
0.0076 |
0.6% |
50% |
False |
False |
90 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.2810 |
2.618 |
1.2704 |
1.618 |
1.2639 |
1.000 |
1.2599 |
0.618 |
1.2574 |
HIGH |
1.2534 |
0.618 |
1.2509 |
0.500 |
1.2502 |
0.382 |
1.2494 |
LOW |
1.2469 |
0.618 |
1.2429 |
1.000 |
1.2404 |
1.618 |
1.2364 |
2.618 |
1.2299 |
4.250 |
1.2193 |
|
|
Fisher Pivots for day following 06-Apr-2018 |
Pivot |
1 day |
3 day |
R1 |
1.2523 |
1.2526 |
PP |
1.2512 |
1.2519 |
S1 |
1.2502 |
1.2512 |
|