CME Euro FX (E) Future December 2018
Trading Metrics calculated at close of trading on 10-Apr-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Apr-2018 |
10-Apr-2018 |
Change |
Change % |
Previous Week |
Open |
1.2526 |
1.2557 |
0.0031 |
0.2% |
1.2572 |
High |
1.2573 |
1.2620 |
0.0047 |
0.4% |
1.2594 |
Low |
1.2515 |
1.2547 |
0.0033 |
0.3% |
1.2469 |
Close |
1.2567 |
1.2606 |
0.0039 |
0.3% |
1.2533 |
Range |
0.0059 |
0.0073 |
0.0014 |
23.9% |
0.0125 |
ATR |
0.0072 |
0.0072 |
0.0000 |
0.1% |
0.0000 |
Volume |
136 |
61 |
-75 |
-55.1% |
547 |
|
Daily Pivots for day following 10-Apr-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.2808 |
1.2779 |
1.2645 |
|
R3 |
1.2736 |
1.2707 |
1.2625 |
|
R2 |
1.2663 |
1.2663 |
1.2619 |
|
R1 |
1.2634 |
1.2634 |
1.2612 |
1.2649 |
PP |
1.2591 |
1.2591 |
1.2591 |
1.2598 |
S1 |
1.2562 |
1.2562 |
1.2599 |
1.2576 |
S2 |
1.2518 |
1.2518 |
1.2592 |
|
S3 |
1.2446 |
1.2489 |
1.2586 |
|
S4 |
1.2373 |
1.2417 |
1.2566 |
|
|
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 |
1.2620 |
1.2469 |
0.0151 |
1.2% |
0.0059 |
0.5% |
91% |
True |
False |
126 |
10 |
1.2735 |
1.2469 |
0.0266 |
2.1% |
0.0064 |
0.5% |
51% |
False |
False |
97 |
20 |
1.2735 |
1.2469 |
0.0266 |
2.1% |
0.0071 |
0.6% |
51% |
False |
False |
92 |
40 |
1.2836 |
1.2442 |
0.0394 |
3.1% |
0.0072 |
0.6% |
42% |
False |
False |
81 |
60 |
1.2836 |
1.2400 |
0.0436 |
3.5% |
0.0075 |
0.6% |
47% |
False |
False |
92 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.2928 |
2.618 |
1.2809 |
1.618 |
1.2737 |
1.000 |
1.2692 |
0.618 |
1.2664 |
HIGH |
1.2620 |
0.618 |
1.2592 |
0.500 |
1.2583 |
0.382 |
1.2575 |
LOW |
1.2547 |
0.618 |
1.2502 |
1.000 |
1.2475 |
1.618 |
1.2430 |
2.618 |
1.2357 |
4.250 |
1.2239 |
|
|
Fisher Pivots for day following 10-Apr-2018 |
Pivot |
1 day |
3 day |
R1 |
1.2598 |
1.2585 |
PP |
1.2591 |
1.2565 |
S1 |
1.2583 |
1.2544 |
|