CME Euro FX (E) Future December 2018
Trading Metrics calculated at close of trading on 11-Apr-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Apr-2018 |
11-Apr-2018 |
Change |
Change % |
Previous Week |
Open |
1.2557 |
1.2621 |
0.0064 |
0.5% |
1.2572 |
High |
1.2620 |
1.2638 |
0.0019 |
0.1% |
1.2594 |
Low |
1.2547 |
1.2608 |
0.0061 |
0.5% |
1.2469 |
Close |
1.2606 |
1.2608 |
0.0003 |
0.0% |
1.2533 |
Range |
0.0073 |
0.0030 |
-0.0043 |
-58.6% |
0.0125 |
ATR |
0.0072 |
0.0069 |
-0.0003 |
-3.9% |
0.0000 |
Volume |
61 |
42 |
-19 |
-31.1% |
547 |
|
Daily Pivots for day following 11-Apr-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.2708 |
1.2688 |
1.2625 |
|
R3 |
1.2678 |
1.2658 |
1.2616 |
|
R2 |
1.2648 |
1.2648 |
1.2614 |
|
R1 |
1.2628 |
1.2628 |
1.2611 |
1.2623 |
PP |
1.2618 |
1.2618 |
1.2618 |
1.2616 |
S1 |
1.2598 |
1.2598 |
1.2605 |
1.2593 |
S2 |
1.2588 |
1.2588 |
1.2603 |
|
S3 |
1.2558 |
1.2568 |
1.2600 |
|
S4 |
1.2528 |
1.2538 |
1.2592 |
|
|
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 |
1.2638 |
1.2469 |
0.0169 |
1.3% |
0.0056 |
0.4% |
82% |
True |
False |
119 |
10 |
1.2657 |
1.2469 |
0.0188 |
1.5% |
0.0059 |
0.5% |
74% |
False |
False |
90 |
20 |
1.2735 |
1.2469 |
0.0266 |
2.1% |
0.0068 |
0.5% |
52% |
False |
False |
87 |
40 |
1.2836 |
1.2442 |
0.0394 |
3.1% |
0.0072 |
0.6% |
42% |
False |
False |
81 |
60 |
1.2836 |
1.2442 |
0.0394 |
3.1% |
0.0074 |
0.6% |
42% |
False |
False |
92 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.2766 |
2.618 |
1.2717 |
1.618 |
1.2687 |
1.000 |
1.2668 |
0.618 |
1.2657 |
HIGH |
1.2638 |
0.618 |
1.2627 |
0.500 |
1.2623 |
0.382 |
1.2619 |
LOW |
1.2608 |
0.618 |
1.2589 |
1.000 |
1.2578 |
1.618 |
1.2559 |
2.618 |
1.2529 |
4.250 |
1.2481 |
|
|
Fisher Pivots for day following 11-Apr-2018 |
Pivot |
1 day |
3 day |
R1 |
1.2623 |
1.2597 |
PP |
1.2618 |
1.2587 |
S1 |
1.2613 |
1.2576 |
|