CME Euro FX (E) Future December 2018
Trading Metrics calculated at close of trading on 12-Apr-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Apr-2018 |
12-Apr-2018 |
Change |
Change % |
Previous Week |
Open |
1.2621 |
1.2564 |
-0.0057 |
-0.4% |
1.2572 |
High |
1.2638 |
1.2574 |
-0.0064 |
-0.5% |
1.2594 |
Low |
1.2608 |
1.2549 |
-0.0060 |
-0.5% |
1.2469 |
Close |
1.2608 |
1.2574 |
-0.0034 |
-0.3% |
1.2533 |
Range |
0.0030 |
0.0026 |
-0.0005 |
-15.0% |
0.0125 |
ATR |
0.0069 |
0.0068 |
-0.0001 |
-1.0% |
0.0000 |
Volume |
42 |
30 |
-12 |
-28.6% |
547 |
|
Daily Pivots for day following 12-Apr-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.2642 |
1.2634 |
1.2588 |
|
R3 |
1.2617 |
1.2608 |
1.2581 |
|
R2 |
1.2591 |
1.2591 |
1.2579 |
|
R1 |
1.2583 |
1.2583 |
1.2576 |
1.2587 |
PP |
1.2566 |
1.2566 |
1.2566 |
1.2568 |
S1 |
1.2557 |
1.2557 |
1.2572 |
1.2561 |
S2 |
1.2540 |
1.2540 |
1.2569 |
|
S3 |
1.2515 |
1.2532 |
1.2567 |
|
S4 |
1.2489 |
1.2506 |
1.2560 |
|
|
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% |
0.0050 |
0.4% |
62% |
False |
False |
113 |
10 |
1.2638 |
1.2469 |
0.0169 |
1.3% |
0.0052 |
0.4% |
62% |
False |
False |
84 |
20 |
1.2735 |
1.2469 |
0.0266 |
2.1% |
0.0068 |
0.5% |
39% |
False |
False |
84 |
40 |
1.2836 |
1.2442 |
0.0394 |
3.1% |
0.0071 |
0.6% |
34% |
False |
False |
80 |
60 |
1.2836 |
1.2442 |
0.0394 |
3.1% |
0.0073 |
0.6% |
34% |
False |
False |
91 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.2682 |
2.618 |
1.2641 |
1.618 |
1.2615 |
1.000 |
1.2600 |
0.618 |
1.2590 |
HIGH |
1.2574 |
0.618 |
1.2564 |
0.500 |
1.2561 |
0.382 |
1.2558 |
LOW |
1.2549 |
0.618 |
1.2533 |
1.000 |
1.2523 |
1.618 |
1.2507 |
2.618 |
1.2482 |
4.250 |
1.2440 |
|
|
Fisher Pivots for day following 12-Apr-2018 |
Pivot |
1 day |
3 day |
R1 |
1.2570 |
1.2593 |
PP |
1.2566 |
1.2586 |
S1 |
1.2561 |
1.2580 |
|