CME Euro FX (E) Future December 2018
Trading Metrics calculated at close of trading on 19-Apr-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Apr-2018 |
19-Apr-2018 |
Change |
Change % |
Previous Week |
Open |
1.2616 |
1.2637 |
0.0021 |
0.2% |
1.2526 |
High |
1.2627 |
1.2637 |
0.0010 |
0.1% |
1.2638 |
Low |
1.2600 |
1.2569 |
-0.0032 |
-0.3% |
1.2515 |
Close |
1.2618 |
1.2576 |
-0.0042 |
-0.3% |
1.2576 |
Range |
0.0027 |
0.0068 |
0.0042 |
156.6% |
0.0124 |
ATR |
0.0062 |
0.0062 |
0.0000 |
0.7% |
0.0000 |
Volume |
58 |
103 |
45 |
77.6% |
342 |
|
Daily Pivots for day following 19-Apr-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.2798 |
1.2755 |
1.2613 |
|
R3 |
1.2730 |
1.2687 |
1.2594 |
|
R2 |
1.2662 |
1.2662 |
1.2588 |
|
R1 |
1.2619 |
1.2619 |
1.2582 |
1.2606 |
PP |
1.2594 |
1.2594 |
1.2594 |
1.2587 |
S1 |
1.2551 |
1.2551 |
1.2569 |
1.2538 |
S2 |
1.2526 |
1.2526 |
1.2563 |
|
S3 |
1.2458 |
1.2483 |
1.2557 |
|
S4 |
1.2390 |
1.2415 |
1.2538 |
|
|
Weekly Pivots for week ending 13-Apr-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.2947 |
1.2885 |
1.2644 |
|
R3 |
1.2823 |
1.2761 |
1.2610 |
|
R2 |
1.2700 |
1.2700 |
1.2599 |
|
R1 |
1.2638 |
1.2638 |
1.2587 |
1.2669 |
PP |
1.2576 |
1.2576 |
1.2576 |
1.2592 |
S1 |
1.2514 |
1.2514 |
1.2565 |
1.2545 |
S2 |
1.2453 |
1.2453 |
1.2553 |
|
S3 |
1.2329 |
1.2391 |
1.2542 |
|
S4 |
1.2206 |
1.2267 |
1.2508 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.2653 |
1.2562 |
0.0091 |
0.7% |
0.0047 |
0.4% |
15% |
False |
False |
66 |
10 |
1.2653 |
1.2469 |
0.0184 |
1.5% |
0.0049 |
0.4% |
58% |
False |
False |
89 |
20 |
1.2735 |
1.2469 |
0.0266 |
2.1% |
0.0058 |
0.5% |
40% |
False |
False |
83 |
40 |
1.2735 |
1.2442 |
0.0294 |
2.3% |
0.0065 |
0.5% |
46% |
False |
False |
78 |
60 |
1.2836 |
1.2442 |
0.0394 |
3.1% |
0.0072 |
0.6% |
34% |
False |
False |
86 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.2926 |
2.618 |
1.2815 |
1.618 |
1.2747 |
1.000 |
1.2705 |
0.618 |
1.2679 |
HIGH |
1.2637 |
0.618 |
1.2611 |
0.500 |
1.2603 |
0.382 |
1.2594 |
LOW |
1.2569 |
0.618 |
1.2526 |
1.000 |
1.2501 |
1.618 |
1.2458 |
2.618 |
1.2390 |
4.250 |
1.2280 |
|
|
Fisher Pivots for day following 19-Apr-2018 |
Pivot |
1 day |
3 day |
R1 |
1.2603 |
1.2611 |
PP |
1.2594 |
1.2599 |
S1 |
1.2585 |
1.2587 |
|