CME Euro FX (E) Future December 2018
Trading Metrics calculated at close of trading on 20-Apr-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Apr-2018 |
20-Apr-2018 |
Change |
Change % |
Previous Week |
Open |
1.2637 |
1.2549 |
-0.0088 |
-0.7% |
1.2576 |
High |
1.2637 |
1.2549 |
-0.0088 |
-0.7% |
1.2653 |
Low |
1.2569 |
1.2505 |
-0.0064 |
-0.5% |
1.2505 |
Close |
1.2576 |
1.2519 |
-0.0057 |
-0.5% |
1.2519 |
Range |
0.0068 |
0.0044 |
-0.0024 |
-35.3% |
0.0148 |
ATR |
0.0062 |
0.0063 |
0.0001 |
1.0% |
0.0000 |
Volume |
103 |
131 |
28 |
27.2% |
390 |
|
Daily Pivots for day following 20-Apr-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.2656 |
1.2631 |
1.2543 |
|
R3 |
1.2612 |
1.2587 |
1.2531 |
|
R2 |
1.2568 |
1.2568 |
1.2527 |
|
R1 |
1.2543 |
1.2543 |
1.2523 |
1.2534 |
PP |
1.2524 |
1.2524 |
1.2524 |
1.2519 |
S1 |
1.2499 |
1.2499 |
1.2514 |
1.2490 |
S2 |
1.2480 |
1.2480 |
1.2510 |
|
S3 |
1.2436 |
1.2455 |
1.2506 |
|
S4 |
1.2392 |
1.2411 |
1.2494 |
|
|
Weekly Pivots for week ending 20-Apr-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.3003 |
1.2909 |
1.2600 |
|
R3 |
1.2855 |
1.2761 |
1.2559 |
|
R2 |
1.2707 |
1.2707 |
1.2546 |
|
R1 |
1.2613 |
1.2613 |
1.2532 |
1.2586 |
PP |
1.2559 |
1.2559 |
1.2559 |
1.2545 |
S1 |
1.2465 |
1.2465 |
1.2505 |
1.2438 |
S2 |
1.2411 |
1.2411 |
1.2491 |
|
S3 |
1.2263 |
1.2317 |
1.2478 |
|
S4 |
1.2115 |
1.2169 |
1.2437 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.2653 |
1.2505 |
0.0148 |
1.2% |
0.0052 |
0.4% |
9% |
False |
True |
78 |
10 |
1.2653 |
1.2505 |
0.0148 |
1.2% |
0.0047 |
0.4% |
9% |
False |
True |
73 |
20 |
1.2735 |
1.2469 |
0.0266 |
2.1% |
0.0056 |
0.4% |
19% |
False |
False |
86 |
40 |
1.2735 |
1.2442 |
0.0294 |
2.3% |
0.0064 |
0.5% |
26% |
False |
False |
80 |
60 |
1.2836 |
1.2442 |
0.0394 |
3.1% |
0.0071 |
0.6% |
20% |
False |
False |
85 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.2736 |
2.618 |
1.2664 |
1.618 |
1.2620 |
1.000 |
1.2593 |
0.618 |
1.2576 |
HIGH |
1.2549 |
0.618 |
1.2532 |
0.500 |
1.2527 |
0.382 |
1.2522 |
LOW |
1.2505 |
0.618 |
1.2478 |
1.000 |
1.2461 |
1.618 |
1.2434 |
2.618 |
1.2390 |
4.250 |
1.2318 |
|
|
Fisher Pivots for day following 20-Apr-2018 |
Pivot |
1 day |
3 day |
R1 |
1.2527 |
1.2571 |
PP |
1.2524 |
1.2553 |
S1 |
1.2521 |
1.2536 |
|