CME Euro FX (E) Future December 2018
Trading Metrics calculated at close of trading on 23-Apr-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Apr-2018 |
23-Apr-2018 |
Change |
Change % |
Previous Week |
Open |
1.2549 |
1.2508 |
-0.0042 |
-0.3% |
1.2576 |
High |
1.2549 |
1.2510 |
-0.0040 |
-0.3% |
1.2653 |
Low |
1.2505 |
1.2437 |
-0.0068 |
-0.5% |
1.2505 |
Close |
1.2519 |
1.2440 |
-0.0079 |
-0.6% |
1.2519 |
Range |
0.0044 |
0.0073 |
0.0029 |
64.8% |
0.0148 |
ATR |
0.0063 |
0.0064 |
0.0001 |
2.1% |
0.0000 |
Volume |
131 |
106 |
-25 |
-19.1% |
390 |
|
Daily Pivots for day following 23-Apr-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.2680 |
1.2632 |
1.2479 |
|
R3 |
1.2607 |
1.2560 |
1.2459 |
|
R2 |
1.2535 |
1.2535 |
1.2453 |
|
R1 |
1.2487 |
1.2487 |
1.2446 |
1.2475 |
PP |
1.2462 |
1.2462 |
1.2462 |
1.2456 |
S1 |
1.2415 |
1.2415 |
1.2433 |
1.2402 |
S2 |
1.2390 |
1.2390 |
1.2426 |
|
S3 |
1.2317 |
1.2342 |
1.2420 |
|
S4 |
1.2245 |
1.2270 |
1.2400 |
|
|
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 |
1.2437 |
0.0216 |
1.7% |
0.0057 |
0.5% |
1% |
False |
True |
93 |
10 |
1.2653 |
1.2437 |
0.0216 |
1.7% |
0.0048 |
0.4% |
1% |
False |
True |
70 |
20 |
1.2735 |
1.2437 |
0.0298 |
2.4% |
0.0057 |
0.5% |
1% |
False |
True |
85 |
40 |
1.2735 |
1.2437 |
0.0298 |
2.4% |
0.0065 |
0.5% |
1% |
False |
True |
80 |
60 |
1.2836 |
1.2437 |
0.0399 |
3.2% |
0.0070 |
0.6% |
1% |
False |
True |
85 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.2818 |
2.618 |
1.2699 |
1.618 |
1.2627 |
1.000 |
1.2582 |
0.618 |
1.2554 |
HIGH |
1.2510 |
0.618 |
1.2482 |
0.500 |
1.2473 |
0.382 |
1.2465 |
LOW |
1.2437 |
0.618 |
1.2392 |
1.000 |
1.2365 |
1.618 |
1.2320 |
2.618 |
1.2247 |
4.250 |
1.2129 |
|
|
Fisher Pivots for day following 23-Apr-2018 |
Pivot |
1 day |
3 day |
R1 |
1.2473 |
1.2537 |
PP |
1.2462 |
1.2504 |
S1 |
1.2451 |
1.2472 |
|