CME Euro FX (E) Future December 2018
| Trading Metrics calculated at close of trading on 27-Apr-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Apr-2018 |
27-Apr-2018 |
Change |
Change % |
Previous Week |
| Open |
1.2415 |
1.2293 |
-0.0122 |
-1.0% |
1.2508 |
| High |
1.2431 |
1.2347 |
-0.0084 |
-0.7% |
1.2510 |
| Low |
1.2333 |
1.2285 |
-0.0049 |
-0.4% |
1.2285 |
| Close |
1.2335 |
1.2347 |
0.0013 |
0.1% |
1.2347 |
| Range |
0.0098 |
0.0063 |
-0.0036 |
-36.2% |
0.0225 |
| ATR |
0.0066 |
0.0065 |
0.0000 |
-0.3% |
0.0000 |
| Volume |
111 |
588 |
477 |
429.7% |
1,001 |
|
| Daily Pivots for day following 27-Apr-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2514 |
1.2493 |
1.2381 |
|
| R3 |
1.2451 |
1.2430 |
1.2364 |
|
| R2 |
1.2389 |
1.2389 |
1.2358 |
|
| R1 |
1.2368 |
1.2368 |
1.2353 |
1.2378 |
| PP |
1.2326 |
1.2326 |
1.2326 |
1.2331 |
| S1 |
1.2305 |
1.2305 |
1.2341 |
1.2316 |
| S2 |
1.2264 |
1.2264 |
1.2336 |
|
| S3 |
1.2201 |
1.2243 |
1.2330 |
|
| S4 |
1.2139 |
1.2180 |
1.2313 |
|
|
| Weekly Pivots for week ending 27-Apr-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3055 |
1.2926 |
1.2471 |
|
| R3 |
1.2830 |
1.2701 |
1.2409 |
|
| R2 |
1.2605 |
1.2605 |
1.2388 |
|
| R1 |
1.2476 |
1.2476 |
1.2368 |
1.2428 |
| PP |
1.2380 |
1.2380 |
1.2380 |
1.2356 |
| S1 |
1.2251 |
1.2251 |
1.2326 |
1.2203 |
| S2 |
1.2155 |
1.2155 |
1.2306 |
|
| S3 |
1.1930 |
1.2026 |
1.2285 |
|
| S4 |
1.1705 |
1.1801 |
1.2223 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2510 |
1.2285 |
0.0225 |
1.8% |
0.0067 |
0.5% |
28% |
False |
True |
200 |
| 10 |
1.2653 |
1.2285 |
0.0369 |
3.0% |
0.0060 |
0.5% |
17% |
False |
True |
139 |
| 20 |
1.2653 |
1.2285 |
0.0369 |
3.0% |
0.0055 |
0.4% |
17% |
False |
True |
114 |
| 40 |
1.2735 |
1.2285 |
0.0451 |
3.6% |
0.0064 |
0.5% |
14% |
False |
True |
94 |
| 60 |
1.2836 |
1.2285 |
0.0551 |
4.5% |
0.0070 |
0.6% |
11% |
False |
True |
98 |
| 80 |
1.2836 |
1.2202 |
0.0634 |
5.1% |
0.0069 |
0.6% |
23% |
False |
False |
92 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2613 |
|
2.618 |
1.2511 |
|
1.618 |
1.2448 |
|
1.000 |
1.2410 |
|
0.618 |
1.2386 |
|
HIGH |
1.2347 |
|
0.618 |
1.2323 |
|
0.500 |
1.2316 |
|
0.382 |
1.2308 |
|
LOW |
1.2285 |
|
0.618 |
1.2246 |
|
1.000 |
1.2222 |
|
1.618 |
1.2183 |
|
2.618 |
1.2121 |
|
4.250 |
1.2019 |
|
|
| Fisher Pivots for day following 27-Apr-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.2337 |
1.2372 |
| PP |
1.2326 |
1.2364 |
| S1 |
1.2316 |
1.2355 |
|