CME Euro FX (E) Future March 2019
Trading Metrics calculated at close of trading on 17-Apr-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Apr-2018 |
17-Apr-2018 |
Change |
Change % |
Previous Week |
Open |
1.2686 |
1.2696 |
0.0010 |
0.1% |
1.2671 |
High |
1.2732 |
1.2716 |
-0.0016 |
-0.1% |
1.2731 |
Low |
1.2686 |
1.2696 |
0.0010 |
0.1% |
1.2624 |
Close |
1.2732 |
1.2716 |
-0.0016 |
-0.1% |
1.2682 |
Range |
0.0046 |
0.0021 |
-0.0025 |
-54.9% |
0.0108 |
ATR |
0.0052 |
0.0051 |
-0.0001 |
-2.2% |
0.0000 |
Volume |
4 |
2 |
-2 |
-50.0% |
32 |
|
Daily Pivots for day following 17-Apr-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.2771 |
1.2764 |
1.2727 |
|
R3 |
1.2750 |
1.2743 |
1.2722 |
|
R2 |
1.2730 |
1.2730 |
1.2720 |
|
R1 |
1.2723 |
1.2723 |
1.2718 |
1.2726 |
PP |
1.2709 |
1.2709 |
1.2709 |
1.2711 |
S1 |
1.2702 |
1.2702 |
1.2714 |
1.2706 |
S2 |
1.2689 |
1.2689 |
1.2712 |
|
S3 |
1.2668 |
1.2682 |
1.2710 |
|
S4 |
1.2648 |
1.2661 |
1.2705 |
|
|
Weekly Pivots for week ending 13-Apr-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.3001 |
1.2949 |
1.2741 |
|
R3 |
1.2894 |
1.2842 |
1.2712 |
|
R2 |
1.2786 |
1.2786 |
1.2702 |
|
R1 |
1.2734 |
1.2734 |
1.2692 |
1.2760 |
PP |
1.2679 |
1.2679 |
1.2679 |
1.2692 |
S1 |
1.2627 |
1.2627 |
1.2672 |
1.2653 |
S2 |
1.2571 |
1.2571 |
1.2662 |
|
S3 |
1.2464 |
1.2519 |
1.2652 |
|
S4 |
1.2356 |
1.2412 |
1.2623 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.2732 |
1.2660 |
0.0072 |
0.6% |
0.0024 |
0.2% |
78% |
False |
False |
7 |
10 |
1.2732 |
1.2578 |
0.0154 |
1.2% |
0.0033 |
0.3% |
90% |
False |
False |
6 |
20 |
1.2827 |
1.2578 |
0.0249 |
2.0% |
0.0030 |
0.2% |
55% |
False |
False |
5 |
40 |
1.2827 |
1.2547 |
0.0280 |
2.2% |
0.0034 |
0.3% |
60% |
False |
False |
8 |
60 |
1.2929 |
1.2547 |
0.0382 |
3.0% |
0.0046 |
0.4% |
44% |
False |
False |
13 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.2803 |
2.618 |
1.2770 |
1.618 |
1.2749 |
1.000 |
1.2737 |
0.618 |
1.2729 |
HIGH |
1.2716 |
0.618 |
1.2708 |
0.500 |
1.2706 |
0.382 |
1.2703 |
LOW |
1.2696 |
0.618 |
1.2683 |
1.000 |
1.2675 |
1.618 |
1.2662 |
2.618 |
1.2642 |
4.250 |
1.2608 |
|
|
Fisher Pivots for day following 17-Apr-2018 |
Pivot |
1 day |
3 day |
R1 |
1.2713 |
1.2711 |
PP |
1.2709 |
1.2705 |
S1 |
1.2706 |
1.2700 |
|