CME Euro FX (E) Future March 2019
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 |
1.2710 |
1.2600 |
-0.0110 |
-0.9% |
1.2686 |
High |
1.2728 |
1.2625 |
-0.0103 |
-0.8% |
1.2732 |
Low |
1.2683 |
1.2596 |
-0.0088 |
-0.7% |
1.2596 |
Close |
1.2683 |
1.2625 |
-0.0058 |
-0.5% |
1.2625 |
Range |
0.0045 |
0.0030 |
-0.0016 |
-34.4% |
0.0136 |
ATR |
0.0049 |
0.0051 |
0.0003 |
5.7% |
0.0000 |
Volume |
2 |
8 |
6 |
300.0% |
16 |
|
Daily Pivots for day following 20-Apr-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.2704 |
1.2694 |
1.2641 |
|
R3 |
1.2674 |
1.2664 |
1.2633 |
|
R2 |
1.2645 |
1.2645 |
1.2630 |
|
R1 |
1.2635 |
1.2635 |
1.2628 |
1.2640 |
PP |
1.2615 |
1.2615 |
1.2615 |
1.2618 |
S1 |
1.2605 |
1.2605 |
1.2622 |
1.2610 |
S2 |
1.2586 |
1.2586 |
1.2620 |
|
S3 |
1.2556 |
1.2576 |
1.2617 |
|
S4 |
1.2527 |
1.2546 |
1.2609 |
|
|
Weekly Pivots for week ending 20-Apr-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.3059 |
1.2978 |
1.2700 |
|
R3 |
1.2923 |
1.2842 |
1.2662 |
|
R2 |
1.2787 |
1.2787 |
1.2650 |
|
R1 |
1.2706 |
1.2706 |
1.2637 |
1.2678 |
PP |
1.2651 |
1.2651 |
1.2651 |
1.2637 |
S1 |
1.2570 |
1.2570 |
1.2613 |
1.2542 |
S2 |
1.2515 |
1.2515 |
1.2600 |
|
S3 |
1.2379 |
1.2434 |
1.2588 |
|
S4 |
1.2243 |
1.2298 |
1.2550 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.2732 |
1.2596 |
0.0136 |
1.1% |
0.0033 |
0.3% |
22% |
False |
True |
3 |
10 |
1.2732 |
1.2596 |
0.0136 |
1.1% |
0.0031 |
0.2% |
22% |
False |
True |
4 |
20 |
1.2827 |
1.2578 |
0.0249 |
2.0% |
0.0025 |
0.2% |
19% |
False |
False |
4 |
40 |
1.2827 |
1.2547 |
0.0280 |
2.2% |
0.0035 |
0.3% |
28% |
False |
False |
7 |
60 |
1.2929 |
1.2547 |
0.0382 |
3.0% |
0.0044 |
0.3% |
20% |
False |
False |
12 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.2750 |
2.618 |
1.2702 |
1.618 |
1.2673 |
1.000 |
1.2655 |
0.618 |
1.2643 |
HIGH |
1.2625 |
0.618 |
1.2614 |
0.500 |
1.2610 |
0.382 |
1.2607 |
LOW |
1.2596 |
0.618 |
1.2577 |
1.000 |
1.2566 |
1.618 |
1.2548 |
2.618 |
1.2518 |
4.250 |
1.2470 |
|
|
Fisher Pivots for day following 20-Apr-2018 |
Pivot |
1 day |
3 day |
R1 |
1.2620 |
1.2662 |
PP |
1.2615 |
1.2650 |
S1 |
1.2610 |
1.2637 |
|