CME Euro FX (E) Future March 2019
Trading Metrics calculated at close of trading on 24-Apr-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Apr-2018 |
24-Apr-2018 |
Change |
Change % |
Previous Week |
Open |
1.2565 |
1.2564 |
-0.0001 |
0.0% |
1.2686 |
High |
1.2565 |
1.2578 |
0.0013 |
0.1% |
1.2732 |
Low |
1.2546 |
1.2538 |
-0.0009 |
-0.1% |
1.2596 |
Close |
1.2547 |
1.2578 |
0.0031 |
0.2% |
1.2625 |
Range |
0.0019 |
0.0041 |
0.0022 |
113.2% |
0.0136 |
ATR |
0.0053 |
0.0052 |
-0.0001 |
-1.7% |
0.0000 |
Volume |
3 |
1 |
-2 |
-66.7% |
16 |
|
Daily Pivots for day following 24-Apr-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.2686 |
1.2673 |
1.2600 |
|
R3 |
1.2646 |
1.2632 |
1.2589 |
|
R2 |
1.2605 |
1.2605 |
1.2585 |
|
R1 |
1.2592 |
1.2592 |
1.2582 |
1.2598 |
PP |
1.2565 |
1.2565 |
1.2565 |
1.2568 |
S1 |
1.2551 |
1.2551 |
1.2574 |
1.2558 |
S2 |
1.2524 |
1.2524 |
1.2571 |
|
S3 |
1.2484 |
1.2511 |
1.2567 |
|
S4 |
1.2443 |
1.2470 |
1.2556 |
|
|
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 |
1.2728 |
1.2538 |
0.0191 |
1.5% |
0.0031 |
0.2% |
21% |
False |
True |
2 |
10 |
1.2732 |
1.2538 |
0.0194 |
1.5% |
0.0028 |
0.2% |
21% |
False |
True |
5 |
20 |
1.2766 |
1.2538 |
0.0229 |
1.8% |
0.0027 |
0.2% |
18% |
False |
True |
4 |
40 |
1.2827 |
1.2538 |
0.0290 |
2.3% |
0.0035 |
0.3% |
14% |
False |
True |
6 |
60 |
1.2929 |
1.2538 |
0.0391 |
3.1% |
0.0042 |
0.3% |
10% |
False |
True |
11 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.2750 |
2.618 |
1.2684 |
1.618 |
1.2644 |
1.000 |
1.2619 |
0.618 |
1.2603 |
HIGH |
1.2578 |
0.618 |
1.2563 |
0.500 |
1.2558 |
0.382 |
1.2553 |
LOW |
1.2538 |
0.618 |
1.2512 |
1.000 |
1.2497 |
1.618 |
1.2472 |
2.618 |
1.2431 |
4.250 |
1.2365 |
|
|
Fisher Pivots for day following 24-Apr-2018 |
Pivot |
1 day |
3 day |
R1 |
1.2571 |
1.2581 |
PP |
1.2565 |
1.2580 |
S1 |
1.2558 |
1.2579 |
|