CME Euro FX (E) Future March 2019
Trading Metrics calculated at close of trading on 25-Apr-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Apr-2018 |
25-Apr-2018 |
Change |
Change % |
Previous Week |
Open |
1.2564 |
1.2538 |
-0.0026 |
-0.2% |
1.2686 |
High |
1.2578 |
1.2538 |
-0.0040 |
-0.3% |
1.2732 |
Low |
1.2538 |
1.2517 |
-0.0021 |
-0.2% |
1.2596 |
Close |
1.2578 |
1.2517 |
-0.0062 |
-0.5% |
1.2625 |
Range |
0.0041 |
0.0022 |
-0.0019 |
-46.9% |
0.0136 |
ATR |
0.0052 |
0.0053 |
0.0001 |
1.2% |
0.0000 |
Volume |
1 |
1 |
0 |
0.0% |
16 |
|
Daily Pivots for day following 25-Apr-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.2588 |
1.2574 |
1.2528 |
|
R3 |
1.2567 |
1.2552 |
1.2522 |
|
R2 |
1.2545 |
1.2545 |
1.2520 |
|
R1 |
1.2531 |
1.2531 |
1.2518 |
1.2527 |
PP |
1.2524 |
1.2524 |
1.2524 |
1.2522 |
S1 |
1.2509 |
1.2509 |
1.2515 |
1.2506 |
S2 |
1.2502 |
1.2502 |
1.2513 |
|
S3 |
1.2481 |
1.2488 |
1.2511 |
|
S4 |
1.2459 |
1.2466 |
1.2505 |
|
|
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 |
1.2517 |
0.0212 |
1.7% |
0.0031 |
0.2% |
0% |
False |
True |
3 |
10 |
1.2732 |
1.2517 |
0.0215 |
1.7% |
0.0028 |
0.2% |
0% |
False |
True |
4 |
20 |
1.2732 |
1.2517 |
0.0215 |
1.7% |
0.0028 |
0.2% |
0% |
False |
True |
4 |
40 |
1.2827 |
1.2517 |
0.0311 |
2.5% |
0.0036 |
0.3% |
0% |
False |
True |
6 |
60 |
1.2929 |
1.2517 |
0.0412 |
3.3% |
0.0041 |
0.3% |
0% |
False |
True |
11 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.2629 |
2.618 |
1.2594 |
1.618 |
1.2573 |
1.000 |
1.2560 |
0.618 |
1.2551 |
HIGH |
1.2538 |
0.618 |
1.2530 |
0.500 |
1.2527 |
0.382 |
1.2525 |
LOW |
1.2517 |
0.618 |
1.2503 |
1.000 |
1.2495 |
1.618 |
1.2482 |
2.618 |
1.2460 |
4.250 |
1.2425 |
|
|
Fisher Pivots for day following 25-Apr-2018 |
Pivot |
1 day |
3 day |
R1 |
1.2527 |
1.2547 |
PP |
1.2524 |
1.2537 |
S1 |
1.2520 |
1.2527 |
|