CME Euro FX (E) Future March 2019
Trading Metrics calculated at close of trading on 26-Apr-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Apr-2018 |
26-Apr-2018 |
Change |
Change % |
Previous Week |
Open |
1.2538 |
1.2525 |
-0.0014 |
-0.1% |
1.2686 |
High |
1.2538 |
1.2525 |
-0.0014 |
-0.1% |
1.2732 |
Low |
1.2517 |
1.2432 |
-0.0085 |
-0.7% |
1.2596 |
Close |
1.2517 |
1.2440 |
-0.0077 |
-0.6% |
1.2625 |
Range |
0.0022 |
0.0093 |
0.0071 |
330.2% |
0.0136 |
ATR |
0.0053 |
0.0056 |
0.0003 |
5.3% |
0.0000 |
Volume |
1 |
49 |
48 |
4,800.0% |
16 |
|
Daily Pivots for day following 26-Apr-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.2743 |
1.2684 |
1.2490 |
|
R3 |
1.2650 |
1.2591 |
1.2465 |
|
R2 |
1.2558 |
1.2558 |
1.2456 |
|
R1 |
1.2499 |
1.2499 |
1.2448 |
1.2482 |
PP |
1.2465 |
1.2465 |
1.2465 |
1.2457 |
S1 |
1.2406 |
1.2406 |
1.2431 |
1.2390 |
S2 |
1.2373 |
1.2373 |
1.2423 |
|
S3 |
1.2280 |
1.2314 |
1.2414 |
|
S4 |
1.2188 |
1.2221 |
1.2389 |
|
|
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 |
1.2625 |
1.2432 |
0.0193 |
1.6% |
0.0041 |
0.3% |
4% |
False |
True |
12 |
10 |
1.2732 |
1.2432 |
0.0300 |
2.4% |
0.0035 |
0.3% |
3% |
False |
True |
8 |
20 |
1.2732 |
1.2432 |
0.0300 |
2.4% |
0.0031 |
0.2% |
3% |
False |
True |
6 |
40 |
1.2827 |
1.2432 |
0.0395 |
3.2% |
0.0038 |
0.3% |
2% |
False |
True |
7 |
60 |
1.2929 |
1.2432 |
0.0497 |
4.0% |
0.0041 |
0.3% |
2% |
False |
True |
12 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.2918 |
2.618 |
1.2767 |
1.618 |
1.2674 |
1.000 |
1.2617 |
0.618 |
1.2582 |
HIGH |
1.2525 |
0.618 |
1.2489 |
0.500 |
1.2478 |
0.382 |
1.2467 |
LOW |
1.2432 |
0.618 |
1.2375 |
1.000 |
1.2340 |
1.618 |
1.2282 |
2.618 |
1.2190 |
4.250 |
1.2039 |
|
|
Fisher Pivots for day following 26-Apr-2018 |
Pivot |
1 day |
3 day |
R1 |
1.2478 |
1.2505 |
PP |
1.2465 |
1.2483 |
S1 |
1.2452 |
1.2461 |
|