CME Euro FX (E) Future March 2019
Trading Metrics calculated at close of trading on 27-Apr-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Apr-2018 |
27-Apr-2018 |
Change |
Change % |
Previous Week |
Open |
1.2525 |
1.2402 |
-0.0123 |
-1.0% |
1.2565 |
High |
1.2525 |
1.2460 |
-0.0065 |
-0.5% |
1.2578 |
Low |
1.2432 |
1.2390 |
-0.0042 |
-0.3% |
1.2390 |
Close |
1.2440 |
1.2452 |
0.0012 |
0.1% |
1.2452 |
Range |
0.0093 |
0.0070 |
-0.0023 |
-24.3% |
0.0188 |
ATR |
0.0056 |
0.0057 |
0.0001 |
1.8% |
0.0000 |
Volume |
49 |
69 |
20 |
40.8% |
123 |
|
Daily Pivots for day following 27-Apr-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.2644 |
1.2618 |
1.2490 |
|
R3 |
1.2574 |
1.2548 |
1.2471 |
|
R2 |
1.2504 |
1.2504 |
1.2464 |
|
R1 |
1.2478 |
1.2478 |
1.2458 |
1.2491 |
PP |
1.2434 |
1.2434 |
1.2434 |
1.2440 |
S1 |
1.2408 |
1.2408 |
1.2445 |
1.2421 |
S2 |
1.2364 |
1.2364 |
1.2439 |
|
S3 |
1.2294 |
1.2338 |
1.2432 |
|
S4 |
1.2224 |
1.2268 |
1.2413 |
|
|
Weekly Pivots for week ending 27-Apr-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.3037 |
1.2932 |
1.2555 |
|
R3 |
1.2849 |
1.2744 |
1.2503 |
|
R2 |
1.2661 |
1.2661 |
1.2486 |
|
R1 |
1.2556 |
1.2556 |
1.2469 |
1.2515 |
PP |
1.2473 |
1.2473 |
1.2473 |
1.2452 |
S1 |
1.2368 |
1.2368 |
1.2434 |
1.2327 |
S2 |
1.2285 |
1.2285 |
1.2417 |
|
S3 |
1.2097 |
1.2180 |
1.2400 |
|
S4 |
1.1909 |
1.1992 |
1.2348 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.2578 |
1.2390 |
0.0188 |
1.5% |
0.0049 |
0.4% |
33% |
False |
True |
24 |
10 |
1.2732 |
1.2390 |
0.0342 |
2.7% |
0.0041 |
0.3% |
18% |
False |
True |
13 |
20 |
1.2732 |
1.2390 |
0.0342 |
2.7% |
0.0034 |
0.3% |
18% |
False |
True |
9 |
40 |
1.2827 |
1.2390 |
0.0437 |
3.5% |
0.0038 |
0.3% |
14% |
False |
True |
7 |
60 |
1.2929 |
1.2390 |
0.0539 |
4.3% |
0.0041 |
0.3% |
11% |
False |
True |
13 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.2758 |
2.618 |
1.2643 |
1.618 |
1.2573 |
1.000 |
1.2530 |
0.618 |
1.2503 |
HIGH |
1.2460 |
0.618 |
1.2433 |
0.500 |
1.2425 |
0.382 |
1.2417 |
LOW |
1.2390 |
0.618 |
1.2347 |
1.000 |
1.2320 |
1.618 |
1.2277 |
2.618 |
1.2207 |
4.250 |
1.2093 |
|
|
Fisher Pivots for day following 27-Apr-2018 |
Pivot |
1 day |
3 day |
R1 |
1.2443 |
1.2464 |
PP |
1.2434 |
1.2460 |
S1 |
1.2425 |
1.2456 |
|