CME Euro FX (E) Future March 2019
Trading Metrics calculated at close of trading on 01-May-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Apr-2018 |
01-May-2018 |
Change |
Change % |
Previous Week |
Open |
1.2420 |
1.2380 |
-0.0040 |
-0.3% |
1.2565 |
High |
1.2420 |
1.2380 |
-0.0040 |
-0.3% |
1.2578 |
Low |
1.2401 |
1.2321 |
-0.0080 |
-0.6% |
1.2390 |
Close |
1.2411 |
1.2322 |
-0.0089 |
-0.7% |
1.2452 |
Range |
0.0020 |
0.0060 |
0.0040 |
205.1% |
0.0188 |
ATR |
0.0056 |
0.0059 |
0.0002 |
4.2% |
0.0000 |
Volume |
13 |
47 |
34 |
261.5% |
123 |
|
Daily Pivots for day following 01-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.2519 |
1.2480 |
1.2354 |
|
R3 |
1.2460 |
1.2420 |
1.2338 |
|
R2 |
1.2400 |
1.2400 |
1.2332 |
|
R1 |
1.2361 |
1.2361 |
1.2327 |
1.2351 |
PP |
1.2341 |
1.2341 |
1.2341 |
1.2336 |
S1 |
1.2301 |
1.2301 |
1.2316 |
1.2291 |
S2 |
1.2281 |
1.2281 |
1.2311 |
|
S3 |
1.2222 |
1.2242 |
1.2305 |
|
S4 |
1.2162 |
1.2182 |
1.2289 |
|
|
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 |
1.2538 |
1.2321 |
0.0218 |
1.8% |
0.0053 |
0.4% |
0% |
False |
True |
35 |
10 |
1.2728 |
1.2321 |
0.0408 |
3.3% |
0.0042 |
0.3% |
0% |
False |
True |
19 |
20 |
1.2732 |
1.2321 |
0.0411 |
3.3% |
0.0038 |
0.3% |
0% |
False |
True |
12 |
40 |
1.2827 |
1.2321 |
0.0507 |
4.1% |
0.0038 |
0.3% |
0% |
False |
True |
8 |
60 |
1.2929 |
1.2321 |
0.0608 |
4.9% |
0.0039 |
0.3% |
0% |
False |
True |
14 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.2633 |
2.618 |
1.2536 |
1.618 |
1.2476 |
1.000 |
1.2440 |
0.618 |
1.2417 |
HIGH |
1.2380 |
0.618 |
1.2357 |
0.500 |
1.2350 |
0.382 |
1.2343 |
LOW |
1.2321 |
0.618 |
1.2284 |
1.000 |
1.2261 |
1.618 |
1.2224 |
2.618 |
1.2165 |
4.250 |
1.2068 |
|
|
Fisher Pivots for day following 01-May-2018 |
Pivot |
1 day |
3 day |
R1 |
1.2350 |
1.2390 |
PP |
1.2341 |
1.2367 |
S1 |
1.2331 |
1.2344 |
|