CME Euro FX (E) Future March 2019
Trading Metrics calculated at close of trading on 02-May-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-May-2018 |
02-May-2018 |
Change |
Change % |
Previous Week |
Open |
1.2380 |
1.2340 |
-0.0040 |
-0.3% |
1.2565 |
High |
1.2380 |
1.2340 |
-0.0040 |
-0.3% |
1.2578 |
Low |
1.2321 |
1.2275 |
-0.0046 |
-0.4% |
1.2390 |
Close |
1.2322 |
1.2310 |
-0.0012 |
-0.1% |
1.2452 |
Range |
0.0060 |
0.0066 |
0.0006 |
10.1% |
0.0188 |
ATR |
0.0059 |
0.0059 |
0.0000 |
0.8% |
0.0000 |
Volume |
47 |
100 |
53 |
112.8% |
123 |
|
Daily Pivots for day following 02-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.2505 |
1.2473 |
1.2346 |
|
R3 |
1.2439 |
1.2407 |
1.2328 |
|
R2 |
1.2374 |
1.2374 |
1.2322 |
|
R1 |
1.2342 |
1.2342 |
1.2316 |
1.2325 |
PP |
1.2308 |
1.2308 |
1.2308 |
1.2300 |
S1 |
1.2276 |
1.2276 |
1.2304 |
1.2260 |
S2 |
1.2243 |
1.2243 |
1.2298 |
|
S3 |
1.2177 |
1.2211 |
1.2292 |
|
S4 |
1.2112 |
1.2145 |
1.2274 |
|
|
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 |
1.2525 |
1.2275 |
0.0250 |
2.0% |
0.0061 |
0.5% |
14% |
False |
True |
55 |
10 |
1.2728 |
1.2275 |
0.0454 |
3.7% |
0.0046 |
0.4% |
8% |
False |
True |
29 |
20 |
1.2732 |
1.2275 |
0.0457 |
3.7% |
0.0040 |
0.3% |
8% |
False |
True |
17 |
40 |
1.2827 |
1.2275 |
0.0553 |
4.5% |
0.0039 |
0.3% |
6% |
False |
True |
11 |
60 |
1.2929 |
1.2275 |
0.0654 |
5.3% |
0.0040 |
0.3% |
5% |
False |
True |
15 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.2618 |
2.618 |
1.2511 |
1.618 |
1.2446 |
1.000 |
1.2406 |
0.618 |
1.2380 |
HIGH |
1.2340 |
0.618 |
1.2315 |
0.500 |
1.2307 |
0.382 |
1.2300 |
LOW |
1.2275 |
0.618 |
1.2234 |
1.000 |
1.2209 |
1.618 |
1.2169 |
2.618 |
1.2103 |
4.250 |
1.1996 |
|
|
Fisher Pivots for day following 02-May-2018 |
Pivot |
1 day |
3 day |
R1 |
1.2309 |
1.2347 |
PP |
1.2308 |
1.2335 |
S1 |
1.2307 |
1.2322 |
|