CME Euro FX (E) Future March 2019
Trading Metrics calculated at close of trading on 03-May-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-May-2018 |
03-May-2018 |
Change |
Change % |
Previous Week |
Open |
1.2340 |
1.2312 |
-0.0029 |
-0.2% |
1.2565 |
High |
1.2340 |
1.2315 |
-0.0025 |
-0.2% |
1.2578 |
Low |
1.2275 |
1.2279 |
0.0005 |
0.0% |
1.2390 |
Close |
1.2310 |
1.2312 |
0.0002 |
0.0% |
1.2452 |
Range |
0.0066 |
0.0036 |
-0.0030 |
-45.0% |
0.0188 |
ATR |
0.0059 |
0.0058 |
-0.0002 |
-2.8% |
0.0000 |
Volume |
100 |
26 |
-74 |
-74.0% |
123 |
|
Daily Pivots for day following 03-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.2410 |
1.2397 |
1.2331 |
|
R3 |
1.2374 |
1.2361 |
1.2321 |
|
R2 |
1.2338 |
1.2338 |
1.2318 |
|
R1 |
1.2325 |
1.2325 |
1.2315 |
1.2330 |
PP |
1.2302 |
1.2302 |
1.2302 |
1.2304 |
S1 |
1.2289 |
1.2289 |
1.2308 |
1.2294 |
S2 |
1.2266 |
1.2266 |
1.2305 |
|
S3 |
1.2230 |
1.2253 |
1.2302 |
|
S4 |
1.2194 |
1.2217 |
1.2292 |
|
|
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 |
1.2460 |
1.2275 |
0.0186 |
1.5% |
0.0050 |
0.4% |
20% |
False |
False |
51 |
10 |
1.2625 |
1.2275 |
0.0351 |
2.8% |
0.0045 |
0.4% |
11% |
False |
False |
31 |
20 |
1.2732 |
1.2275 |
0.0457 |
3.7% |
0.0040 |
0.3% |
8% |
False |
False |
18 |
40 |
1.2827 |
1.2275 |
0.0553 |
4.5% |
0.0040 |
0.3% |
7% |
False |
False |
11 |
60 |
1.2929 |
1.2275 |
0.0654 |
5.3% |
0.0039 |
0.3% |
6% |
False |
False |
15 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.2468 |
2.618 |
1.2409 |
1.618 |
1.2373 |
1.000 |
1.2351 |
0.618 |
1.2337 |
HIGH |
1.2315 |
0.618 |
1.2301 |
0.500 |
1.2297 |
0.382 |
1.2293 |
LOW |
1.2279 |
0.618 |
1.2257 |
1.000 |
1.2243 |
1.618 |
1.2221 |
2.618 |
1.2185 |
4.250 |
1.2126 |
|
|
Fisher Pivots for day following 03-May-2018 |
Pivot |
1 day |
3 day |
R1 |
1.2307 |
1.2327 |
PP |
1.2302 |
1.2322 |
S1 |
1.2297 |
1.2317 |
|