CME Euro FX (E) Future March 2019
Trading Metrics calculated at close of trading on 04-May-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-May-2018 |
04-May-2018 |
Change |
Change % |
Previous Week |
Open |
1.2312 |
1.2254 |
-0.0058 |
-0.5% |
1.2420 |
High |
1.2315 |
1.2281 |
-0.0034 |
-0.3% |
1.2420 |
Low |
1.2279 |
1.2228 |
-0.0051 |
-0.4% |
1.2228 |
Close |
1.2312 |
1.2281 |
-0.0031 |
-0.2% |
1.2281 |
Range |
0.0036 |
0.0053 |
0.0017 |
47.2% |
0.0192 |
ATR |
0.0058 |
0.0060 |
0.0002 |
3.2% |
0.0000 |
Volume |
26 |
89 |
63 |
242.3% |
275 |
|
Daily Pivots for day following 04-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.2422 |
1.2405 |
1.2310 |
|
R3 |
1.2369 |
1.2352 |
1.2296 |
|
R2 |
1.2316 |
1.2316 |
1.2291 |
|
R1 |
1.2299 |
1.2299 |
1.2286 |
1.2308 |
PP |
1.2263 |
1.2263 |
1.2263 |
1.2268 |
S1 |
1.2246 |
1.2246 |
1.2276 |
1.2255 |
S2 |
1.2210 |
1.2210 |
1.2271 |
|
S3 |
1.2157 |
1.2193 |
1.2266 |
|
S4 |
1.2104 |
1.2140 |
1.2252 |
|
|
Weekly Pivots for week ending 04-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.2886 |
1.2775 |
1.2387 |
|
R3 |
1.2694 |
1.2583 |
1.2334 |
|
R2 |
1.2502 |
1.2502 |
1.2316 |
|
R1 |
1.2391 |
1.2391 |
1.2299 |
1.2351 |
PP |
1.2310 |
1.2310 |
1.2310 |
1.2289 |
S1 |
1.2199 |
1.2199 |
1.2263 |
1.2159 |
S2 |
1.2118 |
1.2118 |
1.2246 |
|
S3 |
1.1926 |
1.2007 |
1.2228 |
|
S4 |
1.1734 |
1.1815 |
1.2175 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.2420 |
1.2228 |
0.0192 |
1.6% |
0.0047 |
0.4% |
28% |
False |
True |
55 |
10 |
1.2578 |
1.2228 |
0.0350 |
2.8% |
0.0048 |
0.4% |
15% |
False |
True |
39 |
20 |
1.2732 |
1.2228 |
0.0504 |
4.1% |
0.0039 |
0.3% |
11% |
False |
True |
22 |
40 |
1.2827 |
1.2228 |
0.0599 |
4.9% |
0.0038 |
0.3% |
9% |
False |
True |
13 |
60 |
1.2929 |
1.2228 |
0.0701 |
5.7% |
0.0040 |
0.3% |
8% |
False |
True |
15 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.2506 |
2.618 |
1.2420 |
1.618 |
1.2367 |
1.000 |
1.2334 |
0.618 |
1.2314 |
HIGH |
1.2281 |
0.618 |
1.2261 |
0.500 |
1.2255 |
0.382 |
1.2248 |
LOW |
1.2228 |
0.618 |
1.2195 |
1.000 |
1.2175 |
1.618 |
1.2142 |
2.618 |
1.2089 |
4.250 |
1.2003 |
|
|
Fisher Pivots for day following 04-May-2018 |
Pivot |
1 day |
3 day |
R1 |
1.2272 |
1.2284 |
PP |
1.2263 |
1.2283 |
S1 |
1.2255 |
1.2282 |
|