CME Euro FX (E) Future December 2018
| Trading Metrics calculated at close of trading on 09-Apr-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Apr-2018 |
09-Apr-2018 |
Change |
Change % |
Previous Week |
| Open |
1.2484 |
1.2526 |
0.0043 |
0.3% |
1.2572 |
| High |
1.2534 |
1.2573 |
0.0039 |
0.3% |
1.2594 |
| Low |
1.2469 |
1.2515 |
0.0046 |
0.4% |
1.2469 |
| Close |
1.2533 |
1.2567 |
0.0034 |
0.3% |
1.2533 |
| Range |
0.0065 |
0.0059 |
-0.0007 |
-10.0% |
0.0125 |
| ATR |
0.0073 |
0.0072 |
-0.0001 |
-1.4% |
0.0000 |
| Volume |
298 |
136 |
-162 |
-54.4% |
547 |
|
| Daily Pivots for day following 09-Apr-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2727 |
1.2705 |
1.2599 |
|
| R3 |
1.2668 |
1.2647 |
1.2583 |
|
| R2 |
1.2610 |
1.2610 |
1.2577 |
|
| R1 |
1.2588 |
1.2588 |
1.2572 |
1.2599 |
| PP |
1.2551 |
1.2551 |
1.2551 |
1.2557 |
| S1 |
1.2530 |
1.2530 |
1.2561 |
1.2541 |
| S2 |
1.2493 |
1.2493 |
1.2556 |
|
| S3 |
1.2434 |
1.2471 |
1.2550 |
|
| S4 |
1.2376 |
1.2413 |
1.2534 |
|
|
| Weekly Pivots for week ending 06-Apr-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2905 |
1.2844 |
1.2601 |
|
| R3 |
1.2781 |
1.2719 |
1.2567 |
|
| R2 |
1.2656 |
1.2656 |
1.2556 |
|
| R1 |
1.2595 |
1.2595 |
1.2544 |
1.2563 |
| PP |
1.2532 |
1.2532 |
1.2532 |
1.2516 |
| S1 |
1.2470 |
1.2470 |
1.2522 |
1.2439 |
| S2 |
1.2407 |
1.2407 |
1.2510 |
|
| S3 |
1.2283 |
1.2346 |
1.2499 |
|
| S4 |
1.2158 |
1.2221 |
1.2465 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2584 |
1.2469 |
0.0115 |
0.9% |
0.0058 |
0.5% |
85% |
False |
False |
123 |
| 10 |
1.2735 |
1.2469 |
0.0266 |
2.1% |
0.0067 |
0.5% |
37% |
False |
False |
101 |
| 20 |
1.2735 |
1.2469 |
0.0266 |
2.1% |
0.0069 |
0.6% |
37% |
False |
False |
95 |
| 40 |
1.2836 |
1.2442 |
0.0394 |
3.1% |
0.0072 |
0.6% |
32% |
False |
False |
80 |
| 60 |
1.2836 |
1.2225 |
0.0611 |
4.9% |
0.0076 |
0.6% |
56% |
False |
False |
92 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2822 |
|
2.618 |
1.2726 |
|
1.618 |
1.2668 |
|
1.000 |
1.2632 |
|
0.618 |
1.2609 |
|
HIGH |
1.2573 |
|
0.618 |
1.2551 |
|
0.500 |
1.2544 |
|
0.382 |
1.2537 |
|
LOW |
1.2515 |
|
0.618 |
1.2478 |
|
1.000 |
1.2456 |
|
1.618 |
1.2420 |
|
2.618 |
1.2361 |
|
4.250 |
1.2266 |
|
|
| Fisher Pivots for day following 09-Apr-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.2559 |
1.2551 |
| PP |
1.2551 |
1.2536 |
| S1 |
1.2544 |
1.2521 |
|