CME Euro FX (E) Future December 2018
| Trading Metrics calculated at close of trading on 13-Apr-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Apr-2018 |
13-Apr-2018 |
Change |
Change % |
Previous Week |
| Open |
1.2564 |
1.2562 |
-0.0002 |
0.0% |
1.2526 |
| High |
1.2574 |
1.2580 |
0.0006 |
0.0% |
1.2638 |
| Low |
1.2549 |
1.2562 |
0.0014 |
0.1% |
1.2515 |
| Close |
1.2574 |
1.2576 |
0.0002 |
0.0% |
1.2576 |
| Range |
0.0026 |
0.0018 |
-0.0008 |
-29.4% |
0.0124 |
| ATR |
0.0068 |
0.0065 |
-0.0004 |
-5.3% |
0.0000 |
| Volume |
30 |
73 |
43 |
143.3% |
342 |
|
| Daily Pivots for day following 13-Apr-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2627 |
1.2619 |
1.2586 |
|
| R3 |
1.2609 |
1.2601 |
1.2581 |
|
| R2 |
1.2591 |
1.2591 |
1.2579 |
|
| R1 |
1.2583 |
1.2583 |
1.2578 |
1.2587 |
| PP |
1.2573 |
1.2573 |
1.2573 |
1.2575 |
| S1 |
1.2565 |
1.2565 |
1.2574 |
1.2569 |
| S2 |
1.2555 |
1.2555 |
1.2573 |
|
| S3 |
1.2537 |
1.2547 |
1.2571 |
|
| S4 |
1.2519 |
1.2529 |
1.2566 |
|
|
| Weekly Pivots for week ending 13-Apr-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2947 |
1.2885 |
1.2644 |
|
| R3 |
1.2823 |
1.2761 |
1.2610 |
|
| R2 |
1.2700 |
1.2700 |
1.2599 |
|
| R1 |
1.2638 |
1.2638 |
1.2587 |
1.2669 |
| PP |
1.2576 |
1.2576 |
1.2576 |
1.2592 |
| S1 |
1.2514 |
1.2514 |
1.2565 |
1.2545 |
| S2 |
1.2453 |
1.2453 |
1.2553 |
|
| S3 |
1.2329 |
1.2391 |
1.2542 |
|
| S4 |
1.2206 |
1.2267 |
1.2508 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2638 |
1.2515 |
0.0124 |
1.0% |
0.0041 |
0.3% |
50% |
False |
False |
68 |
| 10 |
1.2638 |
1.2469 |
0.0169 |
1.3% |
0.0050 |
0.4% |
63% |
False |
False |
88 |
| 20 |
1.2735 |
1.2469 |
0.0266 |
2.1% |
0.0065 |
0.5% |
40% |
False |
False |
83 |
| 40 |
1.2836 |
1.2442 |
0.0394 |
3.1% |
0.0068 |
0.5% |
34% |
False |
False |
79 |
| 60 |
1.2836 |
1.2442 |
0.0394 |
3.1% |
0.0072 |
0.6% |
34% |
False |
False |
92 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2657 |
|
2.618 |
1.2627 |
|
1.618 |
1.2609 |
|
1.000 |
1.2598 |
|
0.618 |
1.2591 |
|
HIGH |
1.2580 |
|
0.618 |
1.2573 |
|
0.500 |
1.2571 |
|
0.382 |
1.2569 |
|
LOW |
1.2562 |
|
0.618 |
1.2551 |
|
1.000 |
1.2544 |
|
1.618 |
1.2533 |
|
2.618 |
1.2515 |
|
4.250 |
1.2486 |
|
|
| Fisher Pivots for day following 13-Apr-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.2574 |
1.2593 |
| PP |
1.2573 |
1.2588 |
| S1 |
1.2571 |
1.2582 |
|