CME Euro FX (E) Future December 2018
| Trading Metrics calculated at close of trading on 16-Apr-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Apr-2018 |
16-Apr-2018 |
Change |
Change % |
Previous Week |
| Open |
1.2562 |
1.2576 |
0.0014 |
0.1% |
1.2526 |
| High |
1.2580 |
1.2625 |
0.0045 |
0.4% |
1.2638 |
| Low |
1.2562 |
1.2574 |
0.0012 |
0.1% |
1.2515 |
| Close |
1.2576 |
1.2625 |
0.0049 |
0.4% |
1.2576 |
| Range |
0.0018 |
0.0051 |
0.0033 |
183.3% |
0.0124 |
| ATR |
0.0065 |
0.0064 |
-0.0001 |
-1.5% |
0.0000 |
| Volume |
73 |
30 |
-43 |
-58.9% |
342 |
|
| Daily Pivots for day following 16-Apr-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2761 |
1.2744 |
1.2653 |
|
| R3 |
1.2710 |
1.2693 |
1.2639 |
|
| R2 |
1.2659 |
1.2659 |
1.2634 |
|
| R1 |
1.2642 |
1.2642 |
1.2630 |
1.2651 |
| PP |
1.2608 |
1.2608 |
1.2608 |
1.2612 |
| S1 |
1.2591 |
1.2591 |
1.2620 |
1.2600 |
| S2 |
1.2557 |
1.2557 |
1.2616 |
|
| S3 |
1.2506 |
1.2540 |
1.2611 |
|
| S4 |
1.2455 |
1.2489 |
1.2597 |
|
|
| 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 |
1.2547 |
0.0091 |
0.7% |
0.0039 |
0.3% |
86% |
False |
False |
47 |
| 10 |
1.2638 |
1.2469 |
0.0169 |
1.3% |
0.0049 |
0.4% |
92% |
False |
False |
85 |
| 20 |
1.2735 |
1.2469 |
0.0266 |
2.1% |
0.0064 |
0.5% |
59% |
False |
False |
78 |
| 40 |
1.2836 |
1.2442 |
0.0394 |
3.1% |
0.0068 |
0.5% |
47% |
False |
False |
79 |
| 60 |
1.2836 |
1.2442 |
0.0394 |
3.1% |
0.0072 |
0.6% |
47% |
False |
False |
92 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2842 |
|
2.618 |
1.2759 |
|
1.618 |
1.2708 |
|
1.000 |
1.2676 |
|
0.618 |
1.2657 |
|
HIGH |
1.2625 |
|
0.618 |
1.2606 |
|
0.500 |
1.2600 |
|
0.382 |
1.2593 |
|
LOW |
1.2574 |
|
0.618 |
1.2542 |
|
1.000 |
1.2523 |
|
1.618 |
1.2491 |
|
2.618 |
1.2440 |
|
4.250 |
1.2357 |
|
|
| Fisher Pivots for day following 16-Apr-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.2617 |
1.2612 |
| PP |
1.2608 |
1.2600 |
| S1 |
1.2600 |
1.2587 |
|