CME Euro FX (E) Future December 2018
| Trading Metrics calculated at close of trading on 17-Apr-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Apr-2018 |
17-Apr-2018 |
Change |
Change % |
Previous Week |
| Open |
1.2576 |
1.2632 |
0.0056 |
0.4% |
1.2526 |
| High |
1.2625 |
1.2653 |
0.0028 |
0.2% |
1.2638 |
| Low |
1.2574 |
1.2581 |
0.0007 |
0.1% |
1.2515 |
| Close |
1.2625 |
1.2609 |
-0.0017 |
-0.1% |
1.2576 |
| Range |
0.0051 |
0.0073 |
0.0022 |
42.2% |
0.0124 |
| ATR |
0.0064 |
0.0064 |
0.0001 |
1.0% |
0.0000 |
| Volume |
30 |
68 |
38 |
126.7% |
342 |
|
| Daily Pivots for day following 17-Apr-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2832 |
1.2793 |
1.2648 |
|
| R3 |
1.2759 |
1.2720 |
1.2628 |
|
| R2 |
1.2687 |
1.2687 |
1.2622 |
|
| R1 |
1.2648 |
1.2648 |
1.2615 |
1.2631 |
| PP |
1.2614 |
1.2614 |
1.2614 |
1.2606 |
| S1 |
1.2575 |
1.2575 |
1.2602 |
1.2558 |
| S2 |
1.2542 |
1.2542 |
1.2595 |
|
| S3 |
1.2469 |
1.2503 |
1.2589 |
|
| S4 |
1.2397 |
1.2430 |
1.2569 |
|
|
| 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 |
1.2653 |
1.2549 |
0.0105 |
0.8% |
0.0039 |
0.3% |
57% |
True |
False |
48 |
| 10 |
1.2653 |
1.2469 |
0.0184 |
1.5% |
0.0049 |
0.4% |
76% |
True |
False |
87 |
| 20 |
1.2735 |
1.2469 |
0.0266 |
2.1% |
0.0062 |
0.5% |
52% |
False |
False |
80 |
| 40 |
1.2735 |
1.2442 |
0.0294 |
2.3% |
0.0066 |
0.5% |
57% |
False |
False |
78 |
| 60 |
1.2836 |
1.2442 |
0.0394 |
3.1% |
0.0072 |
0.6% |
42% |
False |
False |
84 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2961 |
|
2.618 |
1.2843 |
|
1.618 |
1.2770 |
|
1.000 |
1.2726 |
|
0.618 |
1.2698 |
|
HIGH |
1.2653 |
|
0.618 |
1.2625 |
|
0.500 |
1.2617 |
|
0.382 |
1.2608 |
|
LOW |
1.2581 |
|
0.618 |
1.2536 |
|
1.000 |
1.2508 |
|
1.618 |
1.2463 |
|
2.618 |
1.2391 |
|
4.250 |
1.2272 |
|
|
| Fisher Pivots for day following 17-Apr-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.2617 |
1.2608 |
| PP |
1.2614 |
1.2608 |
| S1 |
1.2611 |
1.2608 |
|