CME Euro FX (E) Future December 2018
| Trading Metrics calculated at close of trading on 18-Apr-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Apr-2018 |
18-Apr-2018 |
Change |
Change % |
Previous Week |
| Open |
1.2632 |
1.2616 |
-0.0016 |
-0.1% |
1.2526 |
| High |
1.2653 |
1.2627 |
-0.0027 |
-0.2% |
1.2638 |
| Low |
1.2581 |
1.2600 |
0.0020 |
0.2% |
1.2515 |
| Close |
1.2609 |
1.2618 |
0.0009 |
0.1% |
1.2576 |
| Range |
0.0073 |
0.0027 |
-0.0046 |
-63.4% |
0.0124 |
| ATR |
0.0064 |
0.0062 |
-0.0003 |
-4.2% |
0.0000 |
| Volume |
68 |
58 |
-10 |
-14.7% |
342 |
|
| Daily Pivots for day following 18-Apr-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2694 |
1.2682 |
1.2632 |
|
| R3 |
1.2668 |
1.2656 |
1.2625 |
|
| R2 |
1.2641 |
1.2641 |
1.2622 |
|
| R1 |
1.2629 |
1.2629 |
1.2620 |
1.2635 |
| PP |
1.2615 |
1.2615 |
1.2615 |
1.2618 |
| S1 |
1.2603 |
1.2603 |
1.2615 |
1.2609 |
| S2 |
1.2588 |
1.2588 |
1.2613 |
|
| S3 |
1.2562 |
1.2576 |
1.2610 |
|
| S4 |
1.2535 |
1.2550 |
1.2603 |
|
|
| 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% |
66% |
False |
False |
51 |
| 10 |
1.2653 |
1.2469 |
0.0184 |
1.5% |
0.0047 |
0.4% |
81% |
False |
False |
85 |
| 20 |
1.2735 |
1.2469 |
0.0266 |
2.1% |
0.0058 |
0.5% |
56% |
False |
False |
80 |
| 40 |
1.2735 |
1.2442 |
0.0294 |
2.3% |
0.0065 |
0.5% |
60% |
False |
False |
78 |
| 60 |
1.2836 |
1.2442 |
0.0394 |
3.1% |
0.0072 |
0.6% |
45% |
False |
False |
84 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2739 |
|
2.618 |
1.2696 |
|
1.618 |
1.2669 |
|
1.000 |
1.2653 |
|
0.618 |
1.2643 |
|
HIGH |
1.2627 |
|
0.618 |
1.2616 |
|
0.500 |
1.2613 |
|
0.382 |
1.2610 |
|
LOW |
1.2600 |
|
0.618 |
1.2584 |
|
1.000 |
1.2574 |
|
1.618 |
1.2557 |
|
2.618 |
1.2531 |
|
4.250 |
1.2487 |
|
|
| Fisher Pivots for day following 18-Apr-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.2616 |
1.2616 |
| PP |
1.2615 |
1.2615 |
| S1 |
1.2613 |
1.2614 |
|