CME Euro FX (E) Future December 2018
| Trading Metrics calculated at close of trading on 24-Apr-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Apr-2018 |
24-Apr-2018 |
Change |
Change % |
Previous Week |
| Open |
1.2508 |
1.2445 |
-0.0063 |
-0.5% |
1.2576 |
| High |
1.2510 |
1.2472 |
-0.0038 |
-0.3% |
1.2653 |
| Low |
1.2437 |
1.2423 |
-0.0015 |
-0.1% |
1.2505 |
| Close |
1.2440 |
1.2472 |
0.0032 |
0.3% |
1.2519 |
| Range |
0.0073 |
0.0049 |
-0.0024 |
-32.4% |
0.0148 |
| ATR |
0.0064 |
0.0063 |
-0.0001 |
-1.7% |
0.0000 |
| Volume |
106 |
125 |
19 |
17.9% |
390 |
|
| Daily Pivots for day following 24-Apr-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2602 |
1.2586 |
1.2498 |
|
| R3 |
1.2553 |
1.2537 |
1.2485 |
|
| R2 |
1.2504 |
1.2504 |
1.2480 |
|
| R1 |
1.2488 |
1.2488 |
1.2476 |
1.2496 |
| PP |
1.2455 |
1.2455 |
1.2455 |
1.2459 |
| S1 |
1.2439 |
1.2439 |
1.2467 |
1.2447 |
| S2 |
1.2406 |
1.2406 |
1.2463 |
|
| S3 |
1.2357 |
1.2390 |
1.2458 |
|
| S4 |
1.2308 |
1.2341 |
1.2445 |
|
|
| Weekly Pivots for week ending 20-Apr-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3003 |
1.2909 |
1.2600 |
|
| R3 |
1.2855 |
1.2761 |
1.2559 |
|
| R2 |
1.2707 |
1.2707 |
1.2546 |
|
| R1 |
1.2613 |
1.2613 |
1.2532 |
1.2586 |
| PP |
1.2559 |
1.2559 |
1.2559 |
1.2545 |
| S1 |
1.2465 |
1.2465 |
1.2505 |
1.2438 |
| S2 |
1.2411 |
1.2411 |
1.2491 |
|
| S3 |
1.2263 |
1.2317 |
1.2478 |
|
| S4 |
1.2115 |
1.2169 |
1.2437 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2637 |
1.2423 |
0.0214 |
1.7% |
0.0052 |
0.4% |
23% |
False |
True |
104 |
| 10 |
1.2653 |
1.2423 |
0.0231 |
1.8% |
0.0046 |
0.4% |
21% |
False |
True |
76 |
| 20 |
1.2735 |
1.2423 |
0.0313 |
2.5% |
0.0055 |
0.4% |
16% |
False |
True |
86 |
| 40 |
1.2735 |
1.2423 |
0.0313 |
2.5% |
0.0065 |
0.5% |
16% |
False |
True |
80 |
| 60 |
1.2836 |
1.2423 |
0.0413 |
3.3% |
0.0070 |
0.6% |
12% |
False |
True |
86 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2680 |
|
2.618 |
1.2600 |
|
1.618 |
1.2551 |
|
1.000 |
1.2521 |
|
0.618 |
1.2502 |
|
HIGH |
1.2472 |
|
0.618 |
1.2453 |
|
0.500 |
1.2447 |
|
0.382 |
1.2441 |
|
LOW |
1.2423 |
|
0.618 |
1.2392 |
|
1.000 |
1.2374 |
|
1.618 |
1.2343 |
|
2.618 |
1.2294 |
|
4.250 |
1.2214 |
|
|
| Fisher Pivots for day following 24-Apr-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.2463 |
1.2486 |
| PP |
1.2455 |
1.2481 |
| S1 |
1.2447 |
1.2476 |
|