CME Euro FX (E) Future December 2018
| Trading Metrics calculated at close of trading on 26-Apr-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Apr-2018 |
26-Apr-2018 |
Change |
Change % |
Previous Week |
| Open |
1.2460 |
1.2415 |
-0.0046 |
-0.4% |
1.2576 |
| High |
1.2460 |
1.2431 |
-0.0029 |
-0.2% |
1.2653 |
| Low |
1.2407 |
1.2333 |
-0.0074 |
-0.6% |
1.2505 |
| Close |
1.2411 |
1.2335 |
-0.0076 |
-0.6% |
1.2519 |
| Range |
0.0054 |
0.0098 |
0.0045 |
83.2% |
0.0148 |
| ATR |
0.0063 |
0.0066 |
0.0002 |
3.9% |
0.0000 |
| Volume |
71 |
111 |
40 |
56.3% |
390 |
|
| Daily Pivots for day following 26-Apr-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2660 |
1.2595 |
1.2388 |
|
| R3 |
1.2562 |
1.2497 |
1.2361 |
|
| R2 |
1.2464 |
1.2464 |
1.2352 |
|
| R1 |
1.2399 |
1.2399 |
1.2343 |
1.2383 |
| PP |
1.2366 |
1.2366 |
1.2366 |
1.2358 |
| S1 |
1.2301 |
1.2301 |
1.2326 |
1.2285 |
| S2 |
1.2268 |
1.2268 |
1.2317 |
|
| S3 |
1.2170 |
1.2203 |
1.2308 |
|
| S4 |
1.2072 |
1.2105 |
1.2281 |
|
|
| 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 |
1.2549 |
1.2333 |
0.0216 |
1.8% |
0.0063 |
0.5% |
1% |
False |
True |
108 |
| 10 |
1.2653 |
1.2333 |
0.0320 |
2.6% |
0.0055 |
0.4% |
0% |
False |
True |
87 |
| 20 |
1.2653 |
1.2333 |
0.0320 |
2.6% |
0.0054 |
0.4% |
0% |
False |
True |
85 |
| 40 |
1.2735 |
1.2333 |
0.0402 |
3.3% |
0.0065 |
0.5% |
0% |
False |
True |
81 |
| 60 |
1.2836 |
1.2333 |
0.0503 |
4.1% |
0.0070 |
0.6% |
0% |
False |
True |
88 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2848 |
|
2.618 |
1.2688 |
|
1.618 |
1.2590 |
|
1.000 |
1.2529 |
|
0.618 |
1.2492 |
|
HIGH |
1.2431 |
|
0.618 |
1.2394 |
|
0.500 |
1.2382 |
|
0.382 |
1.2370 |
|
LOW |
1.2333 |
|
0.618 |
1.2272 |
|
1.000 |
1.2235 |
|
1.618 |
1.2174 |
|
2.618 |
1.2076 |
|
4.250 |
1.1917 |
|
|
| Fisher Pivots for day following 26-Apr-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.2382 |
1.2402 |
| PP |
1.2366 |
1.2380 |
| S1 |
1.2350 |
1.2357 |
|