CME Euro FX (E) Future December 2018
| Trading Metrics calculated at close of trading on 30-Apr-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Apr-2018 |
30-Apr-2018 |
Change |
Change % |
Previous Week |
| Open |
1.2293 |
1.2338 |
0.0045 |
0.4% |
1.2508 |
| High |
1.2347 |
1.2338 |
-0.0010 |
-0.1% |
1.2510 |
| Low |
1.2285 |
1.2299 |
0.0014 |
0.1% |
1.2285 |
| Close |
1.2347 |
1.2306 |
-0.0041 |
-0.3% |
1.2347 |
| Range |
0.0063 |
0.0039 |
-0.0024 |
-37.6% |
0.0225 |
| ATR |
0.0065 |
0.0064 |
-0.0001 |
-1.8% |
0.0000 |
| Volume |
588 |
66 |
-522 |
-88.8% |
1,001 |
|
| Daily Pivots for day following 30-Apr-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2431 |
1.2408 |
1.2327 |
|
| R3 |
1.2392 |
1.2369 |
1.2317 |
|
| R2 |
1.2353 |
1.2353 |
1.2313 |
|
| R1 |
1.2330 |
1.2330 |
1.2310 |
1.2322 |
| PP |
1.2314 |
1.2314 |
1.2314 |
1.2310 |
| S1 |
1.2291 |
1.2291 |
1.2302 |
1.2283 |
| S2 |
1.2275 |
1.2275 |
1.2299 |
|
| S3 |
1.2236 |
1.2252 |
1.2295 |
|
| S4 |
1.2197 |
1.2213 |
1.2285 |
|
|
| Weekly Pivots for week ending 27-Apr-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3055 |
1.2926 |
1.2471 |
|
| R3 |
1.2830 |
1.2701 |
1.2409 |
|
| R2 |
1.2605 |
1.2605 |
1.2388 |
|
| R1 |
1.2476 |
1.2476 |
1.2368 |
1.2428 |
| PP |
1.2380 |
1.2380 |
1.2380 |
1.2356 |
| S1 |
1.2251 |
1.2251 |
1.2326 |
1.2203 |
| S2 |
1.2155 |
1.2155 |
1.2306 |
|
| S3 |
1.1930 |
1.2026 |
1.2285 |
|
| S4 |
1.1705 |
1.1801 |
1.2223 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2472 |
1.2285 |
0.0187 |
1.5% |
0.0060 |
0.5% |
11% |
False |
False |
192 |
| 10 |
1.2653 |
1.2285 |
0.0369 |
3.0% |
0.0059 |
0.5% |
6% |
False |
False |
142 |
| 20 |
1.2653 |
1.2285 |
0.0369 |
3.0% |
0.0054 |
0.4% |
6% |
False |
False |
113 |
| 40 |
1.2735 |
1.2285 |
0.0451 |
3.7% |
0.0064 |
0.5% |
5% |
False |
False |
95 |
| 60 |
1.2836 |
1.2285 |
0.0551 |
4.5% |
0.0068 |
0.6% |
4% |
False |
False |
99 |
| 80 |
1.2836 |
1.2202 |
0.0634 |
5.1% |
0.0069 |
0.6% |
16% |
False |
False |
92 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2503 |
|
2.618 |
1.2440 |
|
1.618 |
1.2401 |
|
1.000 |
1.2377 |
|
0.618 |
1.2362 |
|
HIGH |
1.2338 |
|
0.618 |
1.2323 |
|
0.500 |
1.2318 |
|
0.382 |
1.2313 |
|
LOW |
1.2299 |
|
0.618 |
1.2274 |
|
1.000 |
1.2260 |
|
1.618 |
1.2235 |
|
2.618 |
1.2196 |
|
4.250 |
1.2133 |
|
|
| Fisher Pivots for day following 30-Apr-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.2318 |
1.2358 |
| PP |
1.2314 |
1.2341 |
| S1 |
1.2310 |
1.2323 |
|