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How to calculate the closing price of this futures, please give us some advice.
It is recommended to look at the calculation formula of MACD indicator.

The 12-day smoothing coefficient (s12) = 2/(12+1) = 0.1538.

On the 26th day, the smoothing coefficient (L26) = 2/(26+1) = 0.0745438+0.

12 daily average index (12 EMA)=L 12× closing index of the day+11(12+1)× yesterday's EMA.

26-day index average (26-day moving average) =L26× closing index of the day +25/(26+ 1)× yesterday's 26-day moving average.

Diffraction ratio (DIF)= 12 EMA-26 EMA

Nested formulas should be able to get results.