CME Euro FX (E) Future September 2018
| Trading Metrics calculated at close of trading on 05-Jul-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jul-2018 |
05-Jul-2018 |
Change |
Change % |
Previous Week |
| Open |
1.1699 |
1.1720 |
0.0021 |
0.2% |
1.1741 |
| High |
1.1738 |
1.1782 |
0.0045 |
0.4% |
1.1795 |
| Low |
1.1685 |
1.1691 |
0.0006 |
0.1% |
1.1595 |
| Close |
1.1715 |
1.1741 |
0.0027 |
0.2% |
1.1737 |
| Range |
0.0053 |
0.0091 |
0.0039 |
73.3% |
0.0200 |
| ATR |
0.0095 |
0.0095 |
0.0000 |
-0.3% |
0.0000 |
| Volume |
176,487 |
294,051 |
117,564 |
66.6% |
1,372,040 |
|
| Daily Pivots for day following 05-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2011 |
1.1967 |
1.1791 |
|
| R3 |
1.1920 |
1.1876 |
1.1766 |
|
| R2 |
1.1829 |
1.1829 |
1.1758 |
|
| R1 |
1.1785 |
1.1785 |
1.1749 |
1.1807 |
| PP |
1.1738 |
1.1738 |
1.1738 |
1.1749 |
| S1 |
1.1694 |
1.1694 |
1.1733 |
1.1716 |
| S2 |
1.1647 |
1.1647 |
1.1724 |
|
| S3 |
1.1556 |
1.1603 |
1.1716 |
|
| S4 |
1.1465 |
1.1512 |
1.1691 |
|
|
| Weekly Pivots for week ending 29-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2309 |
1.2223 |
1.1847 |
|
| R3 |
1.2109 |
1.2023 |
1.1792 |
|
| R2 |
1.1909 |
1.1909 |
1.1773 |
|
| R1 |
1.1823 |
1.1823 |
1.1755 |
1.1766 |
| PP |
1.1709 |
1.1709 |
1.1709 |
1.1680 |
| S1 |
1.1623 |
1.1623 |
1.1718 |
1.1566 |
| S2 |
1.1509 |
1.1509 |
1.1700 |
|
| S3 |
1.1309 |
1.1423 |
1.1682 |
|
| S4 |
1.1109 |
1.1223 |
1.1627 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1782 |
1.1595 |
0.0188 |
1.6% |
0.0089 |
0.8% |
78% |
True |
False |
253,230 |
| 10 |
1.1795 |
1.1582 |
0.0213 |
1.8% |
0.0095 |
0.8% |
75% |
False |
False |
261,079 |
| 20 |
1.1940 |
1.1582 |
0.0358 |
3.0% |
0.0096 |
0.8% |
44% |
False |
False |
223,130 |
| 40 |
1.2108 |
1.1582 |
0.0526 |
4.5% |
0.0094 |
0.8% |
30% |
False |
False |
116,926 |
| 60 |
1.2557 |
1.1582 |
0.0975 |
8.3% |
0.0087 |
0.7% |
16% |
False |
False |
78,215 |
| 80 |
1.2639 |
1.1582 |
0.1057 |
9.0% |
0.0085 |
0.7% |
15% |
False |
False |
58,723 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2169 |
|
2.618 |
1.2020 |
|
1.618 |
1.1929 |
|
1.000 |
1.1873 |
|
0.618 |
1.1838 |
|
HIGH |
1.1782 |
|
0.618 |
1.1747 |
|
0.500 |
1.1737 |
|
0.382 |
1.1726 |
|
LOW |
1.1691 |
|
0.618 |
1.1635 |
|
1.000 |
1.1600 |
|
1.618 |
1.1544 |
|
2.618 |
1.1453 |
|
4.250 |
1.1304 |
|
|
| Fisher Pivots for day following 05-Jul-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.1740 |
1.1734 |
| PP |
1.1738 |
1.1726 |
| S1 |
1.1737 |
1.1719 |
|