CME Euro FX (E) Future September 2018
| Trading Metrics calculated at close of trading on 06-Jul-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jul-2018 |
06-Jul-2018 |
Change |
Change % |
Previous Week |
| Open |
1.1720 |
1.1750 |
0.0030 |
0.3% |
1.1738 |
| High |
1.1782 |
1.1830 |
0.0048 |
0.4% |
1.1830 |
| Low |
1.1691 |
1.1740 |
0.0049 |
0.4% |
1.1656 |
| Close |
1.1741 |
1.1805 |
0.0064 |
0.5% |
1.1805 |
| Range |
0.0091 |
0.0090 |
-0.0001 |
-1.1% |
0.0175 |
| ATR |
0.0095 |
0.0095 |
0.0000 |
-0.4% |
0.0000 |
| Volume |
294,051 |
224,361 |
-69,690 |
-23.7% |
887,382 |
|
| Daily Pivots for day following 06-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2062 |
1.2023 |
1.1855 |
|
| R3 |
1.1972 |
1.1933 |
1.1830 |
|
| R2 |
1.1882 |
1.1882 |
1.1822 |
|
| R1 |
1.1843 |
1.1843 |
1.1813 |
1.1863 |
| PP |
1.1792 |
1.1792 |
1.1792 |
1.1801 |
| S1 |
1.1753 |
1.1753 |
1.1797 |
1.1773 |
| S2 |
1.1702 |
1.1702 |
1.1789 |
|
| S3 |
1.1612 |
1.1663 |
1.1780 |
|
| S4 |
1.1522 |
1.1573 |
1.1756 |
|
|
| Weekly Pivots for week ending 06-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2287 |
1.2221 |
1.1901 |
|
| R3 |
1.2113 |
1.2046 |
1.1853 |
|
| R2 |
1.1938 |
1.1938 |
1.1837 |
|
| R1 |
1.1872 |
1.1872 |
1.1821 |
1.1905 |
| PP |
1.1764 |
1.1764 |
1.1764 |
1.1780 |
| S1 |
1.1697 |
1.1697 |
1.1789 |
1.1730 |
| S2 |
1.1589 |
1.1589 |
1.1773 |
|
| S3 |
1.1415 |
1.1523 |
1.1757 |
|
| S4 |
1.1240 |
1.1348 |
1.1709 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1830 |
1.1625 |
0.0205 |
1.7% |
0.0092 |
0.8% |
88% |
True |
False |
245,192 |
| 10 |
1.1830 |
1.1595 |
0.0236 |
2.0% |
0.0091 |
0.8% |
89% |
True |
False |
250,121 |
| 20 |
1.1940 |
1.1582 |
0.0358 |
3.0% |
0.0097 |
0.8% |
62% |
False |
False |
232,721 |
| 40 |
1.2108 |
1.1582 |
0.0526 |
4.5% |
0.0094 |
0.8% |
42% |
False |
False |
122,517 |
| 60 |
1.2557 |
1.1582 |
0.0975 |
8.3% |
0.0088 |
0.7% |
23% |
False |
False |
81,951 |
| 80 |
1.2639 |
1.1582 |
0.1057 |
9.0% |
0.0085 |
0.7% |
21% |
False |
False |
61,524 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2213 |
|
2.618 |
1.2066 |
|
1.618 |
1.1976 |
|
1.000 |
1.1920 |
|
0.618 |
1.1886 |
|
HIGH |
1.1830 |
|
0.618 |
1.1796 |
|
0.500 |
1.1785 |
|
0.382 |
1.1774 |
|
LOW |
1.1740 |
|
0.618 |
1.1684 |
|
1.000 |
1.1650 |
|
1.618 |
1.1594 |
|
2.618 |
1.1504 |
|
4.250 |
1.1358 |
|
|
| Fisher Pivots for day following 06-Jul-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.1798 |
1.1789 |
| PP |
1.1792 |
1.1773 |
| S1 |
1.1785 |
1.1758 |
|