CME Euro FX (E) Future September 2018
| Trading Metrics calculated at close of trading on 09-Jul-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jul-2018 |
09-Jul-2018 |
Change |
Change % |
Previous Week |
| Open |
1.1750 |
1.1809 |
0.0060 |
0.5% |
1.1738 |
| High |
1.1830 |
1.1852 |
0.0022 |
0.2% |
1.1830 |
| Low |
1.1740 |
1.1793 |
0.0053 |
0.5% |
1.1656 |
| Close |
1.1805 |
1.1809 |
0.0004 |
0.0% |
1.1805 |
| Range |
0.0090 |
0.0059 |
-0.0032 |
-35.0% |
0.0175 |
| ATR |
0.0095 |
0.0092 |
-0.0003 |
-2.7% |
0.0000 |
| Volume |
224,361 |
186,245 |
-38,116 |
-17.0% |
887,382 |
|
| Daily Pivots for day following 09-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1993 |
1.1960 |
1.1841 |
|
| R3 |
1.1935 |
1.1901 |
1.1825 |
|
| R2 |
1.1876 |
1.1876 |
1.1820 |
|
| R1 |
1.1843 |
1.1843 |
1.1814 |
1.1838 |
| PP |
1.1818 |
1.1818 |
1.1818 |
1.1816 |
| S1 |
1.1784 |
1.1784 |
1.1804 |
1.1780 |
| S2 |
1.1759 |
1.1759 |
1.1798 |
|
| S3 |
1.1701 |
1.1726 |
1.1793 |
|
| S4 |
1.1642 |
1.1667 |
1.1777 |
|
|
| 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 |
1.1852 |
1.1656 |
0.0196 |
1.7% |
0.0077 |
0.7% |
78% |
True |
False |
214,725 |
| 10 |
1.1852 |
1.1595 |
0.0257 |
2.2% |
0.0090 |
0.8% |
83% |
True |
False |
244,566 |
| 20 |
1.1940 |
1.1582 |
0.0358 |
3.0% |
0.0096 |
0.8% |
63% |
False |
False |
240,912 |
| 40 |
1.2108 |
1.1582 |
0.0526 |
4.5% |
0.0093 |
0.8% |
43% |
False |
False |
127,120 |
| 60 |
1.2557 |
1.1582 |
0.0975 |
8.3% |
0.0088 |
0.7% |
23% |
False |
False |
85,044 |
| 80 |
1.2639 |
1.1582 |
0.1057 |
9.0% |
0.0085 |
0.7% |
21% |
False |
False |
63,849 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2100 |
|
2.618 |
1.2005 |
|
1.618 |
1.1946 |
|
1.000 |
1.1910 |
|
0.618 |
1.1888 |
|
HIGH |
1.1852 |
|
0.618 |
1.1829 |
|
0.500 |
1.1822 |
|
0.382 |
1.1815 |
|
LOW |
1.1793 |
|
0.618 |
1.1757 |
|
1.000 |
1.1735 |
|
1.618 |
1.1698 |
|
2.618 |
1.1640 |
|
4.250 |
1.1544 |
|
|
| Fisher Pivots for day following 09-Jul-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.1822 |
1.1796 |
| PP |
1.1818 |
1.1784 |
| S1 |
1.1813 |
1.1771 |
|