CME Euro FX (E) Future September 2018
| Trading Metrics calculated at close of trading on 13-Jul-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jul-2018 |
13-Jul-2018 |
Change |
Change % |
Previous Week |
| Open |
1.1730 |
1.1723 |
-0.0007 |
-0.1% |
1.1809 |
| High |
1.1751 |
1.1742 |
-0.0009 |
-0.1% |
1.1852 |
| Low |
1.1704 |
1.1667 |
-0.0038 |
-0.3% |
1.1667 |
| Close |
1.1726 |
1.1731 |
0.0006 |
0.0% |
1.1731 |
| Range |
0.0047 |
0.0075 |
0.0029 |
61.3% |
0.0185 |
| ATR |
0.0088 |
0.0087 |
-0.0001 |
-1.0% |
0.0000 |
| Volume |
169,174 |
197,721 |
28,547 |
16.9% |
983,118 |
|
| Daily Pivots for day following 13-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1938 |
1.1910 |
1.1772 |
|
| R3 |
1.1863 |
1.1835 |
1.1752 |
|
| R2 |
1.1788 |
1.1788 |
1.1745 |
|
| R1 |
1.1760 |
1.1760 |
1.1738 |
1.1774 |
| PP |
1.1713 |
1.1713 |
1.1713 |
1.1720 |
| S1 |
1.1685 |
1.1685 |
1.1724 |
1.1699 |
| S2 |
1.1638 |
1.1638 |
1.1717 |
|
| S3 |
1.1563 |
1.1610 |
1.1710 |
|
| S4 |
1.1488 |
1.1535 |
1.1690 |
|
|
| Weekly Pivots for week ending 13-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2305 |
1.2203 |
1.1833 |
|
| R3 |
1.2120 |
1.2018 |
1.1782 |
|
| R2 |
1.1935 |
1.1935 |
1.1765 |
|
| R1 |
1.1833 |
1.1833 |
1.1748 |
1.1791 |
| PP |
1.1750 |
1.1750 |
1.1750 |
1.1729 |
| S1 |
1.1648 |
1.1648 |
1.1714 |
1.1606 |
| S2 |
1.1565 |
1.1565 |
1.1697 |
|
| S3 |
1.1380 |
1.1463 |
1.1680 |
|
| S4 |
1.1195 |
1.1278 |
1.1629 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1852 |
1.1667 |
0.0185 |
1.6% |
0.0069 |
0.6% |
35% |
False |
True |
196,623 |
| 10 |
1.1852 |
1.1625 |
0.0227 |
1.9% |
0.0081 |
0.7% |
47% |
False |
False |
220,907 |
| 20 |
1.1852 |
1.1582 |
0.0270 |
2.3% |
0.0086 |
0.7% |
55% |
False |
False |
242,555 |
| 40 |
1.1943 |
1.1582 |
0.0361 |
3.1% |
0.0092 |
0.8% |
41% |
False |
False |
146,758 |
| 60 |
1.2543 |
1.1582 |
0.0961 |
8.2% |
0.0089 |
0.8% |
16% |
False |
False |
98,314 |
| 80 |
1.2639 |
1.1582 |
0.1057 |
9.0% |
0.0084 |
0.7% |
14% |
False |
False |
73,805 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2060 |
|
2.618 |
1.1938 |
|
1.618 |
1.1863 |
|
1.000 |
1.1817 |
|
0.618 |
1.1788 |
|
HIGH |
1.1742 |
|
0.618 |
1.1713 |
|
0.500 |
1.1704 |
|
0.382 |
1.1695 |
|
LOW |
1.1667 |
|
0.618 |
1.1620 |
|
1.000 |
1.1592 |
|
1.618 |
1.1545 |
|
2.618 |
1.1470 |
|
4.250 |
1.1348 |
|
|
| Fisher Pivots for day following 13-Jul-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.1722 |
1.1742 |
| PP |
1.1713 |
1.1738 |
| S1 |
1.1704 |
1.1735 |
|