CME Euro FX (E) Future September 2018
| Trading Metrics calculated at close of trading on 16-Jul-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jul-2018 |
16-Jul-2018 |
Change |
Change % |
Previous Week |
| Open |
1.1723 |
1.1738 |
0.0015 |
0.1% |
1.1809 |
| High |
1.1742 |
1.1779 |
0.0038 |
0.3% |
1.1852 |
| Low |
1.1667 |
1.1729 |
0.0063 |
0.5% |
1.1667 |
| Close |
1.1731 |
1.1767 |
0.0036 |
0.3% |
1.1731 |
| Range |
0.0075 |
0.0050 |
-0.0025 |
-33.3% |
0.0185 |
| ATR |
0.0087 |
0.0084 |
-0.0003 |
-3.0% |
0.0000 |
| Volume |
197,721 |
150,267 |
-47,454 |
-24.0% |
983,118 |
|
| Daily Pivots for day following 16-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1908 |
1.1888 |
1.1795 |
|
| R3 |
1.1858 |
1.1838 |
1.1781 |
|
| R2 |
1.1808 |
1.1808 |
1.1776 |
|
| R1 |
1.1788 |
1.1788 |
1.1772 |
1.1798 |
| PP |
1.1758 |
1.1758 |
1.1758 |
1.1764 |
| S1 |
1.1738 |
1.1738 |
1.1762 |
1.1748 |
| S2 |
1.1708 |
1.1708 |
1.1758 |
|
| S3 |
1.1658 |
1.1688 |
1.1753 |
|
| S4 |
1.1608 |
1.1638 |
1.1740 |
|
|
| 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 |
1.1823 |
1.1667 |
0.0156 |
1.3% |
0.0068 |
0.6% |
64% |
False |
False |
189,428 |
| 10 |
1.1852 |
1.1656 |
0.0196 |
1.7% |
0.0072 |
0.6% |
57% |
False |
False |
202,076 |
| 20 |
1.1852 |
1.1582 |
0.0270 |
2.3% |
0.0084 |
0.7% |
69% |
False |
False |
233,987 |
| 40 |
1.1940 |
1.1582 |
0.0358 |
3.0% |
0.0092 |
0.8% |
52% |
False |
False |
150,471 |
| 60 |
1.2490 |
1.1582 |
0.0908 |
7.7% |
0.0088 |
0.8% |
20% |
False |
False |
100,814 |
| 80 |
1.2639 |
1.1582 |
0.1057 |
9.0% |
0.0084 |
0.7% |
18% |
False |
False |
75,679 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1992 |
|
2.618 |
1.1910 |
|
1.618 |
1.1860 |
|
1.000 |
1.1829 |
|
0.618 |
1.1810 |
|
HIGH |
1.1779 |
|
0.618 |
1.1760 |
|
0.500 |
1.1754 |
|
0.382 |
1.1748 |
|
LOW |
1.1729 |
|
0.618 |
1.1698 |
|
1.000 |
1.1679 |
|
1.618 |
1.1648 |
|
2.618 |
1.1598 |
|
4.250 |
1.1517 |
|
|
| Fisher Pivots for day following 16-Jul-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.1763 |
1.1752 |
| PP |
1.1758 |
1.1738 |
| S1 |
1.1754 |
1.1723 |
|