CME Euro FX (E) Future September 2018
| Trading Metrics calculated at close of trading on 19-Jul-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jul-2018 |
19-Jul-2018 |
Change |
Change % |
Previous Week |
| Open |
1.1713 |
1.1695 |
-0.0018 |
-0.1% |
1.1809 |
| High |
1.1717 |
1.1728 |
0.0011 |
0.1% |
1.1852 |
| Low |
1.1653 |
1.1623 |
-0.0031 |
-0.3% |
1.1667 |
| Close |
1.1700 |
1.1694 |
-0.0006 |
-0.1% |
1.1731 |
| Range |
0.0064 |
0.0106 |
0.0042 |
64.8% |
0.0185 |
| ATR |
0.0084 |
0.0085 |
0.0002 |
1.9% |
0.0000 |
| Volume |
204,532 |
280,556 |
76,024 |
37.2% |
983,118 |
|
| Daily Pivots for day following 19-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1998 |
1.1951 |
1.1752 |
|
| R3 |
1.1892 |
1.1846 |
1.1723 |
|
| R2 |
1.1787 |
1.1787 |
1.1713 |
|
| R1 |
1.1740 |
1.1740 |
1.1703 |
1.1711 |
| PP |
1.1681 |
1.1681 |
1.1681 |
1.1667 |
| S1 |
1.1635 |
1.1635 |
1.1684 |
1.1605 |
| S2 |
1.1576 |
1.1576 |
1.1674 |
|
| S3 |
1.1470 |
1.1529 |
1.1664 |
|
| S4 |
1.1365 |
1.1424 |
1.1635 |
|
|
| 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 |
1.1798 |
1.1623 |
0.0175 |
1.5% |
0.0078 |
0.7% |
41% |
False |
True |
205,298 |
| 10 |
1.1852 |
1.1623 |
0.0229 |
2.0% |
0.0075 |
0.6% |
31% |
False |
True |
203,625 |
| 20 |
1.1852 |
1.1582 |
0.0270 |
2.3% |
0.0085 |
0.7% |
41% |
False |
False |
232,352 |
| 40 |
1.1940 |
1.1582 |
0.0358 |
3.1% |
0.0093 |
0.8% |
31% |
False |
False |
167,264 |
| 60 |
1.2373 |
1.1582 |
0.0791 |
6.8% |
0.0089 |
0.8% |
14% |
False |
False |
112,075 |
| 80 |
1.2639 |
1.1582 |
0.1057 |
9.0% |
0.0084 |
0.7% |
11% |
False |
False |
84,152 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2176 |
|
2.618 |
1.2004 |
|
1.618 |
1.1899 |
|
1.000 |
1.1834 |
|
0.618 |
1.1793 |
|
HIGH |
1.1728 |
|
0.618 |
1.1688 |
|
0.500 |
1.1675 |
|
0.382 |
1.1663 |
|
LOW |
1.1623 |
|
0.618 |
1.1557 |
|
1.000 |
1.1517 |
|
1.618 |
1.1452 |
|
2.618 |
1.1346 |
|
4.250 |
1.1174 |
|
|
| Fisher Pivots for day following 19-Jul-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.1687 |
1.1710 |
| PP |
1.1681 |
1.1705 |
| S1 |
1.1675 |
1.1699 |
|