CME Euro FX (E) Future September 2018
| Trading Metrics calculated at close of trading on 24-Jul-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jul-2018 |
24-Jul-2018 |
Change |
Change % |
Previous Week |
| Open |
1.1774 |
1.1738 |
-0.0037 |
-0.3% |
1.1738 |
| High |
1.1801 |
1.1764 |
-0.0037 |
-0.3% |
1.1798 |
| Low |
1.1731 |
1.1701 |
-0.0030 |
-0.3% |
1.1623 |
| Close |
1.1737 |
1.1730 |
-0.0007 |
-0.1% |
1.1774 |
| Range |
0.0070 |
0.0063 |
-0.0007 |
-9.4% |
0.0175 |
| ATR |
0.0086 |
0.0084 |
-0.0002 |
-1.9% |
0.0000 |
| Volume |
187,511 |
199,833 |
12,322 |
6.6% |
1,119,681 |
|
| Daily Pivots for day following 24-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1921 |
1.1888 |
1.1765 |
|
| R3 |
1.1858 |
1.1825 |
1.1747 |
|
| R2 |
1.1795 |
1.1795 |
1.1742 |
|
| R1 |
1.1762 |
1.1762 |
1.1736 |
1.1747 |
| PP |
1.1732 |
1.1732 |
1.1732 |
1.1724 |
| S1 |
1.1699 |
1.1699 |
1.1724 |
1.1684 |
| S2 |
1.1669 |
1.1669 |
1.1718 |
|
| S3 |
1.1606 |
1.1636 |
1.1713 |
|
| S4 |
1.1543 |
1.1573 |
1.1695 |
|
|
| Weekly Pivots for week ending 20-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2256 |
1.2190 |
1.1870 |
|
| R3 |
1.2081 |
1.2015 |
1.1822 |
|
| R2 |
1.1906 |
1.1906 |
1.1806 |
|
| R1 |
1.1840 |
1.1840 |
1.1790 |
1.1873 |
| PP |
1.1731 |
1.1731 |
1.1731 |
1.1748 |
| S1 |
1.1665 |
1.1665 |
1.1757 |
1.1698 |
| S2 |
1.1556 |
1.1556 |
1.1741 |
|
| S3 |
1.1381 |
1.1490 |
1.1725 |
|
| S4 |
1.1206 |
1.1315 |
1.1677 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1801 |
1.1623 |
0.0178 |
1.5% |
0.0083 |
0.7% |
60% |
False |
False |
232,668 |
| 10 |
1.1817 |
1.1623 |
0.0194 |
1.7% |
0.0078 |
0.7% |
55% |
False |
False |
212,753 |
| 20 |
1.1852 |
1.1595 |
0.0257 |
2.2% |
0.0083 |
0.7% |
53% |
False |
False |
226,603 |
| 40 |
1.1940 |
1.1582 |
0.0358 |
3.0% |
0.0093 |
0.8% |
41% |
False |
False |
183,500 |
| 60 |
1.2268 |
1.1582 |
0.0686 |
5.8% |
0.0089 |
0.8% |
22% |
False |
False |
123,325 |
| 80 |
1.2557 |
1.1582 |
0.0975 |
8.3% |
0.0083 |
0.7% |
15% |
False |
False |
92,620 |
| 100 |
1.2639 |
1.1582 |
0.1057 |
9.0% |
0.0083 |
0.7% |
14% |
False |
False |
74,132 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2032 |
|
2.618 |
1.1929 |
|
1.618 |
1.1866 |
|
1.000 |
1.1827 |
|
0.618 |
1.1803 |
|
HIGH |
1.1764 |
|
0.618 |
1.1740 |
|
0.500 |
1.1733 |
|
0.382 |
1.1725 |
|
LOW |
1.1701 |
|
0.618 |
1.1662 |
|
1.000 |
1.1638 |
|
1.618 |
1.1599 |
|
2.618 |
1.1536 |
|
4.250 |
1.1433 |
|
|
| Fisher Pivots for day following 24-Jul-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.1733 |
1.1738 |
| PP |
1.1732 |
1.1735 |
| S1 |
1.1731 |
1.1733 |
|