CME Euro FX (E) Future September 2018
| Trading Metrics calculated at close of trading on 02-Aug-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Aug-2018 |
02-Aug-2018 |
Change |
Change % |
Previous Week |
| Open |
1.1728 |
1.1697 |
-0.0032 |
-0.3% |
1.1774 |
| High |
1.1739 |
1.1704 |
-0.0035 |
-0.3% |
1.1801 |
| Low |
1.1697 |
1.1618 |
-0.0079 |
-0.7% |
1.1663 |
| Close |
1.1703 |
1.1623 |
-0.0080 |
-0.7% |
1.1699 |
| Range |
0.0043 |
0.0086 |
0.0044 |
102.4% |
0.0138 |
| ATR |
0.0078 |
0.0078 |
0.0001 |
0.8% |
0.0000 |
| Volume |
193,668 |
231,821 |
38,153 |
19.7% |
1,063,725 |
|
| Daily Pivots for day following 02-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1906 |
1.1851 |
1.1670 |
|
| R3 |
1.1820 |
1.1765 |
1.1647 |
|
| R2 |
1.1734 |
1.1734 |
1.1639 |
|
| R1 |
1.1679 |
1.1679 |
1.1631 |
1.1664 |
| PP |
1.1648 |
1.1648 |
1.1648 |
1.1641 |
| S1 |
1.1593 |
1.1593 |
1.1615 |
1.1578 |
| S2 |
1.1562 |
1.1562 |
1.1607 |
|
| S3 |
1.1476 |
1.1507 |
1.1599 |
|
| S4 |
1.1390 |
1.1421 |
1.1576 |
|
|
| Weekly Pivots for week ending 27-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2135 |
1.2055 |
1.1775 |
|
| R3 |
1.1997 |
1.1917 |
1.1737 |
|
| R2 |
1.1859 |
1.1859 |
1.1724 |
|
| R1 |
1.1779 |
1.1779 |
1.1712 |
1.1750 |
| PP |
1.1721 |
1.1721 |
1.1721 |
1.1706 |
| S1 |
1.1641 |
1.1641 |
1.1686 |
1.1612 |
| S2 |
1.1583 |
1.1583 |
1.1674 |
|
| S3 |
1.1445 |
1.1503 |
1.1661 |
|
| S4 |
1.1307 |
1.1365 |
1.1623 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1790 |
1.1618 |
0.0172 |
1.5% |
0.0062 |
0.5% |
3% |
False |
True |
208,002 |
| 10 |
1.1801 |
1.1618 |
0.0183 |
1.6% |
0.0074 |
0.6% |
3% |
False |
True |
219,203 |
| 20 |
1.1852 |
1.1618 |
0.0234 |
2.0% |
0.0075 |
0.6% |
2% |
False |
True |
211,414 |
| 40 |
1.1940 |
1.1582 |
0.0358 |
3.1% |
0.0085 |
0.7% |
11% |
False |
False |
217,272 |
| 60 |
1.2108 |
1.1582 |
0.0526 |
4.5% |
0.0087 |
0.8% |
8% |
False |
False |
148,422 |
| 80 |
1.2557 |
1.1582 |
0.0975 |
8.4% |
0.0084 |
0.7% |
4% |
False |
False |
111,515 |
| 100 |
1.2639 |
1.1582 |
0.1057 |
9.1% |
0.0083 |
0.7% |
4% |
False |
False |
89,261 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2070 |
|
2.618 |
1.1929 |
|
1.618 |
1.1843 |
|
1.000 |
1.1790 |
|
0.618 |
1.1757 |
|
HIGH |
1.1704 |
|
0.618 |
1.1671 |
|
0.500 |
1.1661 |
|
0.382 |
1.1651 |
|
LOW |
1.1618 |
|
0.618 |
1.1565 |
|
1.000 |
1.1532 |
|
1.618 |
1.1479 |
|
2.618 |
1.1393 |
|
4.250 |
1.1253 |
|
|
| Fisher Pivots for day following 02-Aug-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.1661 |
1.1704 |
| PP |
1.1648 |
1.1677 |
| S1 |
1.1636 |
1.1650 |
|