CME Euro FX (E) Future September 2018
| Trading Metrics calculated at close of trading on 03-Aug-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Aug-2018 |
03-Aug-2018 |
Change |
Change % |
Previous Week |
| Open |
1.1697 |
1.1622 |
-0.0075 |
-0.6% |
1.1698 |
| High |
1.1704 |
1.1647 |
-0.0058 |
-0.5% |
1.1790 |
| Low |
1.1618 |
1.1594 |
-0.0024 |
-0.2% |
1.1594 |
| Close |
1.1623 |
1.1614 |
-0.0010 |
-0.1% |
1.1614 |
| Range |
0.0086 |
0.0053 |
-0.0034 |
-39.0% |
0.0196 |
| ATR |
0.0078 |
0.0076 |
-0.0002 |
-2.4% |
0.0000 |
| Volume |
231,821 |
267,096 |
35,275 |
15.2% |
1,104,494 |
|
| Daily Pivots for day following 03-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1776 |
1.1747 |
1.1642 |
|
| R3 |
1.1723 |
1.1695 |
1.1628 |
|
| R2 |
1.1671 |
1.1671 |
1.1623 |
|
| R1 |
1.1642 |
1.1642 |
1.1618 |
1.1630 |
| PP |
1.1618 |
1.1618 |
1.1618 |
1.1612 |
| S1 |
1.1590 |
1.1590 |
1.1609 |
1.1578 |
| S2 |
1.1566 |
1.1566 |
1.1604 |
|
| S3 |
1.1513 |
1.1537 |
1.1599 |
|
| S4 |
1.1461 |
1.1485 |
1.1585 |
|
|
| Weekly Pivots for week ending 03-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2254 |
1.2130 |
1.1721 |
|
| R3 |
1.2058 |
1.1934 |
1.1667 |
|
| R2 |
1.1862 |
1.1862 |
1.1649 |
|
| R1 |
1.1738 |
1.1738 |
1.1631 |
1.1702 |
| PP |
1.1666 |
1.1666 |
1.1666 |
1.1648 |
| S1 |
1.1542 |
1.1542 |
1.1596 |
1.1506 |
| S2 |
1.1470 |
1.1470 |
1.1578 |
|
| S3 |
1.1274 |
1.1346 |
1.1560 |
|
| S4 |
1.1078 |
1.1150 |
1.1506 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1790 |
1.1594 |
0.0196 |
1.7% |
0.0064 |
0.6% |
10% |
False |
True |
220,898 |
| 10 |
1.1801 |
1.1594 |
0.0207 |
1.8% |
0.0068 |
0.6% |
9% |
False |
True |
216,821 |
| 20 |
1.1852 |
1.1594 |
0.0258 |
2.2% |
0.0073 |
0.6% |
8% |
False |
True |
213,550 |
| 40 |
1.1940 |
1.1582 |
0.0358 |
3.1% |
0.0085 |
0.7% |
9% |
False |
False |
223,136 |
| 60 |
1.2108 |
1.1582 |
0.0526 |
4.5% |
0.0087 |
0.7% |
6% |
False |
False |
152,862 |
| 80 |
1.2557 |
1.1582 |
0.0975 |
8.4% |
0.0084 |
0.7% |
3% |
False |
False |
114,851 |
| 100 |
1.2639 |
1.1582 |
0.1057 |
9.1% |
0.0082 |
0.7% |
3% |
False |
False |
91,929 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1870 |
|
2.618 |
1.1784 |
|
1.618 |
1.1731 |
|
1.000 |
1.1699 |
|
0.618 |
1.1679 |
|
HIGH |
1.1647 |
|
0.618 |
1.1626 |
|
0.500 |
1.1620 |
|
0.382 |
1.1614 |
|
LOW |
1.1594 |
|
0.618 |
1.1562 |
|
1.000 |
1.1542 |
|
1.618 |
1.1509 |
|
2.618 |
1.1457 |
|
4.250 |
1.1371 |
|
|
| Fisher Pivots for day following 03-Aug-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.1620 |
1.1667 |
| PP |
1.1618 |
1.1649 |
| S1 |
1.1616 |
1.1631 |
|