CME Euro FX (E) Future September 2018
| Trading Metrics calculated at close of trading on 08-Aug-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Aug-2018 |
08-Aug-2018 |
Change |
Change % |
Previous Week |
| Open |
1.1588 |
1.1630 |
0.0042 |
0.4% |
1.1698 |
| High |
1.1643 |
1.1662 |
0.0020 |
0.2% |
1.1790 |
| Low |
1.1585 |
1.1606 |
0.0021 |
0.2% |
1.1594 |
| Close |
1.1628 |
1.1652 |
0.0024 |
0.2% |
1.1614 |
| Range |
0.0058 |
0.0056 |
-0.0002 |
-2.6% |
0.0196 |
| ATR |
0.0073 |
0.0072 |
-0.0001 |
-1.7% |
0.0000 |
| Volume |
215,677 |
211,417 |
-4,260 |
-2.0% |
1,104,494 |
|
| Daily Pivots for day following 08-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1808 |
1.1786 |
1.1683 |
|
| R3 |
1.1752 |
1.1730 |
1.1667 |
|
| R2 |
1.1696 |
1.1696 |
1.1662 |
|
| R1 |
1.1674 |
1.1674 |
1.1657 |
1.1685 |
| PP |
1.1640 |
1.1640 |
1.1640 |
1.1646 |
| S1 |
1.1618 |
1.1618 |
1.1647 |
1.1629 |
| S2 |
1.1584 |
1.1584 |
1.1642 |
|
| S3 |
1.1528 |
1.1562 |
1.1637 |
|
| S4 |
1.1472 |
1.1506 |
1.1621 |
|
|
| 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 |
1.1704 |
1.1565 |
0.0140 |
1.2% |
0.0059 |
0.5% |
63% |
False |
False |
226,266 |
| 10 |
1.1790 |
1.1565 |
0.0226 |
1.9% |
0.0062 |
0.5% |
39% |
False |
False |
218,956 |
| 20 |
1.1801 |
1.1565 |
0.0236 |
2.0% |
0.0069 |
0.6% |
37% |
False |
False |
214,360 |
| 40 |
1.1940 |
1.1565 |
0.0375 |
3.2% |
0.0084 |
0.7% |
23% |
False |
False |
233,402 |
| 60 |
1.2049 |
1.1565 |
0.0484 |
4.2% |
0.0086 |
0.7% |
18% |
False |
False |
163,301 |
| 80 |
1.2557 |
1.1565 |
0.0992 |
8.5% |
0.0084 |
0.7% |
9% |
False |
False |
122,745 |
| 100 |
1.2639 |
1.1565 |
0.1075 |
9.2% |
0.0082 |
0.7% |
8% |
False |
False |
98,250 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1900 |
|
2.618 |
1.1809 |
|
1.618 |
1.1753 |
|
1.000 |
1.1718 |
|
0.618 |
1.1697 |
|
HIGH |
1.1662 |
|
0.618 |
1.1641 |
|
0.500 |
1.1634 |
|
0.382 |
1.1627 |
|
LOW |
1.1606 |
|
0.618 |
1.1571 |
|
1.000 |
1.1550 |
|
1.618 |
1.1515 |
|
2.618 |
1.1459 |
|
4.250 |
1.1368 |
|
|
| Fisher Pivots for day following 08-Aug-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.1646 |
1.1639 |
| PP |
1.1640 |
1.1626 |
| S1 |
1.1634 |
1.1613 |
|