CME Euro FX (E) Future September 2018
| Trading Metrics calculated at close of trading on 10-Aug-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Aug-2018 |
10-Aug-2018 |
Change |
Change % |
Previous Week |
| Open |
1.1646 |
1.1558 |
-0.0089 |
-0.8% |
1.1605 |
| High |
1.1650 |
1.1566 |
-0.0084 |
-0.7% |
1.1662 |
| Low |
1.1555 |
1.1417 |
-0.0138 |
-1.2% |
1.1417 |
| Close |
1.1573 |
1.1429 |
-0.0144 |
-1.2% |
1.1429 |
| Range |
0.0095 |
0.0149 |
0.0054 |
56.8% |
0.0245 |
| ATR |
0.0074 |
0.0080 |
0.0006 |
7.9% |
0.0000 |
| Volume |
227,087 |
453,203 |
226,116 |
99.6% |
1,312,704 |
|
| Daily Pivots for day following 10-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1918 |
1.1822 |
1.1511 |
|
| R3 |
1.1769 |
1.1673 |
1.1470 |
|
| R2 |
1.1620 |
1.1620 |
1.1456 |
|
| R1 |
1.1524 |
1.1524 |
1.1443 |
1.1498 |
| PP |
1.1471 |
1.1471 |
1.1471 |
1.1457 |
| S1 |
1.1375 |
1.1375 |
1.1415 |
1.1349 |
| S2 |
1.1322 |
1.1322 |
1.1402 |
|
| S3 |
1.1173 |
1.1226 |
1.1388 |
|
| S4 |
1.1024 |
1.1077 |
1.1347 |
|
|
| Weekly Pivots for week ending 10-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2238 |
1.2078 |
1.1564 |
|
| R3 |
1.1993 |
1.1833 |
1.1496 |
|
| R2 |
1.1748 |
1.1748 |
1.1474 |
|
| R1 |
1.1588 |
1.1588 |
1.1451 |
1.1546 |
| PP |
1.1503 |
1.1503 |
1.1503 |
1.1481 |
| S1 |
1.1343 |
1.1343 |
1.1407 |
1.1301 |
| S2 |
1.1258 |
1.1258 |
1.1384 |
|
| S3 |
1.1013 |
1.1098 |
1.1362 |
|
| S4 |
1.0768 |
1.0853 |
1.1294 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1662 |
1.1417 |
0.0245 |
2.1% |
0.0080 |
0.7% |
5% |
False |
True |
262,540 |
| 10 |
1.1790 |
1.1417 |
0.0373 |
3.3% |
0.0072 |
0.6% |
3% |
False |
True |
241,719 |
| 20 |
1.1801 |
1.1417 |
0.0384 |
3.4% |
0.0075 |
0.7% |
3% |
False |
True |
230,030 |
| 40 |
1.1852 |
1.1417 |
0.0435 |
3.8% |
0.0080 |
0.7% |
3% |
False |
True |
236,293 |
| 60 |
1.1943 |
1.1417 |
0.0526 |
4.6% |
0.0086 |
0.8% |
2% |
False |
True |
174,516 |
| 80 |
1.2543 |
1.1417 |
0.1126 |
9.8% |
0.0085 |
0.7% |
1% |
False |
True |
131,243 |
| 100 |
1.2639 |
1.1417 |
0.1222 |
10.7% |
0.0082 |
0.7% |
1% |
False |
True |
105,050 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2199 |
|
2.618 |
1.1956 |
|
1.618 |
1.1807 |
|
1.000 |
1.1715 |
|
0.618 |
1.1658 |
|
HIGH |
1.1566 |
|
0.618 |
1.1509 |
|
0.500 |
1.1492 |
|
0.382 |
1.1474 |
|
LOW |
1.1417 |
|
0.618 |
1.1325 |
|
1.000 |
1.1268 |
|
1.618 |
1.1176 |
|
2.618 |
1.1027 |
|
4.250 |
1.0784 |
|
|
| Fisher Pivots for day following 10-Aug-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.1492 |
1.1540 |
| PP |
1.1471 |
1.1503 |
| S1 |
1.1450 |
1.1466 |
|