CME Euro FX (E) Future December 2018
| Trading Metrics calculated at close of trading on 05-Jul-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jul-2018 |
05-Jul-2018 |
Change |
Change % |
Previous Week |
| Open |
1.1778 |
1.1806 |
0.0028 |
0.2% |
1.1827 |
| High |
1.1816 |
1.1865 |
0.0050 |
0.4% |
1.1877 |
| Low |
1.1778 |
1.1784 |
0.0006 |
0.1% |
1.1683 |
| Close |
1.1799 |
1.1827 |
0.0028 |
0.2% |
1.1822 |
| Range |
0.0038 |
0.0081 |
0.0044 |
116.0% |
0.0194 |
| ATR |
0.0088 |
0.0087 |
0.0000 |
-0.6% |
0.0000 |
| Volume |
319 |
521 |
202 |
63.3% |
2,165 |
|
| Daily Pivots for day following 05-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2068 |
1.2028 |
1.1871 |
|
| R3 |
1.1987 |
1.1947 |
1.1849 |
|
| R2 |
1.1906 |
1.1906 |
1.1841 |
|
| R1 |
1.1866 |
1.1866 |
1.1834 |
1.1886 |
| PP |
1.1825 |
1.1825 |
1.1825 |
1.1835 |
| S1 |
1.1785 |
1.1785 |
1.1819 |
1.1805 |
| S2 |
1.1744 |
1.1744 |
1.1812 |
|
| S3 |
1.1663 |
1.1704 |
1.1804 |
|
| S4 |
1.1582 |
1.1623 |
1.1782 |
|
|
| Weekly Pivots for week ending 29-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2376 |
1.2293 |
1.1929 |
|
| R3 |
1.2182 |
1.2099 |
1.1875 |
|
| R2 |
1.1988 |
1.1988 |
1.1858 |
|
| R1 |
1.1905 |
1.1905 |
1.1840 |
1.1849 |
| PP |
1.1794 |
1.1794 |
1.1794 |
1.1766 |
| S1 |
1.1711 |
1.1711 |
1.1804 |
1.1655 |
| S2 |
1.1600 |
1.1600 |
1.1786 |
|
| S3 |
1.1406 |
1.1517 |
1.1769 |
|
| S4 |
1.1212 |
1.1323 |
1.1715 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1865 |
1.1683 |
0.0183 |
1.5% |
0.0080 |
0.7% |
79% |
True |
False |
375 |
| 10 |
1.1877 |
1.1669 |
0.0208 |
1.8% |
0.0088 |
0.7% |
76% |
False |
False |
430 |
| 20 |
1.2014 |
1.1669 |
0.0345 |
2.9% |
0.0085 |
0.7% |
46% |
False |
False |
471 |
| 40 |
1.2194 |
1.1669 |
0.0525 |
4.4% |
0.0082 |
0.7% |
30% |
False |
False |
428 |
| 60 |
1.2653 |
1.1669 |
0.0985 |
8.3% |
0.0074 |
0.6% |
16% |
False |
False |
321 |
| 80 |
1.2735 |
1.1669 |
0.1067 |
9.0% |
0.0073 |
0.6% |
15% |
False |
False |
264 |
| 100 |
1.2836 |
1.1669 |
0.1167 |
9.9% |
0.0073 |
0.6% |
14% |
False |
False |
225 |
| 120 |
1.2836 |
1.1669 |
0.1167 |
9.9% |
0.0075 |
0.6% |
14% |
False |
False |
207 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2209 |
|
2.618 |
1.2077 |
|
1.618 |
1.1996 |
|
1.000 |
1.1946 |
|
0.618 |
1.1915 |
|
HIGH |
1.1865 |
|
0.618 |
1.1834 |
|
0.500 |
1.1825 |
|
0.382 |
1.1815 |
|
LOW |
1.1784 |
|
0.618 |
1.1734 |
|
1.000 |
1.1703 |
|
1.618 |
1.1653 |
|
2.618 |
1.1572 |
|
4.250 |
1.1440 |
|
|
| Fisher Pivots for day following 05-Jul-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.1826 |
1.1819 |
| PP |
1.1825 |
1.1812 |
| S1 |
1.1825 |
1.1804 |
|