CME Euro FX (E) Future December 2018
| Trading Metrics calculated at close of trading on 06-Jul-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jul-2018 |
06-Jul-2018 |
Change |
Change % |
Previous Week |
| Open |
1.1806 |
1.1834 |
0.0028 |
0.2% |
1.1807 |
| High |
1.1865 |
1.1914 |
0.0049 |
0.4% |
1.1914 |
| Low |
1.1784 |
1.1831 |
0.0047 |
0.4% |
1.1744 |
| Close |
1.1827 |
1.1891 |
0.0065 |
0.5% |
1.1891 |
| Range |
0.0081 |
0.0084 |
0.0003 |
3.1% |
0.0171 |
| ATR |
0.0087 |
0.0087 |
0.0000 |
0.0% |
0.0000 |
| Volume |
521 |
831 |
310 |
59.5% |
1,895 |
|
| Daily Pivots for day following 06-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2129 |
1.2094 |
1.1937 |
|
| R3 |
1.2046 |
1.2010 |
1.1914 |
|
| R2 |
1.1962 |
1.1962 |
1.1906 |
|
| R1 |
1.1927 |
1.1927 |
1.1899 |
1.1944 |
| PP |
1.1879 |
1.1879 |
1.1879 |
1.1887 |
| S1 |
1.1843 |
1.1843 |
1.1883 |
1.1861 |
| S2 |
1.1795 |
1.1795 |
1.1876 |
|
| S3 |
1.1712 |
1.1760 |
1.1868 |
|
| S4 |
1.1628 |
1.1676 |
1.1845 |
|
|
| Weekly Pivots for week ending 06-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2361 |
1.2297 |
1.1985 |
|
| R3 |
1.2191 |
1.2126 |
1.1938 |
|
| R2 |
1.2020 |
1.2020 |
1.1922 |
|
| R1 |
1.1956 |
1.1956 |
1.1907 |
1.1988 |
| PP |
1.1850 |
1.1850 |
1.1850 |
1.1866 |
| S1 |
1.1785 |
1.1785 |
1.1875 |
1.1817 |
| S2 |
1.1679 |
1.1679 |
1.1860 |
|
| S3 |
1.1509 |
1.1615 |
1.1844 |
|
| S4 |
1.1338 |
1.1444 |
1.1797 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1914 |
1.1718 |
0.0197 |
1.7% |
0.0082 |
0.7% |
88% |
True |
False |
466 |
| 10 |
1.1914 |
1.1683 |
0.0232 |
1.9% |
0.0084 |
0.7% |
90% |
True |
False |
459 |
| 20 |
1.2010 |
1.1669 |
0.0342 |
2.9% |
0.0087 |
0.7% |
65% |
False |
False |
507 |
| 40 |
1.2194 |
1.1669 |
0.0525 |
4.4% |
0.0083 |
0.7% |
42% |
False |
False |
445 |
| 60 |
1.2653 |
1.1669 |
0.0985 |
8.3% |
0.0075 |
0.6% |
23% |
False |
False |
335 |
| 80 |
1.2735 |
1.1669 |
0.1067 |
9.0% |
0.0073 |
0.6% |
21% |
False |
False |
273 |
| 100 |
1.2836 |
1.1669 |
0.1167 |
9.8% |
0.0074 |
0.6% |
19% |
False |
False |
233 |
| 120 |
1.2836 |
1.1669 |
0.1167 |
9.8% |
0.0075 |
0.6% |
19% |
False |
False |
213 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2269 |
|
2.618 |
1.2133 |
|
1.618 |
1.2049 |
|
1.000 |
1.1998 |
|
0.618 |
1.1966 |
|
HIGH |
1.1914 |
|
0.618 |
1.1882 |
|
0.500 |
1.1872 |
|
0.382 |
1.1862 |
|
LOW |
1.1831 |
|
0.618 |
1.1779 |
|
1.000 |
1.1747 |
|
1.618 |
1.1695 |
|
2.618 |
1.1612 |
|
4.250 |
1.1476 |
|
|
| Fisher Pivots for day following 06-Jul-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.1885 |
1.1876 |
| PP |
1.1879 |
1.1861 |
| S1 |
1.1872 |
1.1846 |
|