CME Euro FX (E) Future December 2018
| Trading Metrics calculated at close of trading on 11-Jul-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jul-2018 |
11-Jul-2018 |
Change |
Change % |
Previous Week |
| Open |
1.1908 |
1.1870 |
-0.0038 |
-0.3% |
1.1807 |
| High |
1.1908 |
1.1900 |
-0.0008 |
-0.1% |
1.1914 |
| Low |
1.1840 |
1.1811 |
-0.0029 |
-0.2% |
1.1744 |
| Close |
1.1890 |
1.1815 |
-0.0075 |
-0.6% |
1.1891 |
| Range |
0.0068 |
0.0089 |
0.0022 |
31.9% |
0.0171 |
| ATR |
0.0083 |
0.0084 |
0.0000 |
0.5% |
0.0000 |
| Volume |
231 |
296 |
65 |
28.1% |
1,895 |
|
| Daily Pivots for day following 11-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2109 |
1.2051 |
1.1864 |
|
| R3 |
1.2020 |
1.1962 |
1.1839 |
|
| R2 |
1.1931 |
1.1931 |
1.1831 |
|
| R1 |
1.1873 |
1.1873 |
1.1823 |
1.1858 |
| PP |
1.1842 |
1.1842 |
1.1842 |
1.1834 |
| S1 |
1.1784 |
1.1784 |
1.1807 |
1.1769 |
| S2 |
1.1753 |
1.1753 |
1.1799 |
|
| S3 |
1.1664 |
1.1695 |
1.1791 |
|
| S4 |
1.1575 |
1.1606 |
1.1766 |
|
|
| 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 |
1.1936 |
1.1784 |
0.0152 |
1.3% |
0.0074 |
0.6% |
20% |
False |
False |
818 |
| 10 |
1.1936 |
1.1683 |
0.0253 |
2.1% |
0.0082 |
0.7% |
52% |
False |
False |
608 |
| 20 |
1.2010 |
1.1669 |
0.0342 |
2.9% |
0.0090 |
0.8% |
43% |
False |
False |
617 |
| 40 |
1.2137 |
1.1669 |
0.0469 |
4.0% |
0.0083 |
0.7% |
31% |
False |
False |
504 |
| 60 |
1.2653 |
1.1669 |
0.0985 |
8.3% |
0.0077 |
0.7% |
15% |
False |
False |
378 |
| 80 |
1.2735 |
1.1669 |
0.1067 |
9.0% |
0.0074 |
0.6% |
14% |
False |
False |
303 |
| 100 |
1.2836 |
1.1669 |
0.1167 |
9.9% |
0.0073 |
0.6% |
13% |
False |
False |
258 |
| 120 |
1.2836 |
1.1669 |
0.1167 |
9.9% |
0.0074 |
0.6% |
13% |
False |
False |
235 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2278 |
|
2.618 |
1.2133 |
|
1.618 |
1.2044 |
|
1.000 |
1.1989 |
|
0.618 |
1.1955 |
|
HIGH |
1.1900 |
|
0.618 |
1.1866 |
|
0.500 |
1.1856 |
|
0.382 |
1.1845 |
|
LOW |
1.1811 |
|
0.618 |
1.1756 |
|
1.000 |
1.1722 |
|
1.618 |
1.1667 |
|
2.618 |
1.1578 |
|
4.250 |
1.1433 |
|
|
| Fisher Pivots for day following 11-Jul-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.1856 |
1.1873 |
| PP |
1.1842 |
1.1854 |
| S1 |
1.1829 |
1.1834 |
|