CME Euro FX (E) Future December 2018
| Trading Metrics calculated at close of trading on 12-Jul-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jul-2018 |
12-Jul-2018 |
Change |
Change % |
Previous Week |
| Open |
1.1870 |
1.1810 |
-0.0060 |
-0.5% |
1.1807 |
| High |
1.1900 |
1.1830 |
-0.0070 |
-0.6% |
1.1914 |
| Low |
1.1811 |
1.1792 |
-0.0020 |
-0.2% |
1.1744 |
| Close |
1.1815 |
1.1811 |
-0.0005 |
0.0% |
1.1891 |
| Range |
0.0089 |
0.0039 |
-0.0051 |
-56.7% |
0.0171 |
| ATR |
0.0084 |
0.0081 |
-0.0003 |
-3.9% |
0.0000 |
| Volume |
296 |
132 |
-164 |
-55.4% |
1,895 |
|
| Daily Pivots for day following 12-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1926 |
1.1907 |
1.1832 |
|
| R3 |
1.1888 |
1.1868 |
1.1821 |
|
| R2 |
1.1849 |
1.1849 |
1.1818 |
|
| R1 |
1.1830 |
1.1830 |
1.1814 |
1.1840 |
| PP |
1.1811 |
1.1811 |
1.1811 |
1.1816 |
| S1 |
1.1791 |
1.1791 |
1.1807 |
1.1801 |
| S2 |
1.1772 |
1.1772 |
1.1803 |
|
| S3 |
1.1734 |
1.1753 |
1.1800 |
|
| S4 |
1.1695 |
1.1714 |
1.1789 |
|
|
| 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 |
1.1792 |
0.0144 |
1.2% |
0.0066 |
0.6% |
13% |
False |
True |
741 |
| 10 |
1.1936 |
1.1683 |
0.0253 |
2.1% |
0.0073 |
0.6% |
51% |
False |
False |
558 |
| 20 |
1.2010 |
1.1669 |
0.0342 |
2.9% |
0.0089 |
0.8% |
42% |
False |
False |
598 |
| 40 |
1.2055 |
1.1669 |
0.0387 |
3.3% |
0.0081 |
0.7% |
37% |
False |
False |
500 |
| 60 |
1.2637 |
1.1669 |
0.0968 |
8.2% |
0.0076 |
0.6% |
15% |
False |
False |
379 |
| 80 |
1.2735 |
1.1669 |
0.1067 |
9.0% |
0.0073 |
0.6% |
13% |
False |
False |
304 |
| 100 |
1.2735 |
1.1669 |
0.1067 |
9.0% |
0.0072 |
0.6% |
13% |
False |
False |
259 |
| 120 |
1.2836 |
1.1669 |
0.1167 |
9.9% |
0.0074 |
0.6% |
12% |
False |
False |
231 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1994 |
|
2.618 |
1.1931 |
|
1.618 |
1.1892 |
|
1.000 |
1.1869 |
|
0.618 |
1.1854 |
|
HIGH |
1.1830 |
|
0.618 |
1.1815 |
|
0.500 |
1.1811 |
|
0.382 |
1.1806 |
|
LOW |
1.1792 |
|
0.618 |
1.1768 |
|
1.000 |
1.1753 |
|
1.618 |
1.1729 |
|
2.618 |
1.1691 |
|
4.250 |
1.1628 |
|
|
| Fisher Pivots for day following 12-Jul-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.1811 |
1.1850 |
| PP |
1.1811 |
1.1837 |
| S1 |
1.1811 |
1.1824 |
|