CME Euro FX (E) Future December 2018
| Trading Metrics calculated at close of trading on 13-Jul-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jul-2018 |
13-Jul-2018 |
Change |
Change % |
Previous Week |
| Open |
1.1810 |
1.1807 |
-0.0003 |
0.0% |
1.1909 |
| High |
1.1830 |
1.1820 |
-0.0010 |
-0.1% |
1.1936 |
| Low |
1.1792 |
1.1754 |
-0.0038 |
-0.3% |
1.1754 |
| Close |
1.1811 |
1.1815 |
0.0005 |
0.0% |
1.1815 |
| Range |
0.0039 |
0.0066 |
0.0028 |
71.4% |
0.0182 |
| ATR |
0.0081 |
0.0080 |
-0.0001 |
-1.3% |
0.0000 |
| Volume |
132 |
255 |
123 |
93.2% |
3,129 |
|
| Daily Pivots for day following 13-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1994 |
1.1971 |
1.1851 |
|
| R3 |
1.1928 |
1.1905 |
1.1833 |
|
| R2 |
1.1862 |
1.1862 |
1.1827 |
|
| R1 |
1.1839 |
1.1839 |
1.1821 |
1.1851 |
| PP |
1.1796 |
1.1796 |
1.1796 |
1.1802 |
| S1 |
1.1773 |
1.1773 |
1.1809 |
1.1785 |
| S2 |
1.1730 |
1.1730 |
1.1803 |
|
| S3 |
1.1664 |
1.1707 |
1.1797 |
|
| S4 |
1.1598 |
1.1641 |
1.1779 |
|
|
| Weekly Pivots for week ending 13-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2379 |
1.2279 |
1.1915 |
|
| R3 |
1.2198 |
1.2097 |
1.1865 |
|
| R2 |
1.2016 |
1.2016 |
1.1848 |
|
| R1 |
1.1916 |
1.1916 |
1.1832 |
1.1875 |
| PP |
1.1835 |
1.1835 |
1.1835 |
1.1815 |
| S1 |
1.1734 |
1.1734 |
1.1798 |
1.1694 |
| S2 |
1.1653 |
1.1653 |
1.1782 |
|
| S3 |
1.1472 |
1.1553 |
1.1765 |
|
| S4 |
1.1290 |
1.1371 |
1.1715 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1936 |
1.1754 |
0.0182 |
1.5% |
0.0062 |
0.5% |
34% |
False |
True |
625 |
| 10 |
1.1936 |
1.1718 |
0.0218 |
1.8% |
0.0072 |
0.6% |
45% |
False |
False |
546 |
| 20 |
1.1936 |
1.1669 |
0.0267 |
2.3% |
0.0079 |
0.7% |
55% |
False |
False |
577 |
| 40 |
1.2033 |
1.1669 |
0.0365 |
3.1% |
0.0081 |
0.7% |
40% |
False |
False |
498 |
| 60 |
1.2637 |
1.1669 |
0.0968 |
8.2% |
0.0077 |
0.7% |
15% |
False |
False |
382 |
| 80 |
1.2735 |
1.1669 |
0.1067 |
9.0% |
0.0072 |
0.6% |
14% |
False |
False |
307 |
| 100 |
1.2735 |
1.1669 |
0.1067 |
9.0% |
0.0072 |
0.6% |
14% |
False |
False |
261 |
| 120 |
1.2836 |
1.1669 |
0.1167 |
9.9% |
0.0074 |
0.6% |
13% |
False |
False |
233 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2101 |
|
2.618 |
1.1993 |
|
1.618 |
1.1927 |
|
1.000 |
1.1886 |
|
0.618 |
1.1861 |
|
HIGH |
1.1820 |
|
0.618 |
1.1795 |
|
0.500 |
1.1787 |
|
0.382 |
1.1779 |
|
LOW |
1.1754 |
|
0.618 |
1.1713 |
|
1.000 |
1.1688 |
|
1.618 |
1.1647 |
|
2.618 |
1.1581 |
|
4.250 |
1.1474 |
|
|
| Fisher Pivots for day following 13-Jul-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.1806 |
1.1827 |
| PP |
1.1796 |
1.1823 |
| S1 |
1.1787 |
1.1819 |
|