CME Euro FX (E) Future December 2018
| Trading Metrics calculated at close of trading on 18-Jul-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jul-2018 |
18-Jul-2018 |
Change |
Change % |
Previous Week |
| Open |
1.1848 |
1.1794 |
-0.0054 |
-0.5% |
1.1909 |
| High |
1.1881 |
1.1797 |
-0.0084 |
-0.7% |
1.1936 |
| Low |
1.1790 |
1.1744 |
-0.0046 |
-0.4% |
1.1754 |
| Close |
1.1801 |
1.1784 |
-0.0017 |
-0.1% |
1.1815 |
| Range |
0.0091 |
0.0054 |
-0.0038 |
-41.2% |
0.0182 |
| ATR |
0.0078 |
0.0077 |
-0.0001 |
-1.9% |
0.0000 |
| Volume |
207 |
199 |
-8 |
-3.9% |
3,129 |
|
| Daily Pivots for day following 18-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1935 |
1.1913 |
1.1813 |
|
| R3 |
1.1882 |
1.1860 |
1.1799 |
|
| R2 |
1.1828 |
1.1828 |
1.1794 |
|
| R1 |
1.1806 |
1.1806 |
1.1789 |
1.1791 |
| PP |
1.1775 |
1.1775 |
1.1775 |
1.1767 |
| S1 |
1.1753 |
1.1753 |
1.1779 |
1.1737 |
| S2 |
1.1721 |
1.1721 |
1.1774 |
|
| S3 |
1.1668 |
1.1699 |
1.1769 |
|
| S4 |
1.1614 |
1.1646 |
1.1755 |
|
|
| 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 |
1.1881 |
1.1744 |
0.0137 |
1.2% |
0.0058 |
0.5% |
30% |
False |
True |
218 |
| 10 |
1.1936 |
1.1744 |
0.0192 |
1.6% |
0.0066 |
0.6% |
21% |
False |
True |
518 |
| 20 |
1.1936 |
1.1669 |
0.0267 |
2.3% |
0.0076 |
0.6% |
43% |
False |
False |
479 |
| 40 |
1.2019 |
1.1669 |
0.0351 |
3.0% |
0.0081 |
0.7% |
33% |
False |
False |
487 |
| 60 |
1.2472 |
1.1669 |
0.0803 |
6.8% |
0.0077 |
0.7% |
14% |
False |
False |
389 |
| 80 |
1.2735 |
1.1669 |
0.1067 |
9.1% |
0.0072 |
0.6% |
11% |
False |
False |
313 |
| 100 |
1.2735 |
1.1669 |
0.1067 |
9.1% |
0.0072 |
0.6% |
11% |
False |
False |
265 |
| 120 |
1.2836 |
1.1669 |
0.1167 |
9.9% |
0.0074 |
0.6% |
10% |
False |
False |
237 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2024 |
|
2.618 |
1.1937 |
|
1.618 |
1.1884 |
|
1.000 |
1.1851 |
|
0.618 |
1.1830 |
|
HIGH |
1.1797 |
|
0.618 |
1.1777 |
|
0.500 |
1.1770 |
|
0.382 |
1.1764 |
|
LOW |
1.1744 |
|
0.618 |
1.1710 |
|
1.000 |
1.1690 |
|
1.618 |
1.1657 |
|
2.618 |
1.1603 |
|
4.250 |
1.1516 |
|
|
| Fisher Pivots for day following 18-Jul-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.1779 |
1.1812 |
| PP |
1.1775 |
1.1803 |
| S1 |
1.1770 |
1.1793 |
|