CME Euro FX (E) Future December 2018
| Trading Metrics calculated at close of trading on 19-Jul-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jul-2018 |
19-Jul-2018 |
Change |
Change % |
Previous Week |
| Open |
1.1794 |
1.1780 |
-0.0014 |
-0.1% |
1.1909 |
| High |
1.1797 |
1.1809 |
0.0012 |
0.1% |
1.1936 |
| Low |
1.1744 |
1.1709 |
-0.0035 |
-0.3% |
1.1754 |
| Close |
1.1784 |
1.1778 |
-0.0007 |
-0.1% |
1.1815 |
| Range |
0.0054 |
0.0100 |
0.0047 |
86.9% |
0.0182 |
| ATR |
0.0077 |
0.0078 |
0.0002 |
2.2% |
0.0000 |
| Volume |
199 |
446 |
247 |
124.1% |
3,129 |
|
| Daily Pivots for day following 19-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2065 |
1.2021 |
1.1833 |
|
| R3 |
1.1965 |
1.1921 |
1.1805 |
|
| R2 |
1.1865 |
1.1865 |
1.1796 |
|
| R1 |
1.1821 |
1.1821 |
1.1787 |
1.1793 |
| PP |
1.1765 |
1.1765 |
1.1765 |
1.1751 |
| S1 |
1.1721 |
1.1721 |
1.1768 |
1.1693 |
| S2 |
1.1665 |
1.1665 |
1.1759 |
|
| S3 |
1.1565 |
1.1621 |
1.1750 |
|
| S4 |
1.1465 |
1.1521 |
1.1723 |
|
|
| 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 |
1.1709 |
0.0172 |
1.5% |
0.0070 |
0.6% |
40% |
False |
True |
281 |
| 10 |
1.1936 |
1.1709 |
0.0227 |
1.9% |
0.0068 |
0.6% |
30% |
False |
True |
511 |
| 20 |
1.1936 |
1.1669 |
0.0267 |
2.3% |
0.0078 |
0.7% |
41% |
False |
False |
470 |
| 40 |
1.2014 |
1.1669 |
0.0345 |
2.9% |
0.0082 |
0.7% |
32% |
False |
False |
490 |
| 60 |
1.2460 |
1.1669 |
0.0792 |
6.7% |
0.0078 |
0.7% |
14% |
False |
False |
394 |
| 80 |
1.2735 |
1.1669 |
0.1067 |
9.1% |
0.0072 |
0.6% |
10% |
False |
False |
317 |
| 100 |
1.2735 |
1.1669 |
0.1067 |
9.1% |
0.0073 |
0.6% |
10% |
False |
False |
268 |
| 120 |
1.2836 |
1.1669 |
0.1167 |
9.9% |
0.0074 |
0.6% |
9% |
False |
False |
240 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2234 |
|
2.618 |
1.2071 |
|
1.618 |
1.1971 |
|
1.000 |
1.1909 |
|
0.618 |
1.1871 |
|
HIGH |
1.1809 |
|
0.618 |
1.1771 |
|
0.500 |
1.1759 |
|
0.382 |
1.1747 |
|
LOW |
1.1709 |
|
0.618 |
1.1647 |
|
1.000 |
1.1609 |
|
1.618 |
1.1547 |
|
2.618 |
1.1447 |
|
4.250 |
1.1284 |
|
|
| Fisher Pivots for day following 19-Jul-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.1771 |
1.1795 |
| PP |
1.1765 |
1.1789 |
| S1 |
1.1759 |
1.1783 |
|