CME Euro FX (E) Future December 2018
| Trading Metrics calculated at close of trading on 23-Jul-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jul-2018 |
23-Jul-2018 |
Change |
Change % |
Previous Week |
| Open |
1.1778 |
1.1856 |
0.0078 |
0.7% |
1.1820 |
| High |
1.1866 |
1.1880 |
0.0014 |
0.1% |
1.1881 |
| Low |
1.1762 |
1.1815 |
0.0054 |
0.5% |
1.1709 |
| Close |
1.1858 |
1.1821 |
-0.0037 |
-0.3% |
1.1858 |
| Range |
0.0105 |
0.0065 |
-0.0040 |
-38.3% |
0.0172 |
| ATR |
0.0080 |
0.0079 |
-0.0001 |
-1.4% |
0.0000 |
| Volume |
361 |
273 |
-88 |
-24.4% |
1,514 |
|
| Daily Pivots for day following 23-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2032 |
1.1991 |
1.1856 |
|
| R3 |
1.1968 |
1.1927 |
1.1839 |
|
| R2 |
1.1903 |
1.1903 |
1.1833 |
|
| R1 |
1.1862 |
1.1862 |
1.1827 |
1.1850 |
| PP |
1.1839 |
1.1839 |
1.1839 |
1.1833 |
| S1 |
1.1798 |
1.1798 |
1.1815 |
1.1786 |
| S2 |
1.1774 |
1.1774 |
1.1809 |
|
| S3 |
1.1710 |
1.1733 |
1.1803 |
|
| S4 |
1.1645 |
1.1669 |
1.1786 |
|
|
| Weekly Pivots for week ending 20-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2330 |
1.2265 |
1.1952 |
|
| R3 |
1.2159 |
1.2094 |
1.1905 |
|
| R2 |
1.1987 |
1.1987 |
1.1889 |
|
| R1 |
1.1922 |
1.1922 |
1.1873 |
1.1955 |
| PP |
1.1816 |
1.1816 |
1.1816 |
1.1832 |
| S1 |
1.1751 |
1.1751 |
1.1842 |
1.1783 |
| S2 |
1.1644 |
1.1644 |
1.1826 |
|
| S3 |
1.1473 |
1.1579 |
1.1810 |
|
| S4 |
1.1301 |
1.1408 |
1.1763 |
|
|
| 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% |
0.0083 |
0.7% |
65% |
False |
False |
297 |
| 10 |
1.1908 |
1.1709 |
0.0199 |
1.7% |
0.0072 |
0.6% |
56% |
False |
False |
270 |
| 20 |
1.1936 |
1.1683 |
0.0253 |
2.1% |
0.0077 |
0.7% |
55% |
False |
False |
448 |
| 40 |
1.2014 |
1.1669 |
0.0345 |
2.9% |
0.0083 |
0.7% |
44% |
False |
False |
474 |
| 60 |
1.2347 |
1.1669 |
0.0679 |
5.7% |
0.0078 |
0.7% |
22% |
False |
False |
401 |
| 80 |
1.2653 |
1.1669 |
0.0985 |
8.3% |
0.0072 |
0.6% |
15% |
False |
False |
322 |
| 100 |
1.2735 |
1.1669 |
0.1067 |
9.0% |
0.0073 |
0.6% |
14% |
False |
False |
273 |
| 120 |
1.2836 |
1.1669 |
0.1167 |
9.9% |
0.0074 |
0.6% |
13% |
False |
False |
245 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2154 |
|
2.618 |
1.2048 |
|
1.618 |
1.1984 |
|
1.000 |
1.1944 |
|
0.618 |
1.1919 |
|
HIGH |
1.1880 |
|
0.618 |
1.1855 |
|
0.500 |
1.1847 |
|
0.382 |
1.1840 |
|
LOW |
1.1815 |
|
0.618 |
1.1775 |
|
1.000 |
1.1751 |
|
1.618 |
1.1711 |
|
2.618 |
1.1646 |
|
4.250 |
1.1541 |
|
|
| Fisher Pivots for day following 23-Jul-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.1847 |
1.1812 |
| PP |
1.1839 |
1.1803 |
| S1 |
1.1830 |
1.1794 |
|