CME Euro FX (E) Future December 2018
| Trading Metrics calculated at close of trading on 01-Aug-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jul-2018 |
01-Aug-2018 |
Change |
Change % |
Previous Week |
| Open |
1.1840 |
1.1813 |
-0.0027 |
-0.2% |
1.1856 |
| High |
1.1871 |
1.1819 |
-0.0053 |
-0.4% |
1.1880 |
| Low |
1.1819 |
1.1783 |
-0.0036 |
-0.3% |
1.1750 |
| Close |
1.1823 |
1.1787 |
-0.0036 |
-0.3% |
1.1783 |
| Range |
0.0053 |
0.0036 |
-0.0017 |
-32.4% |
0.0130 |
| ATR |
0.0073 |
0.0071 |
-0.0002 |
-3.2% |
0.0000 |
| Volume |
355 |
312 |
-43 |
-12.1% |
1,900 |
|
| Daily Pivots for day following 01-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1903 |
1.1880 |
1.1807 |
|
| R3 |
1.1867 |
1.1845 |
1.1797 |
|
| R2 |
1.1832 |
1.1832 |
1.1794 |
|
| R1 |
1.1809 |
1.1809 |
1.1790 |
1.1803 |
| PP |
1.1796 |
1.1796 |
1.1796 |
1.1793 |
| S1 |
1.1774 |
1.1774 |
1.1784 |
1.1767 |
| S2 |
1.1761 |
1.1761 |
1.1780 |
|
| S3 |
1.1725 |
1.1738 |
1.1777 |
|
| S4 |
1.1690 |
1.1703 |
1.1767 |
|
|
| Weekly Pivots for week ending 27-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2193 |
1.2117 |
1.1854 |
|
| R3 |
1.2063 |
1.1988 |
1.1819 |
|
| R2 |
1.1934 |
1.1934 |
1.1807 |
|
| R1 |
1.1858 |
1.1858 |
1.1795 |
1.1831 |
| PP |
1.1804 |
1.1804 |
1.1804 |
1.1791 |
| S1 |
1.1729 |
1.1729 |
1.1771 |
1.1702 |
| S2 |
1.1675 |
1.1675 |
1.1759 |
|
| S3 |
1.1545 |
1.1599 |
1.1747 |
|
| S4 |
1.1416 |
1.1470 |
1.1712 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1871 |
1.1750 |
0.0121 |
1.0% |
0.0059 |
0.5% |
31% |
False |
False |
427 |
| 10 |
1.1880 |
1.1709 |
0.0171 |
1.4% |
0.0069 |
0.6% |
46% |
False |
False |
396 |
| 20 |
1.1936 |
1.1709 |
0.0227 |
1.9% |
0.0067 |
0.6% |
34% |
False |
False |
457 |
| 40 |
1.2014 |
1.1669 |
0.0345 |
2.9% |
0.0076 |
0.6% |
34% |
False |
False |
457 |
| 60 |
1.2194 |
1.1669 |
0.0525 |
4.5% |
0.0077 |
0.7% |
23% |
False |
False |
431 |
| 80 |
1.2653 |
1.1669 |
0.0985 |
8.4% |
0.0072 |
0.6% |
12% |
False |
False |
350 |
| 100 |
1.2735 |
1.1669 |
0.1067 |
9.0% |
0.0072 |
0.6% |
11% |
False |
False |
299 |
| 120 |
1.2836 |
1.1669 |
0.1167 |
9.9% |
0.0072 |
0.6% |
10% |
False |
False |
260 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1969 |
|
2.618 |
1.1911 |
|
1.618 |
1.1876 |
|
1.000 |
1.1854 |
|
0.618 |
1.1840 |
|
HIGH |
1.1819 |
|
0.618 |
1.1805 |
|
0.500 |
1.1801 |
|
0.382 |
1.1797 |
|
LOW |
1.1783 |
|
0.618 |
1.1761 |
|
1.000 |
1.1748 |
|
1.618 |
1.1726 |
|
2.618 |
1.1690 |
|
4.250 |
1.1632 |
|
|
| Fisher Pivots for day following 01-Aug-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.1801 |
1.1823 |
| PP |
1.1796 |
1.1811 |
| S1 |
1.1792 |
1.1799 |
|