CME Euro FX (E) Future December 2018
| Trading Metrics calculated at close of trading on 02-Aug-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Aug-2018 |
02-Aug-2018 |
Change |
Change % |
Previous Week |
| Open |
1.1813 |
1.1782 |
-0.0031 |
-0.3% |
1.1856 |
| High |
1.1819 |
1.1787 |
-0.0032 |
-0.3% |
1.1880 |
| Low |
1.1783 |
1.1704 |
-0.0079 |
-0.7% |
1.1750 |
| Close |
1.1787 |
1.1707 |
-0.0080 |
-0.7% |
1.1783 |
| Range |
0.0036 |
0.0083 |
0.0047 |
132.4% |
0.0130 |
| ATR |
0.0071 |
0.0072 |
0.0001 |
1.2% |
0.0000 |
| Volume |
312 |
680 |
368 |
117.9% |
1,900 |
|
| Daily Pivots for day following 02-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1980 |
1.1926 |
1.1752 |
|
| R3 |
1.1898 |
1.1844 |
1.1730 |
|
| R2 |
1.1815 |
1.1815 |
1.1722 |
|
| R1 |
1.1761 |
1.1761 |
1.1715 |
1.1747 |
| PP |
1.1733 |
1.1733 |
1.1733 |
1.1725 |
| S1 |
1.1679 |
1.1679 |
1.1699 |
1.1664 |
| S2 |
1.1650 |
1.1650 |
1.1692 |
|
| S3 |
1.1568 |
1.1596 |
1.1684 |
|
| S4 |
1.1485 |
1.1514 |
1.1662 |
|
|
| 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 |
1.1704 |
0.0167 |
1.4% |
0.0055 |
0.5% |
2% |
False |
True |
483 |
| 10 |
1.1880 |
1.1704 |
0.0176 |
1.5% |
0.0067 |
0.6% |
2% |
False |
True |
419 |
| 20 |
1.1936 |
1.1704 |
0.0232 |
2.0% |
0.0068 |
0.6% |
1% |
False |
True |
465 |
| 40 |
1.2014 |
1.1669 |
0.0345 |
2.9% |
0.0076 |
0.7% |
11% |
False |
False |
468 |
| 60 |
1.2194 |
1.1669 |
0.0525 |
4.5% |
0.0077 |
0.7% |
7% |
False |
False |
440 |
| 80 |
1.2653 |
1.1669 |
0.0985 |
8.4% |
0.0073 |
0.6% |
4% |
False |
False |
357 |
| 100 |
1.2735 |
1.1669 |
0.1067 |
9.1% |
0.0072 |
0.6% |
4% |
False |
False |
304 |
| 120 |
1.2836 |
1.1669 |
0.1167 |
10.0% |
0.0072 |
0.6% |
3% |
False |
False |
265 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2137 |
|
2.618 |
1.2002 |
|
1.618 |
1.1920 |
|
1.000 |
1.1869 |
|
0.618 |
1.1837 |
|
HIGH |
1.1787 |
|
0.618 |
1.1755 |
|
0.500 |
1.1745 |
|
0.382 |
1.1736 |
|
LOW |
1.1704 |
|
0.618 |
1.1653 |
|
1.000 |
1.1622 |
|
1.618 |
1.1571 |
|
2.618 |
1.1488 |
|
4.250 |
1.1353 |
|
|
| Fisher Pivots for day following 02-Aug-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.1745 |
1.1788 |
| PP |
1.1733 |
1.1761 |
| S1 |
1.1720 |
1.1734 |
|