CME Euro FX (E) Future December 2018
| Trading Metrics calculated at close of trading on 07-Aug-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Aug-2018 |
07-Aug-2018 |
Change |
Change % |
Previous Week |
| Open |
1.1683 |
1.1680 |
-0.0003 |
0.0% |
1.1785 |
| High |
1.1684 |
1.1720 |
0.0036 |
0.3% |
1.1871 |
| Low |
1.1649 |
1.1675 |
0.0027 |
0.2% |
1.1681 |
| Close |
1.1675 |
1.1713 |
0.0038 |
0.3% |
1.1698 |
| Range |
0.0036 |
0.0045 |
0.0009 |
25.4% |
0.0191 |
| ATR |
0.0069 |
0.0067 |
-0.0002 |
-2.5% |
0.0000 |
| Volume |
670 |
373 |
-297 |
-44.3% |
2,605 |
|
| Daily Pivots for day following 07-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1836 |
1.1819 |
1.1737 |
|
| R3 |
1.1791 |
1.1774 |
1.1725 |
|
| R2 |
1.1747 |
1.1747 |
1.1721 |
|
| R1 |
1.1730 |
1.1730 |
1.1717 |
1.1738 |
| PP |
1.1702 |
1.1702 |
1.1702 |
1.1707 |
| S1 |
1.1685 |
1.1685 |
1.1708 |
1.1694 |
| S2 |
1.1658 |
1.1658 |
1.1704 |
|
| S3 |
1.1613 |
1.1641 |
1.1700 |
|
| S4 |
1.1569 |
1.1596 |
1.1688 |
|
|
| Weekly Pivots for week ending 03-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2321 |
1.2200 |
1.1802 |
|
| R3 |
1.2131 |
1.2009 |
1.1750 |
|
| R2 |
1.1940 |
1.1940 |
1.1732 |
|
| R1 |
1.1819 |
1.1819 |
1.1715 |
1.1784 |
| PP |
1.1750 |
1.1750 |
1.1750 |
1.1732 |
| S1 |
1.1628 |
1.1628 |
1.1680 |
1.1594 |
| S2 |
1.1559 |
1.1559 |
1.1663 |
|
| S3 |
1.1369 |
1.1438 |
1.1645 |
|
| S4 |
1.1178 |
1.1247 |
1.1593 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1819 |
1.1649 |
0.0170 |
1.5% |
0.0050 |
0.4% |
38% |
False |
False |
540 |
| 10 |
1.1871 |
1.1649 |
0.0223 |
1.9% |
0.0058 |
0.5% |
29% |
False |
False |
491 |
| 20 |
1.1900 |
1.1649 |
0.0252 |
2.1% |
0.0064 |
0.5% |
25% |
False |
False |
387 |
| 40 |
1.2010 |
1.1649 |
0.0362 |
3.1% |
0.0076 |
0.7% |
18% |
False |
False |
503 |
| 60 |
1.2194 |
1.1649 |
0.0545 |
4.7% |
0.0076 |
0.6% |
12% |
False |
False |
463 |
| 80 |
1.2653 |
1.1649 |
0.1005 |
8.6% |
0.0073 |
0.6% |
6% |
False |
False |
377 |
| 100 |
1.2735 |
1.1649 |
0.1087 |
9.3% |
0.0072 |
0.6% |
6% |
False |
False |
318 |
| 120 |
1.2836 |
1.1649 |
0.1187 |
10.1% |
0.0071 |
0.6% |
5% |
False |
False |
278 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1909 |
|
2.618 |
1.1836 |
|
1.618 |
1.1792 |
|
1.000 |
1.1764 |
|
0.618 |
1.1747 |
|
HIGH |
1.1720 |
|
0.618 |
1.1703 |
|
0.500 |
1.1697 |
|
0.382 |
1.1692 |
|
LOW |
1.1675 |
|
0.618 |
1.1647 |
|
1.000 |
1.1631 |
|
1.618 |
1.1603 |
|
2.618 |
1.1558 |
|
4.250 |
1.1486 |
|
|
| Fisher Pivots for day following 07-Aug-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.1707 |
1.1705 |
| PP |
1.1702 |
1.1697 |
| S1 |
1.1697 |
1.1689 |
|