CME Euro FX (E) Future December 2018
| Trading Metrics calculated at close of trading on 20-Aug-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Aug-2018 |
20-Aug-2018 |
Change |
Change % |
Previous Week |
| Open |
1.1477 |
1.1541 |
0.0064 |
0.6% |
1.1500 |
| High |
1.1549 |
1.1586 |
0.0037 |
0.3% |
1.1549 |
| Low |
1.1477 |
1.1500 |
0.0023 |
0.2% |
1.1410 |
| Close |
1.1549 |
1.1572 |
0.0023 |
0.2% |
1.1549 |
| Range |
0.0072 |
0.0086 |
0.0014 |
19.4% |
0.0140 |
| ATR |
0.0074 |
0.0075 |
0.0001 |
1.2% |
0.0000 |
| Volume |
1,708 |
1,825 |
117 |
6.9% |
13,166 |
|
| Daily Pivots for day following 20-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1810 |
1.1777 |
1.1619 |
|
| R3 |
1.1724 |
1.1691 |
1.1596 |
|
| R2 |
1.1638 |
1.1638 |
1.1588 |
|
| R1 |
1.1605 |
1.1605 |
1.1580 |
1.1622 |
| PP |
1.1552 |
1.1552 |
1.1552 |
1.1561 |
| S1 |
1.1519 |
1.1519 |
1.1564 |
1.1536 |
| S2 |
1.1466 |
1.1466 |
1.1556 |
|
| S3 |
1.1380 |
1.1433 |
1.1548 |
|
| S4 |
1.1294 |
1.1347 |
1.1525 |
|
|
| Weekly Pivots for week ending 17-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1921 |
1.1875 |
1.1626 |
|
| R3 |
1.1782 |
1.1735 |
1.1587 |
|
| R2 |
1.1642 |
1.1642 |
1.1575 |
|
| R1 |
1.1596 |
1.1596 |
1.1562 |
1.1619 |
| PP |
1.1503 |
1.1503 |
1.1503 |
1.1514 |
| S1 |
1.1456 |
1.1456 |
1.1536 |
1.1479 |
| S2 |
1.1363 |
1.1363 |
1.1523 |
|
| S3 |
1.1224 |
1.1317 |
1.1511 |
|
| S4 |
1.1084 |
1.1177 |
1.1472 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1586 |
1.1410 |
0.0176 |
1.5% |
0.0075 |
0.6% |
92% |
True |
False |
2,668 |
| 10 |
1.1744 |
1.1410 |
0.0334 |
2.9% |
0.0078 |
0.7% |
49% |
False |
False |
1,874 |
| 20 |
1.1871 |
1.1410 |
0.0462 |
4.0% |
0.0068 |
0.6% |
35% |
False |
False |
1,182 |
| 40 |
1.1936 |
1.1410 |
0.0526 |
4.5% |
0.0073 |
0.6% |
31% |
False |
False |
815 |
| 60 |
1.2014 |
1.1410 |
0.0604 |
5.2% |
0.0078 |
0.7% |
27% |
False |
False |
710 |
| 80 |
1.2347 |
1.1410 |
0.0938 |
8.1% |
0.0076 |
0.7% |
17% |
False |
False |
597 |
| 100 |
1.2653 |
1.1410 |
0.1244 |
10.7% |
0.0071 |
0.6% |
13% |
False |
False |
494 |
| 120 |
1.2735 |
1.1410 |
0.1326 |
11.5% |
0.0072 |
0.6% |
12% |
False |
False |
425 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1951 |
|
2.618 |
1.1811 |
|
1.618 |
1.1725 |
|
1.000 |
1.1672 |
|
0.618 |
1.1639 |
|
HIGH |
1.1586 |
|
0.618 |
1.1553 |
|
0.500 |
1.1543 |
|
0.382 |
1.1532 |
|
LOW |
1.1500 |
|
0.618 |
1.1446 |
|
1.000 |
1.1414 |
|
1.618 |
1.1360 |
|
2.618 |
1.1274 |
|
4.250 |
1.1134 |
|
|
| Fisher Pivots for day following 20-Aug-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.1562 |
1.1553 |
| PP |
1.1552 |
1.1534 |
| S1 |
1.1543 |
1.1515 |
|