CME Euro FX (E) Future December 2018
| Trading Metrics calculated at close of trading on 23-Aug-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Aug-2018 |
23-Aug-2018 |
Change |
Change % |
Previous Week |
| Open |
1.1676 |
1.1700 |
0.0025 |
0.2% |
1.1500 |
| High |
1.1727 |
1.1701 |
-0.0026 |
-0.2% |
1.1549 |
| Low |
1.1658 |
1.1631 |
-0.0027 |
-0.2% |
1.1410 |
| Close |
1.1692 |
1.1638 |
-0.0054 |
-0.5% |
1.1549 |
| Range |
0.0069 |
0.0070 |
0.0001 |
1.4% |
0.0140 |
| ATR |
0.0078 |
0.0078 |
-0.0001 |
-0.7% |
0.0000 |
| Volume |
9,368 |
3,674 |
-5,694 |
-60.8% |
13,166 |
|
| Daily Pivots for day following 23-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1866 |
1.1822 |
1.1677 |
|
| R3 |
1.1796 |
1.1752 |
1.1657 |
|
| R2 |
1.1726 |
1.1726 |
1.1651 |
|
| R1 |
1.1682 |
1.1682 |
1.1644 |
1.1669 |
| PP |
1.1656 |
1.1656 |
1.1656 |
1.1650 |
| S1 |
1.1612 |
1.1612 |
1.1632 |
1.1599 |
| S2 |
1.1586 |
1.1586 |
1.1625 |
|
| S3 |
1.1516 |
1.1542 |
1.1619 |
|
| S4 |
1.1446 |
1.1472 |
1.1600 |
|
|
| 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 |
1.1727 |
1.1477 |
0.0250 |
2.1% |
0.0083 |
0.7% |
65% |
False |
False |
4,369 |
| 10 |
1.1727 |
1.1410 |
0.0317 |
2.7% |
0.0084 |
0.7% |
72% |
False |
False |
3,496 |
| 20 |
1.1871 |
1.1410 |
0.0462 |
4.0% |
0.0070 |
0.6% |
50% |
False |
False |
2,040 |
| 40 |
1.1936 |
1.1410 |
0.0526 |
4.5% |
0.0072 |
0.6% |
43% |
False |
False |
1,239 |
| 60 |
1.2014 |
1.1410 |
0.0604 |
5.2% |
0.0075 |
0.6% |
38% |
False |
False |
971 |
| 80 |
1.2248 |
1.1410 |
0.0839 |
7.2% |
0.0076 |
0.7% |
27% |
False |
False |
817 |
| 100 |
1.2653 |
1.1410 |
0.1244 |
10.7% |
0.0072 |
0.6% |
18% |
False |
False |
676 |
| 120 |
1.2735 |
1.1410 |
0.1326 |
11.4% |
0.0072 |
0.6% |
17% |
False |
False |
576 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1998 |
|
2.618 |
1.1884 |
|
1.618 |
1.1814 |
|
1.000 |
1.1771 |
|
0.618 |
1.1744 |
|
HIGH |
1.1701 |
|
0.618 |
1.1674 |
|
0.500 |
1.1666 |
|
0.382 |
1.1657 |
|
LOW |
1.1631 |
|
0.618 |
1.1587 |
|
1.000 |
1.1561 |
|
1.618 |
1.1517 |
|
2.618 |
1.1447 |
|
4.250 |
1.1333 |
|
|
| Fisher Pivots for day following 23-Aug-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.1666 |
1.1659 |
| PP |
1.1656 |
1.1652 |
| S1 |
1.1647 |
1.1645 |
|