CME Euro FX (E) Future December 2018
| Trading Metrics calculated at close of trading on 24-Aug-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Aug-2018 |
24-Aug-2018 |
Change |
Change % |
Previous Week |
| Open |
1.1700 |
1.1644 |
-0.0056 |
-0.5% |
1.1541 |
| High |
1.1701 |
1.1740 |
0.0040 |
0.3% |
1.1740 |
| Low |
1.1631 |
1.1637 |
0.0007 |
0.1% |
1.1500 |
| Close |
1.1638 |
1.1727 |
0.0089 |
0.8% |
1.1727 |
| Range |
0.0070 |
0.0103 |
0.0033 |
47.1% |
0.0241 |
| ATR |
0.0078 |
0.0079 |
0.0002 |
2.3% |
0.0000 |
| Volume |
3,674 |
1,669 |
-2,005 |
-54.6% |
21,808 |
|
| Daily Pivots for day following 24-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2010 |
1.1971 |
1.1783 |
|
| R3 |
1.1907 |
1.1868 |
1.1755 |
|
| R2 |
1.1804 |
1.1804 |
1.1745 |
|
| R1 |
1.1765 |
1.1765 |
1.1736 |
1.1785 |
| PP |
1.1701 |
1.1701 |
1.1701 |
1.1711 |
| S1 |
1.1662 |
1.1662 |
1.1717 |
1.1682 |
| S2 |
1.1598 |
1.1598 |
1.1708 |
|
| S3 |
1.1495 |
1.1559 |
1.1698 |
|
| S4 |
1.1392 |
1.1456 |
1.1670 |
|
|
| Weekly Pivots for week ending 24-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2377 |
1.2292 |
1.1859 |
|
| R3 |
1.2136 |
1.2052 |
1.1793 |
|
| R2 |
1.1896 |
1.1896 |
1.1771 |
|
| R1 |
1.1811 |
1.1811 |
1.1749 |
1.1854 |
| PP |
1.1655 |
1.1655 |
1.1655 |
1.1677 |
| S1 |
1.1571 |
1.1571 |
1.1704 |
1.1613 |
| S2 |
1.1415 |
1.1415 |
1.1682 |
|
| S3 |
1.1174 |
1.1330 |
1.1660 |
|
| S4 |
1.0934 |
1.1090 |
1.1594 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1740 |
1.1500 |
0.0241 |
2.1% |
0.0089 |
0.8% |
94% |
True |
False |
4,361 |
| 10 |
1.1740 |
1.1410 |
0.0331 |
2.8% |
0.0080 |
0.7% |
96% |
True |
False |
3,497 |
| 20 |
1.1871 |
1.1410 |
0.0462 |
3.9% |
0.0073 |
0.6% |
69% |
False |
False |
2,100 |
| 40 |
1.1936 |
1.1410 |
0.0526 |
4.5% |
0.0072 |
0.6% |
60% |
False |
False |
1,271 |
| 60 |
1.2014 |
1.1410 |
0.0604 |
5.2% |
0.0075 |
0.6% |
52% |
False |
False |
995 |
| 80 |
1.2223 |
1.1410 |
0.0814 |
6.9% |
0.0077 |
0.7% |
39% |
False |
False |
837 |
| 100 |
1.2653 |
1.1410 |
0.1244 |
10.6% |
0.0073 |
0.6% |
25% |
False |
False |
692 |
| 120 |
1.2735 |
1.1410 |
0.1326 |
11.3% |
0.0073 |
0.6% |
24% |
False |
False |
590 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2178 |
|
2.618 |
1.2010 |
|
1.618 |
1.1907 |
|
1.000 |
1.1843 |
|
0.618 |
1.1804 |
|
HIGH |
1.1740 |
|
0.618 |
1.1701 |
|
0.500 |
1.1689 |
|
0.382 |
1.1676 |
|
LOW |
1.1637 |
|
0.618 |
1.1573 |
|
1.000 |
1.1534 |
|
1.618 |
1.1470 |
|
2.618 |
1.1367 |
|
4.250 |
1.1199 |
|
|
| Fisher Pivots for day following 24-Aug-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.1714 |
1.1713 |
| PP |
1.1701 |
1.1699 |
| S1 |
1.1689 |
1.1685 |
|