CME Euro FX (E) Future March 2019
| Trading Metrics calculated at close of trading on 02-Jul-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jun-2018 |
02-Jul-2018 |
Change |
Change % |
Previous Week |
| Open |
1.1869 |
1.1885 |
0.0017 |
0.1% |
1.1942 |
| High |
1.1924 |
1.1885 |
-0.0039 |
-0.3% |
1.1969 |
| Low |
1.1869 |
1.1843 |
-0.0026 |
-0.2% |
1.1771 |
| Close |
1.1917 |
1.1853 |
-0.0064 |
-0.5% |
1.1917 |
| Range |
0.0055 |
0.0042 |
-0.0013 |
-23.6% |
0.0198 |
| ATR |
0.0078 |
0.0077 |
0.0000 |
-0.4% |
0.0000 |
| Volume |
36 |
34 |
-2 |
-5.6% |
106 |
|
| Daily Pivots for day following 02-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1986 |
1.1962 |
1.1876 |
|
| R3 |
1.1944 |
1.1920 |
1.1865 |
|
| R2 |
1.1902 |
1.1902 |
1.1861 |
|
| R1 |
1.1878 |
1.1878 |
1.1857 |
1.1869 |
| PP |
1.1860 |
1.1860 |
1.1860 |
1.1856 |
| S1 |
1.1836 |
1.1836 |
1.1849 |
1.1827 |
| S2 |
1.1818 |
1.1818 |
1.1845 |
|
| S3 |
1.1776 |
1.1794 |
1.1841 |
|
| S4 |
1.1734 |
1.1752 |
1.1830 |
|
|
| Weekly Pivots for week ending 29-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2479 |
1.2396 |
1.2025 |
|
| R3 |
1.2281 |
1.2198 |
1.1971 |
|
| R2 |
1.2083 |
1.2083 |
1.1953 |
|
| R1 |
1.2000 |
1.2000 |
1.1935 |
1.1943 |
| PP |
1.1885 |
1.1885 |
1.1885 |
1.1857 |
| S1 |
1.1802 |
1.1802 |
1.1898 |
1.1745 |
| S2 |
1.1687 |
1.1687 |
1.1880 |
|
| S3 |
1.1489 |
1.1604 |
1.1862 |
|
| S4 |
1.1291 |
1.1406 |
1.1808 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1969 |
1.1771 |
0.0198 |
1.7% |
0.0070 |
0.6% |
42% |
False |
False |
24 |
| 10 |
1.1969 |
1.1767 |
0.0202 |
1.7% |
0.0058 |
0.5% |
43% |
False |
False |
37 |
| 20 |
1.2110 |
1.1767 |
0.0343 |
2.9% |
0.0063 |
0.5% |
25% |
False |
False |
42 |
| 40 |
1.2296 |
1.1767 |
0.0529 |
4.5% |
0.0066 |
0.6% |
16% |
False |
False |
40 |
| 60 |
1.2732 |
1.1767 |
0.0965 |
8.1% |
0.0057 |
0.5% |
9% |
False |
False |
34 |
| 80 |
1.2827 |
1.1767 |
0.1061 |
8.9% |
0.0052 |
0.4% |
8% |
False |
False |
27 |
| 100 |
1.2929 |
1.1767 |
0.1162 |
9.8% |
0.0050 |
0.4% |
7% |
False |
False |
25 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2064 |
|
2.618 |
1.1995 |
|
1.618 |
1.1953 |
|
1.000 |
1.1927 |
|
0.618 |
1.1911 |
|
HIGH |
1.1885 |
|
0.618 |
1.1869 |
|
0.500 |
1.1864 |
|
0.382 |
1.1859 |
|
LOW |
1.1843 |
|
0.618 |
1.1817 |
|
1.000 |
1.1801 |
|
1.618 |
1.1775 |
|
2.618 |
1.1733 |
|
4.250 |
1.1665 |
|
|
| Fisher Pivots for day following 02-Jul-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.1864 |
1.1851 |
| PP |
1.1860 |
1.1849 |
| S1 |
1.1857 |
1.1847 |
|