CME Euro FX (E) Future March 2019
| Trading Metrics calculated at close of trading on 09-Jul-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jul-2018 |
09-Jul-2018 |
Change |
Change % |
Previous Week |
| Open |
1.1954 |
1.1989 |
0.0036 |
0.3% |
1.1885 |
| High |
1.2003 |
1.1997 |
-0.0006 |
0.0% |
1.2003 |
| Low |
1.1954 |
1.1986 |
0.0032 |
0.3% |
1.1843 |
| Close |
1.1986 |
1.1992 |
0.0006 |
0.0% |
1.1986 |
| Range |
0.0050 |
0.0012 |
-0.0038 |
-76.8% |
0.0160 |
| ATR |
0.0074 |
0.0070 |
-0.0004 |
-6.0% |
0.0000 |
| Volume |
40 |
62 |
22 |
55.0% |
162 |
|
| Daily Pivots for day following 09-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2026 |
1.2020 |
1.1998 |
|
| R3 |
1.2014 |
1.2009 |
1.1995 |
|
| R2 |
1.2003 |
1.2003 |
1.1994 |
|
| R1 |
1.1997 |
1.1997 |
1.1993 |
1.2000 |
| PP |
1.1991 |
1.1991 |
1.1991 |
1.1993 |
| S1 |
1.1986 |
1.1986 |
1.1990 |
1.1989 |
| S2 |
1.1980 |
1.1980 |
1.1989 |
|
| S3 |
1.1968 |
1.1974 |
1.1988 |
|
| S4 |
1.1957 |
1.1963 |
1.1985 |
|
|
| Weekly Pivots for week ending 06-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2424 |
1.2365 |
1.2074 |
|
| R3 |
1.2264 |
1.2205 |
1.2030 |
|
| R2 |
1.2104 |
1.2104 |
1.2015 |
|
| R1 |
1.2045 |
1.2045 |
1.2001 |
1.2075 |
| PP |
1.1944 |
1.1944 |
1.1944 |
1.1959 |
| S1 |
1.1885 |
1.1885 |
1.1971 |
1.1915 |
| S2 |
1.1784 |
1.1784 |
1.1957 |
|
| S3 |
1.1624 |
1.1725 |
1.1942 |
|
| S4 |
1.1464 |
1.1565 |
1.1898 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2003 |
1.1843 |
0.0160 |
1.3% |
0.0028 |
0.2% |
93% |
False |
False |
44 |
| 10 |
1.2003 |
1.1771 |
0.0233 |
1.9% |
0.0046 |
0.4% |
95% |
False |
False |
33 |
| 20 |
1.2097 |
1.1767 |
0.0331 |
2.8% |
0.0058 |
0.5% |
68% |
False |
False |
40 |
| 40 |
1.2296 |
1.1767 |
0.0529 |
4.4% |
0.0063 |
0.5% |
43% |
False |
False |
43 |
| 60 |
1.2732 |
1.1767 |
0.0965 |
8.0% |
0.0057 |
0.5% |
23% |
False |
False |
37 |
| 80 |
1.2827 |
1.1767 |
0.1061 |
8.8% |
0.0051 |
0.4% |
21% |
False |
False |
29 |
| 100 |
1.2929 |
1.1767 |
0.1162 |
9.7% |
0.0050 |
0.4% |
19% |
False |
False |
26 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2046 |
|
2.618 |
1.2027 |
|
1.618 |
1.2016 |
|
1.000 |
1.2009 |
|
0.618 |
1.2004 |
|
HIGH |
1.1997 |
|
0.618 |
1.1993 |
|
0.500 |
1.1991 |
|
0.382 |
1.1990 |
|
LOW |
1.1986 |
|
0.618 |
1.1978 |
|
1.000 |
1.1974 |
|
1.618 |
1.1967 |
|
2.618 |
1.1955 |
|
4.250 |
1.1937 |
|
|
| Fisher Pivots for day following 09-Jul-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.1991 |
1.1982 |
| PP |
1.1991 |
1.1972 |
| S1 |
1.1991 |
1.1962 |
|