CME Euro FX (E) Future March 2019
| Trading Metrics calculated at close of trading on 11-Jul-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jul-2018 |
11-Jul-2018 |
Change |
Change % |
Previous Week |
| Open |
1.1962 |
1.1968 |
0.0006 |
0.1% |
1.1885 |
| High |
1.1986 |
1.1984 |
-0.0002 |
0.0% |
1.2003 |
| Low |
1.1962 |
1.1910 |
-0.0052 |
-0.4% |
1.1843 |
| Close |
1.1986 |
1.1910 |
-0.0076 |
-0.6% |
1.1986 |
| Range |
0.0024 |
0.0074 |
0.0050 |
206.3% |
0.0160 |
| ATR |
0.0067 |
0.0068 |
0.0001 |
0.9% |
0.0000 |
| Volume |
16 |
11 |
-5 |
-31.3% |
162 |
|
| Daily Pivots for day following 11-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2155 |
1.2106 |
1.1950 |
|
| R3 |
1.2082 |
1.2033 |
1.1930 |
|
| R2 |
1.2008 |
1.2008 |
1.1923 |
|
| R1 |
1.1959 |
1.1959 |
1.1917 |
1.1947 |
| PP |
1.1935 |
1.1935 |
1.1935 |
1.1928 |
| S1 |
1.1886 |
1.1886 |
1.1903 |
1.1873 |
| S2 |
1.1861 |
1.1861 |
1.1897 |
|
| S3 |
1.1788 |
1.1812 |
1.1890 |
|
| S4 |
1.1714 |
1.1739 |
1.1870 |
|
|
| 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 |
1.1910 |
0.0093 |
0.8% |
0.0035 |
0.3% |
0% |
False |
True |
33 |
| 10 |
1.2003 |
1.1771 |
0.0233 |
2.0% |
0.0046 |
0.4% |
60% |
False |
False |
33 |
| 20 |
1.2097 |
1.1767 |
0.0331 |
2.8% |
0.0059 |
0.5% |
43% |
False |
False |
37 |
| 40 |
1.2222 |
1.1767 |
0.0455 |
3.8% |
0.0063 |
0.5% |
32% |
False |
False |
42 |
| 60 |
1.2728 |
1.1767 |
0.0962 |
8.1% |
0.0057 |
0.5% |
15% |
False |
False |
37 |
| 80 |
1.2827 |
1.1767 |
0.1061 |
8.9% |
0.0051 |
0.4% |
14% |
False |
False |
29 |
| 100 |
1.2929 |
1.1767 |
0.1162 |
9.8% |
0.0049 |
0.4% |
12% |
False |
False |
26 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2296 |
|
2.618 |
1.2176 |
|
1.618 |
1.2102 |
|
1.000 |
1.2057 |
|
0.618 |
1.2029 |
|
HIGH |
1.1984 |
|
0.618 |
1.1955 |
|
0.500 |
1.1947 |
|
0.382 |
1.1938 |
|
LOW |
1.1910 |
|
0.618 |
1.1865 |
|
1.000 |
1.1837 |
|
1.618 |
1.1791 |
|
2.618 |
1.1718 |
|
4.250 |
1.1598 |
|
|
| Fisher Pivots for day following 11-Jul-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.1947 |
1.1954 |
| PP |
1.1935 |
1.1939 |
| S1 |
1.1922 |
1.1925 |
|