CME Euro FX (E) Future March 2019
| Trading Metrics calculated at close of trading on 12-Jul-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jul-2018 |
12-Jul-2018 |
Change |
Change % |
Previous Week |
| Open |
1.1968 |
1.1914 |
-0.0054 |
-0.5% |
1.1885 |
| High |
1.1984 |
1.1914 |
-0.0070 |
-0.6% |
1.2003 |
| Low |
1.1910 |
1.1906 |
-0.0005 |
0.0% |
1.1843 |
| Close |
1.1910 |
1.1906 |
-0.0005 |
0.0% |
1.1986 |
| Range |
0.0074 |
0.0009 |
-0.0065 |
-88.4% |
0.0160 |
| ATR |
0.0068 |
0.0063 |
-0.0004 |
-6.2% |
0.0000 |
| Volume |
11 |
10 |
-1 |
-9.1% |
162 |
|
| Daily Pivots for day following 12-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1934 |
1.1928 |
1.1910 |
|
| R3 |
1.1925 |
1.1920 |
1.1908 |
|
| R2 |
1.1917 |
1.1917 |
1.1907 |
|
| R1 |
1.1911 |
1.1911 |
1.1906 |
1.1910 |
| PP |
1.1908 |
1.1908 |
1.1908 |
1.1908 |
| S1 |
1.1903 |
1.1903 |
1.1905 |
1.1901 |
| S2 |
1.1900 |
1.1900 |
1.1904 |
|
| S3 |
1.1891 |
1.1894 |
1.1903 |
|
| S4 |
1.1883 |
1.1886 |
1.1901 |
|
|
| 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 |
1.1906 |
0.0098 |
0.8% |
0.0033 |
0.3% |
0% |
False |
True |
27 |
| 10 |
1.2003 |
1.1771 |
0.0233 |
2.0% |
0.0036 |
0.3% |
58% |
False |
False |
32 |
| 20 |
1.2097 |
1.1767 |
0.0331 |
2.8% |
0.0057 |
0.5% |
42% |
False |
False |
38 |
| 40 |
1.2144 |
1.1767 |
0.0377 |
3.2% |
0.0061 |
0.5% |
37% |
False |
False |
42 |
| 60 |
1.2728 |
1.1767 |
0.0962 |
8.1% |
0.0057 |
0.5% |
14% |
False |
False |
37 |
| 80 |
1.2827 |
1.1767 |
0.1061 |
8.9% |
0.0050 |
0.4% |
13% |
False |
False |
29 |
| 100 |
1.2827 |
1.1767 |
0.1061 |
8.9% |
0.0048 |
0.4% |
13% |
False |
False |
26 |
| 120 |
1.2929 |
1.1767 |
0.1162 |
9.8% |
0.0051 |
0.4% |
12% |
False |
False |
25 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1950 |
|
2.618 |
1.1936 |
|
1.618 |
1.1928 |
|
1.000 |
1.1923 |
|
0.618 |
1.1919 |
|
HIGH |
1.1914 |
|
0.618 |
1.1911 |
|
0.500 |
1.1910 |
|
0.382 |
1.1909 |
|
LOW |
1.1906 |
|
0.618 |
1.1900 |
|
1.000 |
1.1897 |
|
1.618 |
1.1892 |
|
2.618 |
1.1883 |
|
4.250 |
1.1869 |
|
|
| Fisher Pivots for day following 12-Jul-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.1910 |
1.1946 |
| PP |
1.1908 |
1.1932 |
| S1 |
1.1907 |
1.1919 |
|