CME Euro FX (E) Future March 2019
| Trading Metrics calculated at close of trading on 16-Jul-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jul-2018 |
16-Jul-2018 |
Change |
Change % |
Previous Week |
| Open |
1.1877 |
1.1954 |
0.0077 |
0.6% |
1.1989 |
| High |
1.1910 |
1.1955 |
0.0046 |
0.4% |
1.1997 |
| Low |
1.1849 |
1.1938 |
0.0089 |
0.7% |
1.1849 |
| Close |
1.1910 |
1.1947 |
0.0037 |
0.3% |
1.1910 |
| Range |
0.0061 |
0.0018 |
-0.0043 |
-71.1% |
0.0148 |
| ATR |
0.0063 |
0.0062 |
-0.0001 |
-2.0% |
0.0000 |
| Volume |
20 |
41 |
21 |
105.0% |
119 |
|
| Daily Pivots for day following 16-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1999 |
1.1990 |
1.1956 |
|
| R3 |
1.1981 |
1.1973 |
1.1951 |
|
| R2 |
1.1964 |
1.1964 |
1.1950 |
|
| R1 |
1.1955 |
1.1955 |
1.1948 |
1.1951 |
| PP |
1.1946 |
1.1946 |
1.1946 |
1.1944 |
| S1 |
1.1938 |
1.1938 |
1.1945 |
1.1933 |
| S2 |
1.1929 |
1.1929 |
1.1943 |
|
| S3 |
1.1911 |
1.1920 |
1.1942 |
|
| S4 |
1.1894 |
1.1903 |
1.1937 |
|
|
| Weekly Pivots for week ending 13-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2363 |
1.2284 |
1.1991 |
|
| R3 |
1.2215 |
1.2136 |
1.1950 |
|
| R2 |
1.2067 |
1.2067 |
1.1937 |
|
| R1 |
1.1988 |
1.1988 |
1.1923 |
1.1953 |
| PP |
1.1919 |
1.1919 |
1.1919 |
1.1901 |
| S1 |
1.1840 |
1.1840 |
1.1896 |
1.1805 |
| S2 |
1.1771 |
1.1771 |
1.1882 |
|
| S3 |
1.1623 |
1.1692 |
1.1869 |
|
| S4 |
1.1475 |
1.1544 |
1.1828 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1986 |
1.1849 |
0.0137 |
1.1% |
0.0037 |
0.3% |
71% |
False |
False |
19 |
| 10 |
1.2003 |
1.1843 |
0.0160 |
1.3% |
0.0032 |
0.3% |
65% |
False |
False |
32 |
| 20 |
1.2003 |
1.1767 |
0.0237 |
2.0% |
0.0046 |
0.4% |
76% |
False |
False |
34 |
| 40 |
1.2121 |
1.1767 |
0.0355 |
3.0% |
0.0060 |
0.5% |
51% |
False |
False |
43 |
| 60 |
1.2625 |
1.1767 |
0.0859 |
7.2% |
0.0057 |
0.5% |
21% |
False |
False |
38 |
| 80 |
1.2827 |
1.1767 |
0.1061 |
8.9% |
0.0050 |
0.4% |
17% |
False |
False |
30 |
| 100 |
1.2827 |
1.1767 |
0.1061 |
8.9% |
0.0048 |
0.4% |
17% |
False |
False |
26 |
| 120 |
1.2929 |
1.1767 |
0.1162 |
9.7% |
0.0051 |
0.4% |
15% |
False |
False |
25 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2029 |
|
2.618 |
1.2001 |
|
1.618 |
1.1983 |
|
1.000 |
1.1973 |
|
0.618 |
1.1966 |
|
HIGH |
1.1955 |
|
0.618 |
1.1948 |
|
0.500 |
1.1946 |
|
0.382 |
1.1944 |
|
LOW |
1.1938 |
|
0.618 |
1.1927 |
|
1.000 |
1.1920 |
|
1.618 |
1.1909 |
|
2.618 |
1.1892 |
|
4.250 |
1.1863 |
|
|
| Fisher Pivots for day following 16-Jul-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.1946 |
1.1932 |
| PP |
1.1946 |
1.1917 |
| S1 |
1.1946 |
1.1902 |
|