CME Euro FX (E) Future March 2019
| Trading Metrics calculated at close of trading on 17-Jul-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jul-2018 |
17-Jul-2018 |
Change |
Change % |
Previous Week |
| Open |
1.1954 |
1.1959 |
0.0005 |
0.0% |
1.1989 |
| High |
1.1955 |
1.1959 |
0.0004 |
0.0% |
1.1997 |
| Low |
1.1938 |
1.1886 |
-0.0052 |
-0.4% |
1.1849 |
| Close |
1.1947 |
1.1896 |
-0.0051 |
-0.4% |
1.1910 |
| Range |
0.0018 |
0.0073 |
0.0056 |
317.1% |
0.0148 |
| ATR |
0.0062 |
0.0063 |
0.0001 |
1.3% |
0.0000 |
| Volume |
41 |
36 |
-5 |
-12.2% |
119 |
|
| Daily Pivots for day following 17-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2132 |
1.2087 |
1.1936 |
|
| R3 |
1.2059 |
1.2014 |
1.1916 |
|
| R2 |
1.1986 |
1.1986 |
1.1909 |
|
| R1 |
1.1941 |
1.1941 |
1.1902 |
1.1927 |
| PP |
1.1913 |
1.1913 |
1.1913 |
1.1906 |
| S1 |
1.1868 |
1.1868 |
1.1889 |
1.1854 |
| S2 |
1.1840 |
1.1840 |
1.1882 |
|
| S3 |
1.1767 |
1.1795 |
1.1875 |
|
| S4 |
1.1694 |
1.1722 |
1.1855 |
|
|
| 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 |
1.1984 |
1.1849 |
0.0135 |
1.1% |
0.0047 |
0.4% |
35% |
False |
False |
23 |
| 10 |
1.2003 |
1.1849 |
0.0154 |
1.3% |
0.0035 |
0.3% |
30% |
False |
False |
32 |
| 20 |
1.2003 |
1.1767 |
0.0237 |
2.0% |
0.0047 |
0.4% |
55% |
False |
False |
34 |
| 40 |
1.2121 |
1.1767 |
0.0355 |
3.0% |
0.0061 |
0.5% |
36% |
False |
False |
43 |
| 60 |
1.2578 |
1.1767 |
0.0812 |
6.8% |
0.0058 |
0.5% |
16% |
False |
False |
39 |
| 80 |
1.2827 |
1.1767 |
0.1061 |
8.9% |
0.0050 |
0.4% |
12% |
False |
False |
30 |
| 100 |
1.2827 |
1.1767 |
0.1061 |
8.9% |
0.0049 |
0.4% |
12% |
False |
False |
26 |
| 120 |
1.2929 |
1.1767 |
0.1162 |
9.8% |
0.0051 |
0.4% |
11% |
False |
False |
25 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2269 |
|
2.618 |
1.2150 |
|
1.618 |
1.2077 |
|
1.000 |
1.2032 |
|
0.618 |
1.2004 |
|
HIGH |
1.1959 |
|
0.618 |
1.1931 |
|
0.500 |
1.1922 |
|
0.382 |
1.1913 |
|
LOW |
1.1886 |
|
0.618 |
1.1840 |
|
1.000 |
1.1813 |
|
1.618 |
1.1767 |
|
2.618 |
1.1694 |
|
4.250 |
1.1575 |
|
|
| Fisher Pivots for day following 17-Jul-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.1922 |
1.1904 |
| PP |
1.1913 |
1.1901 |
| S1 |
1.1904 |
1.1898 |
|