CME Euro FX (E) Future March 2019
| Trading Metrics calculated at close of trading on 19-Jul-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jul-2018 |
19-Jul-2018 |
Change |
Change % |
Previous Week |
| Open |
1.1872 |
1.1831 |
-0.0041 |
-0.3% |
1.1989 |
| High |
1.1888 |
1.1895 |
0.0007 |
0.1% |
1.1997 |
| Low |
1.1847 |
1.1816 |
-0.0031 |
-0.3% |
1.1849 |
| Close |
1.1878 |
1.1871 |
-0.0008 |
-0.1% |
1.1910 |
| Range |
0.0042 |
0.0079 |
0.0038 |
90.4% |
0.0148 |
| ATR |
0.0062 |
0.0063 |
0.0001 |
2.0% |
0.0000 |
| Volume |
63 |
256 |
193 |
306.3% |
119 |
|
| Daily Pivots for day following 19-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2098 |
1.2063 |
1.1914 |
|
| R3 |
1.2019 |
1.1984 |
1.1892 |
|
| R2 |
1.1940 |
1.1940 |
1.1885 |
|
| R1 |
1.1905 |
1.1905 |
1.1878 |
1.1922 |
| PP |
1.1861 |
1.1861 |
1.1861 |
1.1869 |
| S1 |
1.1826 |
1.1826 |
1.1863 |
1.1843 |
| S2 |
1.1782 |
1.1782 |
1.1856 |
|
| S3 |
1.1703 |
1.1747 |
1.1849 |
|
| S4 |
1.1624 |
1.1668 |
1.1827 |
|
|
| 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 |
1.1959 |
1.1816 |
0.0143 |
1.2% |
0.0054 |
0.5% |
38% |
False |
True |
83 |
| 10 |
1.2003 |
1.1816 |
0.0187 |
1.6% |
0.0044 |
0.4% |
29% |
False |
True |
55 |
| 20 |
1.2003 |
1.1767 |
0.0237 |
2.0% |
0.0049 |
0.4% |
44% |
False |
False |
46 |
| 40 |
1.2110 |
1.1767 |
0.0343 |
2.9% |
0.0061 |
0.5% |
30% |
False |
False |
50 |
| 60 |
1.2538 |
1.1767 |
0.0772 |
6.5% |
0.0059 |
0.5% |
13% |
False |
False |
44 |
| 80 |
1.2766 |
1.1767 |
0.1000 |
8.4% |
0.0051 |
0.4% |
10% |
False |
False |
34 |
| 100 |
1.2827 |
1.1767 |
0.1061 |
8.9% |
0.0050 |
0.4% |
10% |
False |
False |
29 |
| 120 |
1.2929 |
1.1767 |
0.1162 |
9.8% |
0.0050 |
0.4% |
9% |
False |
False |
27 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2231 |
|
2.618 |
1.2102 |
|
1.618 |
1.2023 |
|
1.000 |
1.1974 |
|
0.618 |
1.1944 |
|
HIGH |
1.1895 |
|
0.618 |
1.1865 |
|
0.500 |
1.1856 |
|
0.382 |
1.1846 |
|
LOW |
1.1816 |
|
0.618 |
1.1767 |
|
1.000 |
1.1737 |
|
1.618 |
1.1688 |
|
2.618 |
1.1609 |
|
4.250 |
1.1480 |
|
|
| Fisher Pivots for day following 19-Jul-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.1866 |
1.1887 |
| PP |
1.1861 |
1.1882 |
| S1 |
1.1856 |
1.1876 |
|