CME Euro FX (E) Future March 2019
| Trading Metrics calculated at close of trading on 23-Jul-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jul-2018 |
23-Jul-2018 |
Change |
Change % |
Previous Week |
| Open |
1.1876 |
1.1933 |
0.0057 |
0.5% |
1.1954 |
| High |
1.1951 |
1.1933 |
-0.0018 |
-0.2% |
1.1959 |
| Low |
1.1876 |
1.1915 |
0.0040 |
0.3% |
1.1816 |
| Close |
1.1951 |
1.1915 |
-0.0036 |
-0.3% |
1.1951 |
| Range |
0.0076 |
0.0018 |
-0.0058 |
-76.2% |
0.0143 |
| ATR |
0.0064 |
0.0062 |
-0.0002 |
-3.1% |
0.0000 |
| Volume |
82 |
21 |
-61 |
-74.4% |
478 |
|
| Daily Pivots for day following 23-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1975 |
1.1963 |
1.1925 |
|
| R3 |
1.1957 |
1.1945 |
1.1920 |
|
| R2 |
1.1939 |
1.1939 |
1.1918 |
|
| R1 |
1.1927 |
1.1927 |
1.1917 |
1.1924 |
| PP |
1.1921 |
1.1921 |
1.1921 |
1.1920 |
| S1 |
1.1909 |
1.1909 |
1.1913 |
1.1906 |
| S2 |
1.1903 |
1.1903 |
1.1912 |
|
| S3 |
1.1885 |
1.1891 |
1.1910 |
|
| S4 |
1.1867 |
1.1873 |
1.1905 |
|
|
| Weekly Pivots for week ending 20-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2336 |
1.2286 |
1.2029 |
|
| R3 |
1.2194 |
1.2144 |
1.1990 |
|
| R2 |
1.2051 |
1.2051 |
1.1977 |
|
| R1 |
1.2001 |
1.2001 |
1.1964 |
1.1955 |
| PP |
1.1909 |
1.1909 |
1.1909 |
1.1885 |
| S1 |
1.1859 |
1.1859 |
1.1938 |
1.1812 |
| S2 |
1.1766 |
1.1766 |
1.1925 |
|
| S3 |
1.1624 |
1.1716 |
1.1912 |
|
| S4 |
1.1481 |
1.1574 |
1.1873 |
|
|
| 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% |
0.0057 |
0.5% |
69% |
False |
False |
91 |
| 10 |
1.1986 |
1.1816 |
0.0170 |
1.4% |
0.0047 |
0.4% |
58% |
False |
False |
55 |
| 20 |
1.2003 |
1.1771 |
0.0233 |
2.0% |
0.0047 |
0.4% |
62% |
False |
False |
44 |
| 40 |
1.2110 |
1.1767 |
0.0343 |
2.9% |
0.0060 |
0.5% |
43% |
False |
False |
50 |
| 60 |
1.2460 |
1.1767 |
0.0694 |
5.8% |
0.0059 |
0.5% |
21% |
False |
False |
45 |
| 80 |
1.2732 |
1.1767 |
0.0965 |
8.1% |
0.0052 |
0.4% |
15% |
False |
False |
35 |
| 100 |
1.2827 |
1.1767 |
0.1061 |
8.9% |
0.0050 |
0.4% |
14% |
False |
False |
29 |
| 120 |
1.2929 |
1.1767 |
0.1162 |
9.8% |
0.0050 |
0.4% |
13% |
False |
False |
28 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2010 |
|
2.618 |
1.1980 |
|
1.618 |
1.1962 |
|
1.000 |
1.1951 |
|
0.618 |
1.1944 |
|
HIGH |
1.1933 |
|
0.618 |
1.1926 |
|
0.500 |
1.1924 |
|
0.382 |
1.1922 |
|
LOW |
1.1915 |
|
0.618 |
1.1904 |
|
1.000 |
1.1897 |
|
1.618 |
1.1886 |
|
2.618 |
1.1868 |
|
4.250 |
1.1839 |
|
|
| Fisher Pivots for day following 23-Jul-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.1924 |
1.1905 |
| PP |
1.1921 |
1.1894 |
| S1 |
1.1918 |
1.1884 |
|