CME Euro FX (E) Future March 2019
| Trading Metrics calculated at close of trading on 27-Jul-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jul-2018 |
27-Jul-2018 |
Change |
Change % |
Previous Week |
| Open |
1.1951 |
1.1861 |
-0.0091 |
-0.8% |
1.1933 |
| High |
1.1951 |
1.1877 |
-0.0074 |
-0.6% |
1.1951 |
| Low |
1.1867 |
1.1861 |
-0.0006 |
-0.1% |
1.1861 |
| Close |
1.1867 |
1.1877 |
0.0011 |
0.1% |
1.1877 |
| Range |
0.0085 |
0.0017 |
-0.0068 |
-80.5% |
0.0091 |
| ATR |
0.0059 |
0.0056 |
-0.0003 |
-5.1% |
0.0000 |
| Volume |
7 |
1 |
-6 |
-85.7% |
90 |
|
| Daily Pivots for day following 27-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1921 |
1.1916 |
1.1886 |
|
| R3 |
1.1905 |
1.1899 |
1.1882 |
|
| R2 |
1.1888 |
1.1888 |
1.1880 |
|
| R1 |
1.1883 |
1.1883 |
1.1879 |
1.1885 |
| PP |
1.1872 |
1.1872 |
1.1872 |
1.1873 |
| S1 |
1.1866 |
1.1866 |
1.1875 |
1.1869 |
| S2 |
1.1855 |
1.1855 |
1.1874 |
|
| S3 |
1.1839 |
1.1850 |
1.1872 |
|
| S4 |
1.1822 |
1.1833 |
1.1868 |
|
|
| Weekly Pivots for week ending 27-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2168 |
1.2113 |
1.1927 |
|
| R3 |
1.2077 |
1.2022 |
1.1902 |
|
| R2 |
1.1987 |
1.1987 |
1.1894 |
|
| R1 |
1.1932 |
1.1932 |
1.1885 |
1.1914 |
| PP |
1.1896 |
1.1896 |
1.1896 |
1.1887 |
| S1 |
1.1841 |
1.1841 |
1.1869 |
1.1824 |
| S2 |
1.1806 |
1.1806 |
1.1860 |
|
| S3 |
1.1715 |
1.1751 |
1.1852 |
|
| S4 |
1.1625 |
1.1660 |
1.1827 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1951 |
1.1861 |
0.0091 |
0.8% |
0.0033 |
0.3% |
18% |
False |
True |
18 |
| 10 |
1.1959 |
1.1816 |
0.0143 |
1.2% |
0.0045 |
0.4% |
43% |
False |
False |
56 |
| 20 |
1.2003 |
1.1816 |
0.0187 |
1.6% |
0.0041 |
0.3% |
33% |
False |
False |
44 |
| 40 |
1.2110 |
1.1767 |
0.0343 |
2.9% |
0.0053 |
0.4% |
32% |
False |
False |
44 |
| 60 |
1.2315 |
1.1767 |
0.0549 |
4.6% |
0.0058 |
0.5% |
20% |
False |
False |
42 |
| 80 |
1.2732 |
1.1767 |
0.0965 |
8.1% |
0.0053 |
0.4% |
11% |
False |
False |
36 |
| 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% |
0.0049 |
0.4% |
10% |
False |
False |
29 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1947 |
|
2.618 |
1.1920 |
|
1.618 |
1.1904 |
|
1.000 |
1.1894 |
|
0.618 |
1.1887 |
|
HIGH |
1.1877 |
|
0.618 |
1.1871 |
|
0.500 |
1.1869 |
|
0.382 |
1.1867 |
|
LOW |
1.1861 |
|
0.618 |
1.1850 |
|
1.000 |
1.1844 |
|
1.618 |
1.1834 |
|
2.618 |
1.1817 |
|
4.250 |
1.1790 |
|
|
| Fisher Pivots for day following 27-Jul-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.1874 |
1.1906 |
| PP |
1.1872 |
1.1896 |
| S1 |
1.1869 |
1.1887 |
|