CME Euro FX (E) Future March 2019
| Trading Metrics calculated at close of trading on 30-Jul-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jul-2018 |
30-Jul-2018 |
Change |
Change % |
Previous Week |
| Open |
1.1861 |
1.1927 |
0.0067 |
0.6% |
1.1933 |
| High |
1.1877 |
1.1931 |
0.0054 |
0.5% |
1.1951 |
| Low |
1.1861 |
1.1927 |
0.0067 |
0.6% |
1.1861 |
| Close |
1.1877 |
1.1930 |
0.0053 |
0.4% |
1.1877 |
| Range |
0.0017 |
0.0004 |
-0.0013 |
-75.8% |
0.0091 |
| ATR |
0.0056 |
0.0056 |
0.0000 |
-0.2% |
0.0000 |
| Volume |
1 |
11 |
10 |
1,000.0% |
90 |
|
| Daily Pivots for day following 30-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1941 |
1.1940 |
1.1932 |
|
| R3 |
1.1937 |
1.1936 |
1.1931 |
|
| R2 |
1.1933 |
1.1933 |
1.1931 |
|
| R1 |
1.1932 |
1.1932 |
1.1930 |
1.1933 |
| PP |
1.1929 |
1.1929 |
1.1929 |
1.1930 |
| S1 |
1.1928 |
1.1928 |
1.1930 |
1.1929 |
| S2 |
1.1925 |
1.1925 |
1.1929 |
|
| S3 |
1.1921 |
1.1924 |
1.1929 |
|
| S4 |
1.1917 |
1.1920 |
1.1928 |
|
|
| 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% |
0.0030 |
0.3% |
77% |
False |
False |
16 |
| 10 |
1.1959 |
1.1816 |
0.0143 |
1.2% |
0.0044 |
0.4% |
80% |
False |
False |
53 |
| 20 |
1.2003 |
1.1816 |
0.0187 |
1.6% |
0.0038 |
0.3% |
61% |
False |
False |
43 |
| 40 |
1.2110 |
1.1767 |
0.0343 |
2.9% |
0.0051 |
0.4% |
48% |
False |
False |
41 |
| 60 |
1.2296 |
1.1767 |
0.0529 |
4.4% |
0.0057 |
0.5% |
31% |
False |
False |
42 |
| 80 |
1.2732 |
1.1767 |
0.0965 |
8.1% |
0.0053 |
0.4% |
17% |
False |
False |
36 |
| 100 |
1.2827 |
1.1767 |
0.1061 |
8.9% |
0.0050 |
0.4% |
15% |
False |
False |
30 |
| 120 |
1.2929 |
1.1767 |
0.1162 |
9.7% |
0.0048 |
0.4% |
14% |
False |
False |
29 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1948 |
|
2.618 |
1.1941 |
|
1.618 |
1.1937 |
|
1.000 |
1.1935 |
|
0.618 |
1.1933 |
|
HIGH |
1.1931 |
|
0.618 |
1.1929 |
|
0.500 |
1.1929 |
|
0.382 |
1.1929 |
|
LOW |
1.1927 |
|
0.618 |
1.1925 |
|
1.000 |
1.1923 |
|
1.618 |
1.1921 |
|
2.618 |
1.1917 |
|
4.250 |
1.1910 |
|
|
| Fisher Pivots for day following 30-Jul-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.1930 |
1.1922 |
| PP |
1.1929 |
1.1914 |
| S1 |
1.1929 |
1.1906 |
|