CME Euro FX (E) Future March 2019
Trading Metrics calculated at close of trading on 01-Aug-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jul-2018 |
01-Aug-2018 |
Change |
Change % |
Previous Week |
Open |
1.1959 |
1.1882 |
-0.0077 |
-0.6% |
1.1933 |
High |
1.1959 |
1.1882 |
-0.0077 |
-0.6% |
1.1951 |
Low |
1.1917 |
1.1882 |
-0.0035 |
-0.3% |
1.1861 |
Close |
1.1917 |
1.1882 |
-0.0035 |
-0.3% |
1.1877 |
Range |
0.0042 |
0.0000 |
-0.0042 |
-100.0% |
0.0091 |
ATR |
0.0055 |
0.0053 |
-0.0001 |
-2.6% |
0.0000 |
Volume |
26 |
0 |
-26 |
-100.0% |
90 |
|
Daily Pivots for day following 01-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1882 |
1.1882 |
1.1882 |
|
R3 |
1.1882 |
1.1882 |
1.1882 |
|
R2 |
1.1882 |
1.1882 |
1.1882 |
|
R1 |
1.1882 |
1.1882 |
1.1882 |
1.1882 |
PP |
1.1882 |
1.1882 |
1.1882 |
1.1882 |
S1 |
1.1882 |
1.1882 |
1.1882 |
1.1882 |
S2 |
1.1882 |
1.1882 |
1.1882 |
|
S3 |
1.1882 |
1.1882 |
1.1882 |
|
S4 |
1.1882 |
1.1882 |
1.1882 |
|
|
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 |
1.1959 |
1.1861 |
0.0098 |
0.8% |
0.0029 |
0.2% |
22% |
False |
False |
9 |
10 |
1.1959 |
1.1816 |
0.0143 |
1.2% |
0.0037 |
0.3% |
46% |
False |
False |
46 |
20 |
1.2003 |
1.1816 |
0.0187 |
1.6% |
0.0037 |
0.3% |
35% |
False |
False |
40 |
40 |
1.2110 |
1.1767 |
0.0343 |
2.9% |
0.0049 |
0.4% |
34% |
False |
False |
41 |
60 |
1.2296 |
1.1767 |
0.0529 |
4.5% |
0.0057 |
0.5% |
22% |
False |
False |
41 |
80 |
1.2732 |
1.1767 |
0.0965 |
8.1% |
0.0052 |
0.4% |
12% |
False |
False |
36 |
100 |
1.2827 |
1.1767 |
0.1061 |
8.9% |
0.0049 |
0.4% |
11% |
False |
False |
30 |
120 |
1.2929 |
1.1767 |
0.1162 |
9.8% |
0.0048 |
0.4% |
10% |
False |
False |
27 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.1882 |
2.618 |
1.1882 |
1.618 |
1.1882 |
1.000 |
1.1882 |
0.618 |
1.1882 |
HIGH |
1.1882 |
0.618 |
1.1882 |
0.500 |
1.1882 |
0.382 |
1.1882 |
LOW |
1.1882 |
0.618 |
1.1882 |
1.000 |
1.1882 |
1.618 |
1.1882 |
2.618 |
1.1882 |
4.250 |
1.1882 |
|
|
Fisher Pivots for day following 01-Aug-2018 |
Pivot |
1 day |
3 day |
R1 |
1.1882 |
1.1920 |
PP |
1.1882 |
1.1908 |
S1 |
1.1882 |
1.1895 |
|