CME Euro FX (E) Future March 2019
Trading Metrics calculated at close of trading on 06-Aug-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Aug-2018 |
06-Aug-2018 |
Change |
Change % |
Previous Week |
Open |
1.1792 |
1.1769 |
-0.0023 |
-0.2% |
1.1927 |
High |
1.1792 |
1.1773 |
-0.0019 |
-0.2% |
1.1959 |
Low |
1.1791 |
1.1765 |
-0.0026 |
-0.2% |
1.1791 |
Close |
1.1791 |
1.1769 |
-0.0023 |
-0.2% |
1.1791 |
Range |
0.0001 |
0.0008 |
0.0008 |
1,500.0% |
0.0168 |
ATR |
0.0052 |
0.0050 |
-0.0002 |
-3.6% |
0.0000 |
Volume |
10 |
3 |
-7 |
-70.0% |
86 |
|
Daily Pivots for day following 06-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1793 |
1.1789 |
1.1773 |
|
R3 |
1.1785 |
1.1781 |
1.1771 |
|
R2 |
1.1777 |
1.1777 |
1.1770 |
|
R1 |
1.1773 |
1.1773 |
1.1769 |
1.1773 |
PP |
1.1769 |
1.1769 |
1.1769 |
1.1769 |
S1 |
1.1765 |
1.1765 |
1.1768 |
1.1765 |
S2 |
1.1761 |
1.1761 |
1.1767 |
|
S3 |
1.1753 |
1.1757 |
1.1766 |
|
S4 |
1.1745 |
1.1749 |
1.1764 |
|
|
Weekly Pivots for week ending 03-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.2349 |
1.2238 |
1.1883 |
|
R3 |
1.2182 |
1.2070 |
1.1837 |
|
R2 |
1.2014 |
1.2014 |
1.1822 |
|
R1 |
1.1903 |
1.1903 |
1.1806 |
1.1875 |
PP |
1.1847 |
1.1847 |
1.1847 |
1.1833 |
S1 |
1.1735 |
1.1735 |
1.1776 |
1.1707 |
S2 |
1.1679 |
1.1679 |
1.1760 |
|
S3 |
1.1512 |
1.1568 |
1.1745 |
|
S4 |
1.1344 |
1.1400 |
1.1699 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.1959 |
1.1765 |
0.0194 |
1.6% |
0.0027 |
0.2% |
2% |
False |
True |
15 |
10 |
1.1959 |
1.1765 |
0.0194 |
1.6% |
0.0029 |
0.2% |
2% |
False |
True |
15 |
20 |
1.1986 |
1.1765 |
0.0221 |
1.9% |
0.0038 |
0.3% |
2% |
False |
True |
35 |
40 |
1.2097 |
1.1765 |
0.0332 |
2.8% |
0.0048 |
0.4% |
1% |
False |
True |
37 |
60 |
1.2296 |
1.1765 |
0.0531 |
4.5% |
0.0055 |
0.5% |
1% |
False |
True |
40 |
80 |
1.2732 |
1.1765 |
0.0967 |
8.2% |
0.0052 |
0.4% |
0% |
False |
True |
37 |
100 |
1.2827 |
1.1765 |
0.1062 |
9.0% |
0.0049 |
0.4% |
0% |
False |
True |
30 |
120 |
1.2929 |
1.1765 |
0.1164 |
9.9% |
0.0048 |
0.4% |
0% |
False |
True |
28 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.1807 |
2.618 |
1.1794 |
1.618 |
1.1786 |
1.000 |
1.1781 |
0.618 |
1.1778 |
HIGH |
1.1773 |
0.618 |
1.1770 |
0.500 |
1.1769 |
0.382 |
1.1768 |
LOW |
1.1765 |
0.618 |
1.1760 |
1.000 |
1.1757 |
1.618 |
1.1752 |
2.618 |
1.1744 |
4.250 |
1.1731 |
|
|
Fisher Pivots for day following 06-Aug-2018 |
Pivot |
1 day |
3 day |
R1 |
1.1769 |
1.1824 |
PP |
1.1769 |
1.1806 |
S1 |
1.1769 |
1.1787 |
|