CME Euro FX (E) Future March 2019
| Trading Metrics calculated at close of trading on 09-Aug-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Aug-2018 |
09-Aug-2018 |
Change |
Change % |
Previous Week |
| Open |
1.1806 |
1.1799 |
-0.0007 |
-0.1% |
1.1927 |
| High |
1.1831 |
1.1807 |
-0.0025 |
-0.2% |
1.1959 |
| Low |
1.1806 |
1.1750 |
-0.0057 |
-0.5% |
1.1791 |
| Close |
1.1831 |
1.1750 |
-0.0082 |
-0.7% |
1.1791 |
| Range |
0.0025 |
0.0057 |
0.0032 |
128.0% |
0.0168 |
| ATR |
0.0048 |
0.0050 |
0.0002 |
5.0% |
0.0000 |
| Volume |
13 |
28 |
15 |
115.4% |
86 |
|
| Daily Pivots for day following 09-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1940 |
1.1902 |
1.1781 |
|
| R3 |
1.1883 |
1.1845 |
1.1765 |
|
| R2 |
1.1826 |
1.1826 |
1.1760 |
|
| R1 |
1.1788 |
1.1788 |
1.1755 |
1.1778 |
| PP |
1.1769 |
1.1769 |
1.1769 |
1.1764 |
| S1 |
1.1731 |
1.1731 |
1.1744 |
1.1721 |
| S2 |
1.1712 |
1.1712 |
1.1739 |
|
| S3 |
1.1655 |
1.1674 |
1.1734 |
|
| S4 |
1.1598 |
1.1617 |
1.1718 |
|
|
| 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 |
1.1831 |
1.1750 |
0.0082 |
0.7% |
0.0023 |
0.2% |
0% |
False |
True |
21 |
| 10 |
1.1959 |
1.1750 |
0.0209 |
1.8% |
0.0026 |
0.2% |
0% |
False |
True |
18 |
| 20 |
1.1959 |
1.1750 |
0.0209 |
1.8% |
0.0038 |
0.3% |
0% |
False |
True |
38 |
| 40 |
1.2097 |
1.1750 |
0.0348 |
3.0% |
0.0047 |
0.4% |
0% |
False |
True |
38 |
| 60 |
1.2144 |
1.1750 |
0.0394 |
3.4% |
0.0053 |
0.5% |
0% |
False |
True |
41 |
| 80 |
1.2728 |
1.1750 |
0.0979 |
8.3% |
0.0052 |
0.4% |
0% |
False |
True |
37 |
| 100 |
1.2827 |
1.1750 |
0.1078 |
9.2% |
0.0048 |
0.4% |
0% |
False |
True |
31 |
| 120 |
1.2827 |
1.1750 |
0.1078 |
9.2% |
0.0046 |
0.4% |
0% |
False |
True |
28 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2049 |
|
2.618 |
1.1956 |
|
1.618 |
1.1899 |
|
1.000 |
1.1864 |
|
0.618 |
1.1842 |
|
HIGH |
1.1807 |
|
0.618 |
1.1785 |
|
0.500 |
1.1778 |
|
0.382 |
1.1771 |
|
LOW |
1.1750 |
|
0.618 |
1.1714 |
|
1.000 |
1.1693 |
|
1.618 |
1.1657 |
|
2.618 |
1.1600 |
|
4.250 |
1.1507 |
|
|
| Fisher Pivots for day following 09-Aug-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.1778 |
1.1790 |
| PP |
1.1769 |
1.1777 |
| S1 |
1.1759 |
1.1763 |
|