CME Euro FX (E) Future March 2019
| Trading Metrics calculated at close of trading on 10-Aug-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Aug-2018 |
10-Aug-2018 |
Change |
Change % |
Previous Week |
| Open |
1.1799 |
1.1724 |
-0.0076 |
-0.6% |
1.1769 |
| High |
1.1807 |
1.1724 |
-0.0083 |
-0.7% |
1.1831 |
| Low |
1.1750 |
1.1604 |
-0.0146 |
-1.2% |
1.1604 |
| Close |
1.1750 |
1.1604 |
-0.0146 |
-1.2% |
1.1604 |
| Range |
0.0057 |
0.0120 |
0.0063 |
110.5% |
0.0228 |
| ATR |
0.0050 |
0.0057 |
0.0007 |
13.6% |
0.0000 |
| Volume |
28 |
76 |
48 |
171.4% |
175 |
|
| Daily Pivots for day following 10-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2004 |
1.1924 |
1.1670 |
|
| R3 |
1.1884 |
1.1804 |
1.1637 |
|
| R2 |
1.1764 |
1.1764 |
1.1626 |
|
| R1 |
1.1684 |
1.1684 |
1.1615 |
1.1664 |
| PP |
1.1644 |
1.1644 |
1.1644 |
1.1634 |
| S1 |
1.1564 |
1.1564 |
1.1593 |
1.1544 |
| S2 |
1.1524 |
1.1524 |
1.1582 |
|
| S3 |
1.1404 |
1.1444 |
1.1571 |
|
| S4 |
1.1284 |
1.1324 |
1.1538 |
|
|
| Weekly Pivots for week ending 10-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2362 |
1.2211 |
1.1729 |
|
| R3 |
1.2135 |
1.1983 |
1.1667 |
|
| R2 |
1.1907 |
1.1907 |
1.1646 |
|
| R1 |
1.1756 |
1.1756 |
1.1625 |
1.1718 |
| PP |
1.1680 |
1.1680 |
1.1680 |
1.1661 |
| S1 |
1.1528 |
1.1528 |
1.1583 |
1.1490 |
| S2 |
1.1452 |
1.1452 |
1.1562 |
|
| S3 |
1.1225 |
1.1301 |
1.1541 |
|
| S4 |
1.0997 |
1.1073 |
1.1479 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1831 |
1.1604 |
0.0228 |
2.0% |
0.0047 |
0.4% |
0% |
False |
True |
35 |
| 10 |
1.1959 |
1.1604 |
0.0355 |
3.1% |
0.0037 |
0.3% |
0% |
False |
True |
26 |
| 20 |
1.1959 |
1.1604 |
0.0355 |
3.1% |
0.0041 |
0.4% |
0% |
False |
True |
41 |
| 40 |
1.2003 |
1.1604 |
0.0400 |
3.4% |
0.0044 |
0.4% |
0% |
False |
True |
37 |
| 60 |
1.2122 |
1.1604 |
0.0518 |
4.5% |
0.0054 |
0.5% |
0% |
False |
True |
41 |
| 80 |
1.2728 |
1.1604 |
0.1125 |
9.7% |
0.0054 |
0.5% |
0% |
False |
True |
38 |
| 100 |
1.2827 |
1.1604 |
0.1224 |
10.5% |
0.0049 |
0.4% |
0% |
False |
True |
32 |
| 120 |
1.2827 |
1.1604 |
0.1224 |
10.5% |
0.0047 |
0.4% |
0% |
False |
True |
28 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2234 |
|
2.618 |
1.2038 |
|
1.618 |
1.1918 |
|
1.000 |
1.1844 |
|
0.618 |
1.1798 |
|
HIGH |
1.1724 |
|
0.618 |
1.1678 |
|
0.500 |
1.1664 |
|
0.382 |
1.1649 |
|
LOW |
1.1604 |
|
0.618 |
1.1529 |
|
1.000 |
1.1484 |
|
1.618 |
1.1409 |
|
2.618 |
1.1289 |
|
4.250 |
1.1094 |
|
|
| Fisher Pivots for day following 10-Aug-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.1664 |
1.1717 |
| PP |
1.1644 |
1.1680 |
| S1 |
1.1624 |
1.1642 |
|