CME Euro FX (E) Future March 2019
| Trading Metrics calculated at close of trading on 14-Aug-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Aug-2018 |
14-Aug-2018 |
Change |
Change % |
Previous Week |
| Open |
1.1595 |
1.1603 |
0.0008 |
0.1% |
1.1769 |
| High |
1.1634 |
1.1603 |
-0.0031 |
-0.3% |
1.1831 |
| Low |
1.1574 |
1.1540 |
-0.0035 |
-0.3% |
1.1604 |
| Close |
1.1598 |
1.1540 |
-0.0058 |
-0.5% |
1.1604 |
| Range |
0.0060 |
0.0064 |
0.0004 |
5.8% |
0.0228 |
| ATR |
0.0057 |
0.0058 |
0.0000 |
0.8% |
0.0000 |
| Volume |
88 |
45 |
-43 |
-48.9% |
175 |
|
| Daily Pivots for day following 14-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1751 |
1.1709 |
1.1574 |
|
| R3 |
1.1688 |
1.1645 |
1.1557 |
|
| R2 |
1.1624 |
1.1624 |
1.1551 |
|
| R1 |
1.1582 |
1.1582 |
1.1545 |
1.1571 |
| PP |
1.1561 |
1.1561 |
1.1561 |
1.1555 |
| S1 |
1.1518 |
1.1518 |
1.1534 |
1.1508 |
| S2 |
1.1497 |
1.1497 |
1.1528 |
|
| S3 |
1.1434 |
1.1455 |
1.1522 |
|
| S4 |
1.1370 |
1.1391 |
1.1505 |
|
|
| 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 |
1.1540 |
0.0292 |
2.5% |
0.0065 |
0.6% |
0% |
False |
True |
50 |
| 10 |
1.1884 |
1.1540 |
0.0344 |
3.0% |
0.0044 |
0.4% |
0% |
False |
True |
35 |
| 20 |
1.1959 |
1.1540 |
0.0419 |
3.6% |
0.0043 |
0.4% |
0% |
False |
True |
44 |
| 40 |
1.2003 |
1.1540 |
0.0464 |
4.0% |
0.0045 |
0.4% |
0% |
False |
True |
39 |
| 60 |
1.2121 |
1.1540 |
0.0582 |
5.0% |
0.0055 |
0.5% |
0% |
False |
True |
43 |
| 80 |
1.2578 |
1.1540 |
0.1039 |
9.0% |
0.0054 |
0.5% |
0% |
False |
True |
40 |
| 100 |
1.2827 |
1.1540 |
0.1288 |
11.2% |
0.0048 |
0.4% |
0% |
False |
True |
33 |
| 120 |
1.2827 |
1.1540 |
0.1288 |
11.2% |
0.0048 |
0.4% |
0% |
False |
True |
29 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1873 |
|
2.618 |
1.1769 |
|
1.618 |
1.1706 |
|
1.000 |
1.1667 |
|
0.618 |
1.1642 |
|
HIGH |
1.1603 |
|
0.618 |
1.1579 |
|
0.500 |
1.1571 |
|
0.382 |
1.1564 |
|
LOW |
1.1540 |
|
0.618 |
1.1500 |
|
1.000 |
1.1476 |
|
1.618 |
1.1437 |
|
2.618 |
1.1373 |
|
4.250 |
1.1270 |
|
|
| Fisher Pivots for day following 14-Aug-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.1571 |
1.1632 |
| PP |
1.1561 |
1.1601 |
| S1 |
1.1550 |
1.1570 |
|