CME Euro FX (E) Future March 2019
| Trading Metrics calculated at close of trading on 16-Aug-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Aug-2018 |
16-Aug-2018 |
Change |
Change % |
Previous Week |
| Open |
1.1536 |
1.1538 |
0.0002 |
0.0% |
1.1769 |
| High |
1.1546 |
1.1598 |
0.0052 |
0.5% |
1.1831 |
| Low |
1.1503 |
1.1538 |
0.0035 |
0.3% |
1.1604 |
| Close |
1.1546 |
1.1564 |
0.0018 |
0.2% |
1.1604 |
| Range |
0.0043 |
0.0061 |
0.0018 |
40.7% |
0.0228 |
| ATR |
0.0057 |
0.0057 |
0.0000 |
0.5% |
0.0000 |
| Volume |
78 |
58 |
-20 |
-25.6% |
175 |
|
| Daily Pivots for day following 16-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1748 |
1.1717 |
1.1597 |
|
| R3 |
1.1688 |
1.1656 |
1.1581 |
|
| R2 |
1.1627 |
1.1627 |
1.1575 |
|
| R1 |
1.1596 |
1.1596 |
1.1570 |
1.1611 |
| PP |
1.1567 |
1.1567 |
1.1567 |
1.1574 |
| S1 |
1.1535 |
1.1535 |
1.1558 |
1.1551 |
| S2 |
1.1506 |
1.1506 |
1.1553 |
|
| S3 |
1.1446 |
1.1475 |
1.1547 |
|
| S4 |
1.1385 |
1.1414 |
1.1531 |
|
|
| 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 |
1.1724 |
1.1503 |
0.0221 |
1.9% |
0.0069 |
0.6% |
28% |
False |
False |
69 |
| 10 |
1.1831 |
1.1503 |
0.0328 |
2.8% |
0.0046 |
0.4% |
19% |
False |
False |
45 |
| 20 |
1.1959 |
1.1503 |
0.0456 |
3.9% |
0.0042 |
0.4% |
13% |
False |
False |
35 |
| 40 |
1.2003 |
1.1503 |
0.0500 |
4.3% |
0.0046 |
0.4% |
12% |
False |
False |
40 |
| 60 |
1.2110 |
1.1503 |
0.0607 |
5.2% |
0.0054 |
0.5% |
10% |
False |
False |
45 |
| 80 |
1.2538 |
1.1503 |
0.1035 |
9.0% |
0.0055 |
0.5% |
6% |
False |
False |
42 |
| 100 |
1.2766 |
1.1503 |
0.1263 |
10.9% |
0.0049 |
0.4% |
5% |
False |
False |
34 |
| 120 |
1.2827 |
1.1503 |
0.1324 |
11.4% |
0.0048 |
0.4% |
5% |
False |
False |
30 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1855 |
|
2.618 |
1.1756 |
|
1.618 |
1.1696 |
|
1.000 |
1.1659 |
|
0.618 |
1.1635 |
|
HIGH |
1.1598 |
|
0.618 |
1.1575 |
|
0.500 |
1.1568 |
|
0.382 |
1.1561 |
|
LOW |
1.1538 |
|
0.618 |
1.1500 |
|
1.000 |
1.1477 |
|
1.618 |
1.1440 |
|
2.618 |
1.1379 |
|
4.250 |
1.1280 |
|
|
| Fisher Pivots for day following 16-Aug-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.1568 |
1.1560 |
| PP |
1.1567 |
1.1557 |
| S1 |
1.1565 |
1.1553 |
|