CME Euro FX (E) Future March 2019
| Trading Metrics calculated at close of trading on 17-Aug-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Aug-2018 |
17-Aug-2018 |
Change |
Change % |
Previous Week |
| Open |
1.1538 |
1.1584 |
0.0047 |
0.4% |
1.1595 |
| High |
1.1598 |
1.1642 |
0.0044 |
0.4% |
1.1642 |
| Low |
1.1538 |
1.1576 |
0.0039 |
0.3% |
1.1503 |
| Close |
1.1564 |
1.1642 |
0.0078 |
0.7% |
1.1642 |
| Range |
0.0061 |
0.0066 |
0.0006 |
9.1% |
0.0139 |
| ATR |
0.0057 |
0.0058 |
0.0002 |
2.6% |
0.0000 |
| Volume |
58 |
58 |
0 |
0.0% |
327 |
|
| Daily Pivots for day following 17-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1818 |
1.1796 |
1.1678 |
|
| R3 |
1.1752 |
1.1730 |
1.1660 |
|
| R2 |
1.1686 |
1.1686 |
1.1654 |
|
| R1 |
1.1664 |
1.1664 |
1.1648 |
1.1675 |
| PP |
1.1620 |
1.1620 |
1.1620 |
1.1626 |
| S1 |
1.1598 |
1.1598 |
1.1636 |
1.1609 |
| S2 |
1.1554 |
1.1554 |
1.1630 |
|
| S3 |
1.1488 |
1.1532 |
1.1624 |
|
| S4 |
1.1422 |
1.1466 |
1.1606 |
|
|
| Weekly Pivots for week ending 17-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2013 |
1.1966 |
1.1718 |
|
| R3 |
1.1874 |
1.1827 |
1.1680 |
|
| R2 |
1.1735 |
1.1735 |
1.1667 |
|
| R1 |
1.1688 |
1.1688 |
1.1655 |
1.1712 |
| PP |
1.1596 |
1.1596 |
1.1596 |
1.1607 |
| S1 |
1.1549 |
1.1549 |
1.1629 |
1.1573 |
| S2 |
1.1457 |
1.1457 |
1.1617 |
|
| S3 |
1.1318 |
1.1410 |
1.1604 |
|
| S4 |
1.1179 |
1.1271 |
1.1566 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1642 |
1.1503 |
0.0139 |
1.2% |
0.0059 |
0.5% |
100% |
True |
False |
65 |
| 10 |
1.1831 |
1.1503 |
0.0328 |
2.8% |
0.0053 |
0.5% |
42% |
False |
False |
50 |
| 20 |
1.1959 |
1.1503 |
0.0456 |
3.9% |
0.0041 |
0.4% |
31% |
False |
False |
33 |
| 40 |
1.2003 |
1.1503 |
0.0500 |
4.3% |
0.0044 |
0.4% |
28% |
False |
False |
39 |
| 60 |
1.2110 |
1.1503 |
0.0607 |
5.2% |
0.0054 |
0.5% |
23% |
False |
False |
45 |
| 80 |
1.2525 |
1.1503 |
0.1022 |
8.8% |
0.0055 |
0.5% |
14% |
False |
False |
42 |
| 100 |
1.2732 |
1.1503 |
0.1229 |
10.6% |
0.0050 |
0.4% |
11% |
False |
False |
35 |
| 120 |
1.2827 |
1.1503 |
0.1324 |
11.4% |
0.0049 |
0.4% |
10% |
False |
False |
30 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1923 |
|
2.618 |
1.1815 |
|
1.618 |
1.1749 |
|
1.000 |
1.1708 |
|
0.618 |
1.1683 |
|
HIGH |
1.1642 |
|
0.618 |
1.1617 |
|
0.500 |
1.1609 |
|
0.382 |
1.1601 |
|
LOW |
1.1576 |
|
0.618 |
1.1535 |
|
1.000 |
1.1510 |
|
1.618 |
1.1469 |
|
2.618 |
1.1403 |
|
4.250 |
1.1296 |
|
|
| Fisher Pivots for day following 17-Aug-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.1631 |
1.1619 |
| PP |
1.1620 |
1.1596 |
| S1 |
1.1609 |
1.1573 |
|