CME Euro FX (E) Future March 2019
| Trading Metrics calculated at close of trading on 23-Aug-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Aug-2018 |
23-Aug-2018 |
Change |
Change % |
Previous Week |
| Open |
1.1776 |
1.1754 |
-0.0023 |
-0.2% |
1.1595 |
| High |
1.1819 |
1.1760 |
-0.0059 |
-0.5% |
1.1642 |
| Low |
1.1776 |
1.1731 |
-0.0046 |
-0.4% |
1.1503 |
| Close |
1.1786 |
1.1731 |
-0.0055 |
-0.5% |
1.1642 |
| Range |
0.0043 |
0.0029 |
-0.0014 |
-31.8% |
0.0139 |
| ATR |
0.0062 |
0.0062 |
-0.0001 |
-0.9% |
0.0000 |
| Volume |
29 |
10 |
-19 |
-65.5% |
327 |
|
| Daily Pivots for day following 23-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1827 |
1.1808 |
1.1746 |
|
| R3 |
1.1798 |
1.1779 |
1.1738 |
|
| R2 |
1.1769 |
1.1769 |
1.1736 |
|
| R1 |
1.1750 |
1.1750 |
1.1733 |
1.1745 |
| PP |
1.1740 |
1.1740 |
1.1740 |
1.1738 |
| S1 |
1.1721 |
1.1721 |
1.1728 |
1.1716 |
| S2 |
1.1711 |
1.1711 |
1.1725 |
|
| S3 |
1.1682 |
1.1692 |
1.1723 |
|
| S4 |
1.1653 |
1.1663 |
1.1715 |
|
|
| 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 |
1.1819 |
1.1576 |
0.0243 |
2.1% |
0.0060 |
0.5% |
64% |
False |
False |
27 |
| 10 |
1.1819 |
1.1503 |
0.0316 |
2.7% |
0.0064 |
0.5% |
72% |
False |
False |
48 |
| 20 |
1.1959 |
1.1503 |
0.0456 |
3.9% |
0.0045 |
0.4% |
50% |
False |
False |
33 |
| 40 |
1.2003 |
1.1503 |
0.0500 |
4.3% |
0.0044 |
0.4% |
46% |
False |
False |
39 |
| 60 |
1.2110 |
1.1503 |
0.0607 |
5.2% |
0.0051 |
0.4% |
38% |
False |
False |
41 |
| 80 |
1.2340 |
1.1503 |
0.0837 |
7.1% |
0.0055 |
0.5% |
27% |
False |
False |
41 |
| 100 |
1.2732 |
1.1503 |
0.1229 |
10.5% |
0.0052 |
0.4% |
19% |
False |
False |
35 |
| 120 |
1.2827 |
1.1503 |
0.1324 |
11.3% |
0.0049 |
0.4% |
17% |
False |
False |
30 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1883 |
|
2.618 |
1.1835 |
|
1.618 |
1.1806 |
|
1.000 |
1.1789 |
|
0.618 |
1.1777 |
|
HIGH |
1.1760 |
|
0.618 |
1.1748 |
|
0.500 |
1.1745 |
|
0.382 |
1.1742 |
|
LOW |
1.1731 |
|
0.618 |
1.1713 |
|
1.000 |
1.1702 |
|
1.618 |
1.1684 |
|
2.618 |
1.1655 |
|
4.250 |
1.1607 |
|
|
| Fisher Pivots for day following 23-Aug-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.1745 |
1.1756 |
| PP |
1.1740 |
1.1748 |
| S1 |
1.1735 |
1.1739 |
|