CME Euro FX (E) Future March 2019
| Trading Metrics calculated at close of trading on 24-Aug-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Aug-2018 |
24-Aug-2018 |
Change |
Change % |
Previous Week |
| Open |
1.1754 |
1.1745 |
-0.0009 |
-0.1% |
1.1630 |
| High |
1.1760 |
1.1828 |
0.0069 |
0.6% |
1.1828 |
| Low |
1.1731 |
1.1745 |
0.0014 |
0.1% |
1.1601 |
| Close |
1.1731 |
1.1820 |
0.0090 |
0.8% |
1.1820 |
| Range |
0.0029 |
0.0084 |
0.0055 |
187.9% |
0.0227 |
| ATR |
0.0062 |
0.0064 |
0.0003 |
4.1% |
0.0000 |
| Volume |
10 |
60 |
50 |
500.0% |
140 |
|
| Daily Pivots for day following 24-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2048 |
1.2018 |
1.1866 |
|
| R3 |
1.1965 |
1.1934 |
1.1843 |
|
| R2 |
1.1881 |
1.1881 |
1.1835 |
|
| R1 |
1.1851 |
1.1851 |
1.1828 |
1.1866 |
| PP |
1.1798 |
1.1798 |
1.1798 |
1.1805 |
| S1 |
1.1767 |
1.1767 |
1.1812 |
1.1782 |
| S2 |
1.1714 |
1.1714 |
1.1805 |
|
| S3 |
1.1631 |
1.1684 |
1.1797 |
|
| S4 |
1.1547 |
1.1600 |
1.1774 |
|
|
| Weekly Pivots for week ending 24-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2431 |
1.2352 |
1.1945 |
|
| R3 |
1.2204 |
1.2125 |
1.1882 |
|
| R2 |
1.1977 |
1.1977 |
1.1862 |
|
| R1 |
1.1898 |
1.1898 |
1.1841 |
1.1938 |
| PP |
1.1750 |
1.1750 |
1.1750 |
1.1769 |
| S1 |
1.1671 |
1.1671 |
1.1799 |
1.1711 |
| S2 |
1.1523 |
1.1523 |
1.1778 |
|
| S3 |
1.1296 |
1.1444 |
1.1758 |
|
| S4 |
1.1069 |
1.1217 |
1.1695 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1828 |
1.1601 |
0.0227 |
1.9% |
0.0063 |
0.5% |
96% |
True |
False |
28 |
| 10 |
1.1828 |
1.1503 |
0.0325 |
2.7% |
0.0061 |
0.5% |
98% |
True |
False |
46 |
| 20 |
1.1959 |
1.1503 |
0.0456 |
3.9% |
0.0049 |
0.4% |
70% |
False |
False |
36 |
| 40 |
1.2003 |
1.1503 |
0.0500 |
4.2% |
0.0045 |
0.4% |
63% |
False |
False |
40 |
| 60 |
1.2110 |
1.1503 |
0.0607 |
5.1% |
0.0052 |
0.4% |
52% |
False |
False |
41 |
| 80 |
1.2315 |
1.1503 |
0.0812 |
6.9% |
0.0055 |
0.5% |
39% |
False |
False |
41 |
| 100 |
1.2732 |
1.1503 |
0.1229 |
10.4% |
0.0052 |
0.4% |
26% |
False |
False |
36 |
| 120 |
1.2827 |
1.1503 |
0.1324 |
11.2% |
0.0050 |
0.4% |
24% |
False |
False |
31 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2183 |
|
2.618 |
1.2047 |
|
1.618 |
1.1963 |
|
1.000 |
1.1912 |
|
0.618 |
1.1880 |
|
HIGH |
1.1828 |
|
0.618 |
1.1796 |
|
0.500 |
1.1786 |
|
0.382 |
1.1776 |
|
LOW |
1.1745 |
|
0.618 |
1.1693 |
|
1.000 |
1.1661 |
|
1.618 |
1.1609 |
|
2.618 |
1.1526 |
|
4.250 |
1.1390 |
|
|
| Fisher Pivots for day following 24-Aug-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.1809 |
1.1806 |
| PP |
1.1798 |
1.1793 |
| S1 |
1.1786 |
1.1779 |
|