CME Euro FX (E) Future June 2019
Trading Metrics calculated at close of trading on 23-Jul-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jul-2018 |
23-Jul-2018 |
Change |
Change % |
Previous Week |
Open |
1.2022 |
1.2022 |
0.0001 |
0.0% |
1.2031 |
High |
1.2048 |
1.2022 |
-0.0026 |
-0.2% |
1.2062 |
Low |
1.1967 |
1.2011 |
0.0045 |
0.4% |
1.1900 |
Close |
1.2048 |
1.2011 |
-0.0037 |
-0.3% |
1.2048 |
Range |
0.0081 |
0.0011 |
-0.0070 |
-86.4% |
0.0162 |
ATR |
0.0063 |
0.0061 |
-0.0002 |
-3.0% |
0.0000 |
Volume |
33 |
8 |
-25 |
-75.8% |
111 |
|
Daily Pivots for day following 23-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.2048 |
1.2040 |
1.2017 |
|
R3 |
1.2037 |
1.2029 |
1.2014 |
|
R2 |
1.2026 |
1.2026 |
1.2013 |
|
R1 |
1.2018 |
1.2018 |
1.2012 |
1.2017 |
PP |
1.2015 |
1.2015 |
1.2015 |
1.2014 |
S1 |
1.2007 |
1.2007 |
1.2010 |
1.2006 |
S2 |
1.2004 |
1.2004 |
1.2009 |
|
S3 |
1.1993 |
1.1996 |
1.2008 |
|
S4 |
1.1982 |
1.1985 |
1.2005 |
|
|
Weekly Pivots for week ending 20-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.2488 |
1.2429 |
1.2136 |
|
R3 |
1.2326 |
1.2268 |
1.2092 |
|
R2 |
1.2165 |
1.2165 |
1.2077 |
|
R1 |
1.2106 |
1.2106 |
1.2062 |
1.2135 |
PP |
1.2003 |
1.2003 |
1.2003 |
1.2018 |
S1 |
1.1945 |
1.1945 |
1.2033 |
1.1974 |
S2 |
1.1842 |
1.1842 |
1.2018 |
|
S3 |
1.1680 |
1.1783 |
1.2003 |
|
S4 |
1.1519 |
1.1622 |
1.1959 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.2062 |
1.1900 |
0.0162 |
1.3% |
0.0063 |
0.5% |
69% |
False |
False |
22 |
10 |
1.2082 |
1.1900 |
0.0182 |
1.5% |
0.0043 |
0.4% |
61% |
False |
False |
15 |
20 |
1.2111 |
1.1873 |
0.0238 |
2.0% |
0.0043 |
0.4% |
58% |
False |
False |
17 |
40 |
1.2188 |
1.1871 |
0.0318 |
2.6% |
0.0047 |
0.4% |
44% |
False |
False |
21 |
60 |
1.2554 |
1.1871 |
0.0683 |
5.7% |
0.0041 |
0.3% |
21% |
False |
False |
18 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.2069 |
2.618 |
1.2051 |
1.618 |
1.2040 |
1.000 |
1.2033 |
0.618 |
1.2029 |
HIGH |
1.2022 |
0.618 |
1.2018 |
0.500 |
1.2017 |
0.382 |
1.2015 |
LOW |
1.2011 |
0.618 |
1.2004 |
1.000 |
1.2000 |
1.618 |
1.1993 |
2.618 |
1.1982 |
4.250 |
1.1964 |
|
|
Fisher Pivots for day following 23-Jul-2018 |
Pivot |
1 day |
3 day |
R1 |
1.2017 |
1.1999 |
PP |
1.2015 |
1.1986 |
S1 |
1.2013 |
1.1974 |
|