CME Euro FX (E) Future June 2019
Trading Metrics calculated at close of trading on 25-Jul-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jul-2018 |
25-Jul-2018 |
Change |
Change % |
Previous Week |
Open |
1.2005 |
1.1989 |
-0.0016 |
-0.1% |
1.2031 |
High |
1.2005 |
1.2021 |
0.0017 |
0.1% |
1.2062 |
Low |
1.2005 |
1.1989 |
-0.0016 |
-0.1% |
1.1900 |
Close |
1.2005 |
1.2021 |
0.0017 |
0.1% |
1.2048 |
Range |
0.0000 |
0.0032 |
0.0032 |
|
0.0162 |
ATR |
0.0057 |
0.0056 |
-0.0002 |
-3.2% |
0.0000 |
Volume |
0 |
2 |
2 |
|
111 |
|
Daily Pivots for day following 25-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.2106 |
1.2096 |
1.2039 |
|
R3 |
1.2074 |
1.2064 |
1.2030 |
|
R2 |
1.2042 |
1.2042 |
1.2027 |
|
R1 |
1.2032 |
1.2032 |
1.2024 |
1.2037 |
PP |
1.2010 |
1.2010 |
1.2010 |
1.2013 |
S1 |
1.2000 |
1.2000 |
1.2018 |
1.2005 |
S2 |
1.1978 |
1.1978 |
1.2015 |
|
S3 |
1.1946 |
1.1968 |
1.2012 |
|
S4 |
1.1914 |
1.1936 |
1.2003 |
|
|
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 |
1.2048 |
1.1900 |
0.0148 |
1.2% |
0.0042 |
0.4% |
82% |
False |
False |
14 |
10 |
1.2062 |
1.1900 |
0.0162 |
1.3% |
0.0042 |
0.4% |
75% |
False |
False |
14 |
20 |
1.2111 |
1.1873 |
0.0238 |
2.0% |
0.0041 |
0.3% |
62% |
False |
False |
14 |
40 |
1.2188 |
1.1871 |
0.0318 |
2.6% |
0.0043 |
0.4% |
47% |
False |
False |
17 |
60 |
1.2424 |
1.1871 |
0.0553 |
4.6% |
0.0040 |
0.3% |
27% |
False |
False |
18 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.2157 |
2.618 |
1.2105 |
1.618 |
1.2073 |
1.000 |
1.2053 |
0.618 |
1.2041 |
HIGH |
1.2021 |
0.618 |
1.2009 |
0.500 |
1.2005 |
0.382 |
1.2001 |
LOW |
1.1989 |
0.618 |
1.1969 |
1.000 |
1.1957 |
1.618 |
1.1937 |
2.618 |
1.1905 |
4.250 |
1.1853 |
|
|
Fisher Pivots for day following 25-Jul-2018 |
Pivot |
1 day |
3 day |
R1 |
1.2016 |
1.2016 |
PP |
1.2010 |
1.2011 |
S1 |
1.2005 |
1.2006 |
|