CME Euro FX (E) Future June 2019
Trading Metrics calculated at close of trading on 26-Jul-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jul-2018 |
26-Jul-2018 |
Change |
Change % |
Previous Week |
Open |
1.1989 |
1.2028 |
0.0039 |
0.3% |
1.2031 |
High |
1.2021 |
1.2030 |
0.0009 |
0.1% |
1.2062 |
Low |
1.1989 |
1.1960 |
-0.0029 |
-0.2% |
1.1900 |
Close |
1.2021 |
1.1964 |
-0.0058 |
-0.5% |
1.2048 |
Range |
0.0032 |
0.0070 |
0.0038 |
118.8% |
0.0162 |
ATR |
0.0056 |
0.0057 |
0.0001 |
1.8% |
0.0000 |
Volume |
2 |
207 |
205 |
10,250.0% |
111 |
|
Daily Pivots for day following 26-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.2195 |
1.2149 |
1.2002 |
|
R3 |
1.2125 |
1.2079 |
1.1983 |
|
R2 |
1.2055 |
1.2055 |
1.1976 |
|
R1 |
1.2009 |
1.2009 |
1.1970 |
1.1997 |
PP |
1.1985 |
1.1985 |
1.1985 |
1.1978 |
S1 |
1.1939 |
1.1939 |
1.1957 |
1.1927 |
S2 |
1.1915 |
1.1915 |
1.1951 |
|
S3 |
1.1845 |
1.1869 |
1.1944 |
|
S4 |
1.1775 |
1.1799 |
1.1925 |
|
|
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 |
1.1960 |
0.0088 |
0.7% |
0.0039 |
0.3% |
4% |
False |
True |
50 |
10 |
1.2062 |
1.1900 |
0.0162 |
1.3% |
0.0047 |
0.4% |
39% |
False |
False |
33 |
20 |
1.2111 |
1.1873 |
0.0238 |
2.0% |
0.0039 |
0.3% |
38% |
False |
False |
24 |
40 |
1.2188 |
1.1871 |
0.0318 |
2.7% |
0.0044 |
0.4% |
29% |
False |
False |
21 |
60 |
1.2413 |
1.1871 |
0.0542 |
4.5% |
0.0042 |
0.3% |
17% |
False |
False |
21 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.2328 |
2.618 |
1.2213 |
1.618 |
1.2143 |
1.000 |
1.2100 |
0.618 |
1.2073 |
HIGH |
1.2030 |
0.618 |
1.2003 |
0.500 |
1.1995 |
0.382 |
1.1987 |
LOW |
1.1960 |
0.618 |
1.1917 |
1.000 |
1.1890 |
1.618 |
1.1847 |
2.618 |
1.1777 |
4.250 |
1.1663 |
|
|
Fisher Pivots for day following 26-Jul-2018 |
Pivot |
1 day |
3 day |
R1 |
1.1995 |
1.1995 |
PP |
1.1985 |
1.1985 |
S1 |
1.1974 |
1.1974 |
|