CME Euro FX (E) Future June 2019
Trading Metrics calculated at close of trading on 27-Jul-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jul-2018 |
27-Jul-2018 |
Change |
Change % |
Previous Week |
Open |
1.2028 |
1.1975 |
-0.0054 |
-0.4% |
1.2022 |
High |
1.2030 |
1.1975 |
-0.0056 |
-0.5% |
1.2030 |
Low |
1.1960 |
1.1975 |
0.0015 |
0.1% |
1.1960 |
Close |
1.1964 |
1.1975 |
0.0011 |
0.1% |
1.1975 |
Range |
0.0070 |
0.0000 |
-0.0070 |
-100.0% |
0.0070 |
ATR |
0.0057 |
0.0053 |
-0.0003 |
-5.8% |
0.0000 |
Volume |
207 |
0 |
-207 |
-100.0% |
217 |
|
Daily Pivots for day following 27-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1975 |
1.1975 |
1.1975 |
|
R3 |
1.1975 |
1.1975 |
1.1975 |
|
R2 |
1.1975 |
1.1975 |
1.1975 |
|
R1 |
1.1975 |
1.1975 |
1.1975 |
1.1975 |
PP |
1.1975 |
1.1975 |
1.1975 |
1.1975 |
S1 |
1.1975 |
1.1975 |
1.1975 |
1.1975 |
S2 |
1.1975 |
1.1975 |
1.1975 |
|
S3 |
1.1975 |
1.1975 |
1.1975 |
|
S4 |
1.1975 |
1.1975 |
1.1975 |
|
|
Weekly Pivots for week ending 27-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.2198 |
1.2156 |
1.2013 |
|
R3 |
1.2128 |
1.2086 |
1.1994 |
|
R2 |
1.2058 |
1.2058 |
1.1987 |
|
R1 |
1.2016 |
1.2016 |
1.1981 |
1.2002 |
PP |
1.1988 |
1.1988 |
1.1988 |
1.1981 |
S1 |
1.1946 |
1.1946 |
1.1968 |
1.1932 |
S2 |
1.1918 |
1.1918 |
1.1962 |
|
S3 |
1.1848 |
1.1876 |
1.1955 |
|
S4 |
1.1778 |
1.1806 |
1.1936 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.2030 |
1.1960 |
0.0070 |
0.6% |
0.0023 |
0.2% |
21% |
False |
False |
43 |
10 |
1.2062 |
1.1900 |
0.0162 |
1.3% |
0.0043 |
0.4% |
46% |
False |
False |
32 |
20 |
1.2111 |
1.1900 |
0.0211 |
1.8% |
0.0036 |
0.3% |
35% |
False |
False |
24 |
40 |
1.2188 |
1.1871 |
0.0318 |
2.7% |
0.0043 |
0.4% |
33% |
False |
False |
20 |
60 |
1.2413 |
1.1871 |
0.0542 |
4.5% |
0.0041 |
0.3% |
19% |
False |
False |
20 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.1975 |
2.618 |
1.1975 |
1.618 |
1.1975 |
1.000 |
1.1975 |
0.618 |
1.1975 |
HIGH |
1.1975 |
0.618 |
1.1975 |
0.500 |
1.1975 |
0.382 |
1.1975 |
LOW |
1.1975 |
0.618 |
1.1975 |
1.000 |
1.1975 |
1.618 |
1.1975 |
2.618 |
1.1975 |
4.250 |
1.1975 |
|
|
Fisher Pivots for day following 27-Jul-2018 |
Pivot |
1 day |
3 day |
R1 |
1.1975 |
1.1995 |
PP |
1.1975 |
1.1988 |
S1 |
1.1975 |
1.1981 |
|