CME Euro FX (E) Future June 2019
Trading Metrics calculated at close of trading on 30-Jul-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jul-2018 |
30-Jul-2018 |
Change |
Change % |
Previous Week |
Open |
1.1975 |
1.2000 |
0.0025 |
0.2% |
1.2022 |
High |
1.1975 |
1.2028 |
0.0053 |
0.4% |
1.2030 |
Low |
1.1975 |
1.2000 |
0.0025 |
0.2% |
1.1960 |
Close |
1.1975 |
1.2028 |
0.0053 |
0.4% |
1.1975 |
Range |
0.0000 |
0.0028 |
0.0028 |
|
0.0070 |
ATR |
0.0053 |
0.0053 |
0.0000 |
-0.1% |
0.0000 |
Volume |
0 |
21 |
21 |
|
217 |
|
Daily Pivots for day following 30-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.2102 |
1.2093 |
1.2043 |
|
R3 |
1.2074 |
1.2065 |
1.2035 |
|
R2 |
1.2046 |
1.2046 |
1.2033 |
|
R1 |
1.2037 |
1.2037 |
1.2030 |
1.2042 |
PP |
1.2018 |
1.2018 |
1.2018 |
1.2021 |
S1 |
1.2009 |
1.2009 |
1.2025 |
1.2014 |
S2 |
1.1990 |
1.1990 |
1.2022 |
|
S3 |
1.1962 |
1.1981 |
1.2020 |
|
S4 |
1.1934 |
1.1953 |
1.2012 |
|
|
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% |
0.0026 |
0.2% |
96% |
False |
False |
46 |
10 |
1.2062 |
1.1900 |
0.0162 |
1.3% |
0.0044 |
0.4% |
79% |
False |
False |
34 |
20 |
1.2111 |
1.1900 |
0.0211 |
1.8% |
0.0035 |
0.3% |
60% |
False |
False |
24 |
40 |
1.2188 |
1.1871 |
0.0318 |
2.6% |
0.0043 |
0.4% |
49% |
False |
False |
21 |
60 |
1.2382 |
1.1871 |
0.0512 |
4.3% |
0.0041 |
0.3% |
31% |
False |
False |
21 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.2147 |
2.618 |
1.2101 |
1.618 |
1.2073 |
1.000 |
1.2056 |
0.618 |
1.2045 |
HIGH |
1.2028 |
0.618 |
1.2017 |
0.500 |
1.2014 |
0.382 |
1.2010 |
LOW |
1.2000 |
0.618 |
1.1982 |
1.000 |
1.1972 |
1.618 |
1.1954 |
2.618 |
1.1926 |
4.250 |
1.1881 |
|
|
Fisher Pivots for day following 30-Jul-2018 |
Pivot |
1 day |
3 day |
R1 |
1.2023 |
1.2017 |
PP |
1.2018 |
1.2006 |
S1 |
1.2014 |
1.1995 |
|