CME Euro FX (E) Future June 2019
Trading Metrics calculated at close of trading on 31-Jul-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jul-2018 |
31-Jul-2018 |
Change |
Change % |
Previous Week |
Open |
1.2000 |
1.2025 |
0.0026 |
0.2% |
1.2022 |
High |
1.2028 |
1.2025 |
-0.0003 |
0.0% |
1.2030 |
Low |
1.2000 |
1.2012 |
0.0013 |
0.1% |
1.1960 |
Close |
1.2028 |
1.2014 |
-0.0014 |
-0.1% |
1.1975 |
Range |
0.0028 |
0.0013 |
-0.0015 |
-53.6% |
0.0070 |
ATR |
0.0053 |
0.0051 |
-0.0003 |
-5.1% |
0.0000 |
Volume |
21 |
7 |
-14 |
-66.7% |
217 |
|
Daily Pivots for day following 31-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.2056 |
1.2048 |
1.2021 |
|
R3 |
1.2043 |
1.2035 |
1.2018 |
|
R2 |
1.2030 |
1.2030 |
1.2016 |
|
R1 |
1.2022 |
1.2022 |
1.2015 |
1.2020 |
PP |
1.2017 |
1.2017 |
1.2017 |
1.2016 |
S1 |
1.2009 |
1.2009 |
1.2013 |
1.2007 |
S2 |
1.2004 |
1.2004 |
1.2012 |
|
S3 |
1.1991 |
1.1996 |
1.2010 |
|
S4 |
1.1978 |
1.1983 |
1.2007 |
|
|
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% |
0.0029 |
0.2% |
77% |
False |
False |
47 |
10 |
1.2048 |
1.1900 |
0.0148 |
1.2% |
0.0038 |
0.3% |
77% |
False |
False |
33 |
20 |
1.2111 |
1.1900 |
0.0211 |
1.8% |
0.0034 |
0.3% |
54% |
False |
False |
23 |
40 |
1.2188 |
1.1871 |
0.0318 |
2.6% |
0.0042 |
0.4% |
45% |
False |
False |
21 |
60 |
1.2363 |
1.1871 |
0.0492 |
4.1% |
0.0040 |
0.3% |
29% |
False |
False |
21 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.2080 |
2.618 |
1.2059 |
1.618 |
1.2046 |
1.000 |
1.2038 |
0.618 |
1.2033 |
HIGH |
1.2025 |
0.618 |
1.2020 |
0.500 |
1.2019 |
0.382 |
1.2017 |
LOW |
1.2012 |
0.618 |
1.2004 |
1.000 |
1.1999 |
1.618 |
1.1991 |
2.618 |
1.1978 |
4.250 |
1.1957 |
|
|
Fisher Pivots for day following 31-Jul-2018 |
Pivot |
1 day |
3 day |
R1 |
1.2019 |
1.2010 |
PP |
1.2017 |
1.2005 |
S1 |
1.2016 |
1.2001 |
|