CME Euro FX (E) Future June 2019
Trading Metrics calculated at close of trading on 01-Aug-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jul-2018 |
01-Aug-2018 |
Change |
Change % |
Previous Week |
Open |
1.2025 |
1.2001 |
-0.0024 |
-0.2% |
1.2022 |
High |
1.2025 |
1.2007 |
-0.0019 |
-0.2% |
1.2030 |
Low |
1.2012 |
1.1979 |
-0.0034 |
-0.3% |
1.1960 |
Close |
1.2014 |
1.1979 |
-0.0036 |
-0.3% |
1.1975 |
Range |
0.0013 |
0.0028 |
0.0015 |
115.4% |
0.0070 |
ATR |
0.0051 |
0.0050 |
-0.0001 |
-2.1% |
0.0000 |
Volume |
7 |
7 |
0 |
0.0% |
217 |
|
Daily Pivots for day following 01-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.2072 |
1.2053 |
1.1994 |
|
R3 |
1.2044 |
1.2025 |
1.1986 |
|
R2 |
1.2016 |
1.2016 |
1.1984 |
|
R1 |
1.1997 |
1.1997 |
1.1981 |
1.1993 |
PP |
1.1988 |
1.1988 |
1.1988 |
1.1986 |
S1 |
1.1969 |
1.1969 |
1.1976 |
1.1965 |
S2 |
1.1960 |
1.1960 |
1.1973 |
|
S3 |
1.1932 |
1.1941 |
1.1971 |
|
S4 |
1.1904 |
1.1913 |
1.1963 |
|
|
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% |
0.0028 |
0.2% |
26% |
False |
False |
48 |
10 |
1.2048 |
1.1900 |
0.0148 |
1.2% |
0.0035 |
0.3% |
53% |
False |
False |
31 |
20 |
1.2111 |
1.1900 |
0.0211 |
1.8% |
0.0035 |
0.3% |
37% |
False |
False |
22 |
40 |
1.2188 |
1.1871 |
0.0318 |
2.7% |
0.0042 |
0.4% |
34% |
False |
False |
19 |
60 |
1.2363 |
1.1871 |
0.0492 |
4.1% |
0.0041 |
0.3% |
22% |
False |
False |
21 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.2126 |
2.618 |
1.2080 |
1.618 |
1.2052 |
1.000 |
1.2035 |
0.618 |
1.2024 |
HIGH |
1.2007 |
0.618 |
1.1996 |
0.500 |
1.1993 |
0.382 |
1.1989 |
LOW |
1.1979 |
0.618 |
1.1961 |
1.000 |
1.1951 |
1.618 |
1.1933 |
2.618 |
1.1905 |
4.250 |
1.1860 |
|
|
Fisher Pivots for day following 01-Aug-2018 |
Pivot |
1 day |
3 day |
R1 |
1.1993 |
1.2003 |
PP |
1.1988 |
1.1995 |
S1 |
1.1983 |
1.1987 |
|