CME Euro FX (E) Future June 2019
Trading Metrics calculated at close of trading on 03-Aug-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Aug-2018 |
03-Aug-2018 |
Change |
Change % |
Previous Week |
Open |
1.1897 |
1.1883 |
-0.0014 |
-0.1% |
1.2000 |
High |
1.1897 |
1.1902 |
0.0006 |
0.0% |
1.2028 |
Low |
1.1897 |
1.1883 |
-0.0014 |
-0.1% |
1.1883 |
Close |
1.1897 |
1.1886 |
-0.0011 |
-0.1% |
1.1886 |
Range |
0.0000 |
0.0019 |
0.0019 |
|
0.0145 |
ATR |
0.0052 |
0.0050 |
-0.0002 |
-4.5% |
0.0000 |
Volume |
0 |
13 |
13 |
|
48 |
|
Daily Pivots for day following 03-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1947 |
1.1936 |
1.1896 |
|
R3 |
1.1928 |
1.1917 |
1.1891 |
|
R2 |
1.1909 |
1.1909 |
1.1889 |
|
R1 |
1.1898 |
1.1898 |
1.1888 |
1.1904 |
PP |
1.1890 |
1.1890 |
1.1890 |
1.1893 |
S1 |
1.1879 |
1.1879 |
1.1884 |
1.1885 |
S2 |
1.1871 |
1.1871 |
1.1883 |
|
S3 |
1.1852 |
1.1860 |
1.1881 |
|
S4 |
1.1833 |
1.1841 |
1.1876 |
|
|
Weekly Pivots for week ending 03-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.2366 |
1.2270 |
1.1965 |
|
R3 |
1.2221 |
1.2126 |
1.1926 |
|
R2 |
1.2077 |
1.2077 |
1.1912 |
|
R1 |
1.1981 |
1.1981 |
1.1899 |
1.1957 |
PP |
1.1932 |
1.1932 |
1.1932 |
1.1920 |
S1 |
1.1837 |
1.1837 |
1.1873 |
1.1812 |
S2 |
1.1788 |
1.1788 |
1.1860 |
|
S3 |
1.1643 |
1.1692 |
1.1846 |
|
S4 |
1.1499 |
1.1548 |
1.1807 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.2028 |
1.1883 |
0.0145 |
1.2% |
0.0018 |
0.1% |
2% |
False |
True |
9 |
10 |
1.2030 |
1.1883 |
0.0147 |
1.2% |
0.0020 |
0.2% |
2% |
False |
True |
26 |
20 |
1.2111 |
1.1883 |
0.0228 |
1.9% |
0.0033 |
0.3% |
1% |
False |
True |
21 |
40 |
1.2176 |
1.1871 |
0.0305 |
2.6% |
0.0042 |
0.4% |
5% |
False |
False |
19 |
60 |
1.2363 |
1.1871 |
0.0492 |
4.1% |
0.0040 |
0.3% |
3% |
False |
False |
21 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.1983 |
2.618 |
1.1952 |
1.618 |
1.1933 |
1.000 |
1.1921 |
0.618 |
1.1914 |
HIGH |
1.1902 |
0.618 |
1.1895 |
0.500 |
1.1893 |
0.382 |
1.1890 |
LOW |
1.1883 |
0.618 |
1.1871 |
1.000 |
1.1864 |
1.618 |
1.1852 |
2.618 |
1.1833 |
4.250 |
1.1802 |
|
|
Fisher Pivots for day following 03-Aug-2018 |
Pivot |
1 day |
3 day |
R1 |
1.1893 |
1.1945 |
PP |
1.1890 |
1.1925 |
S1 |
1.1888 |
1.1906 |
|