CME Euro FX (E) Future June 2019
Trading Metrics calculated at close of trading on 07-Aug-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Aug-2018 |
07-Aug-2018 |
Change |
Change % |
Previous Week |
Open |
1.1872 |
1.1905 |
0.0033 |
0.3% |
1.2000 |
High |
1.1872 |
1.1908 |
0.0036 |
0.3% |
1.2028 |
Low |
1.1837 |
1.1903 |
0.0066 |
0.6% |
1.1883 |
Close |
1.1864 |
1.1903 |
0.0039 |
0.3% |
1.1886 |
Range |
0.0035 |
0.0006 |
-0.0030 |
-84.3% |
0.0145 |
ATR |
0.0050 |
0.0049 |
0.0000 |
-0.7% |
0.0000 |
Volume |
19 |
55 |
36 |
189.5% |
48 |
|
Daily Pivots for day following 07-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1921 |
1.1917 |
1.1906 |
|
R3 |
1.1915 |
1.1912 |
1.1904 |
|
R2 |
1.1910 |
1.1910 |
1.1904 |
|
R1 |
1.1906 |
1.1906 |
1.1903 |
1.1905 |
PP |
1.1904 |
1.1904 |
1.1904 |
1.1904 |
S1 |
1.1901 |
1.1901 |
1.1902 |
1.1900 |
S2 |
1.1899 |
1.1899 |
1.1901 |
|
S3 |
1.1893 |
1.1895 |
1.1901 |
|
S4 |
1.1888 |
1.1890 |
1.1899 |
|
|
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 |
1.2007 |
1.1837 |
0.0170 |
1.4% |
0.0018 |
0.1% |
39% |
False |
False |
18 |
10 |
1.2030 |
1.1837 |
0.0193 |
1.6% |
0.0023 |
0.2% |
34% |
False |
False |
33 |
20 |
1.2062 |
1.1837 |
0.0225 |
1.9% |
0.0031 |
0.3% |
29% |
False |
False |
23 |
40 |
1.2176 |
1.1837 |
0.0339 |
2.8% |
0.0042 |
0.4% |
19% |
False |
False |
20 |
60 |
1.2363 |
1.1837 |
0.0526 |
4.4% |
0.0039 |
0.3% |
12% |
False |
False |
22 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.1931 |
2.618 |
1.1922 |
1.618 |
1.1917 |
1.000 |
1.1914 |
0.618 |
1.1911 |
HIGH |
1.1908 |
0.618 |
1.1906 |
0.500 |
1.1905 |
0.382 |
1.1905 |
LOW |
1.1903 |
0.618 |
1.1899 |
1.000 |
1.1897 |
1.618 |
1.1894 |
2.618 |
1.1888 |
4.250 |
1.1879 |
|
|
Fisher Pivots for day following 07-Aug-2018 |
Pivot |
1 day |
3 day |
R1 |
1.1905 |
1.1893 |
PP |
1.1904 |
1.1883 |
S1 |
1.1903 |
1.1873 |
|