CME Euro FX (E) Future June 2019
Trading Metrics calculated at close of trading on 10-Aug-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Aug-2018 |
10-Aug-2018 |
Change |
Change % |
Previous Week |
Open |
1.1845 |
1.1823 |
-0.0022 |
-0.2% |
1.1872 |
High |
1.1845 |
1.1823 |
-0.0022 |
-0.2% |
1.1927 |
Low |
1.1845 |
1.1697 |
-0.0148 |
-1.2% |
1.1697 |
Close |
1.1845 |
1.1697 |
-0.0148 |
-1.2% |
1.1697 |
Range |
0.0000 |
0.0126 |
0.0126 |
|
0.0231 |
ATR |
0.0050 |
0.0057 |
0.0007 |
14.0% |
0.0000 |
Volume |
0 |
28 |
28 |
|
103 |
|
Daily Pivots for day following 10-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.2117 |
1.2033 |
1.1766 |
|
R3 |
1.1991 |
1.1907 |
1.1731 |
|
R2 |
1.1865 |
1.1865 |
1.1720 |
|
R1 |
1.1781 |
1.1781 |
1.1708 |
1.1760 |
PP |
1.1739 |
1.1739 |
1.1739 |
1.1728 |
S1 |
1.1655 |
1.1655 |
1.1685 |
1.1634 |
S2 |
1.1613 |
1.1613 |
1.1673 |
|
S3 |
1.1487 |
1.1529 |
1.1662 |
|
S4 |
1.1361 |
1.1403 |
1.1627 |
|
|
Weekly Pivots for week ending 10-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.2465 |
1.2311 |
1.1823 |
|
R3 |
1.2234 |
1.2081 |
1.1760 |
|
R2 |
1.2004 |
1.2004 |
1.1739 |
|
R1 |
1.1850 |
1.1850 |
1.1718 |
1.1812 |
PP |
1.1773 |
1.1773 |
1.1773 |
1.1754 |
S1 |
1.1620 |
1.1620 |
1.1675 |
1.1581 |
S2 |
1.1543 |
1.1543 |
1.1654 |
|
S3 |
1.1312 |
1.1389 |
1.1633 |
|
S4 |
1.1082 |
1.1159 |
1.1570 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.1927 |
1.1697 |
0.0231 |
2.0% |
0.0035 |
0.3% |
0% |
False |
True |
20 |
10 |
1.2028 |
1.1697 |
0.0331 |
2.8% |
0.0026 |
0.2% |
0% |
False |
True |
15 |
20 |
1.2062 |
1.1697 |
0.0365 |
3.1% |
0.0034 |
0.3% |
0% |
False |
True |
23 |
40 |
1.2111 |
1.1697 |
0.0415 |
3.5% |
0.0037 |
0.3% |
0% |
False |
True |
19 |
60 |
1.2196 |
1.1697 |
0.0499 |
4.3% |
0.0040 |
0.3% |
0% |
False |
True |
22 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.2358 |
2.618 |
1.2152 |
1.618 |
1.2026 |
1.000 |
1.1949 |
0.618 |
1.1900 |
HIGH |
1.1823 |
0.618 |
1.1774 |
0.500 |
1.1760 |
0.382 |
1.1745 |
LOW |
1.1697 |
0.618 |
1.1619 |
1.000 |
1.1571 |
1.618 |
1.1493 |
2.618 |
1.1367 |
4.250 |
1.1161 |
|
|
Fisher Pivots for day following 10-Aug-2018 |
Pivot |
1 day |
3 day |
R1 |
1.1760 |
1.1812 |
PP |
1.1739 |
1.1773 |
S1 |
1.1718 |
1.1735 |
|