CME Euro FX (E) Future June 2019
Trading Metrics calculated at close of trading on 13-Aug-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Aug-2018 |
13-Aug-2018 |
Change |
Change % |
Previous Week |
Open |
1.1823 |
1.1678 |
-0.0145 |
-1.2% |
1.1872 |
High |
1.1823 |
1.1718 |
-0.0105 |
-0.9% |
1.1927 |
Low |
1.1697 |
1.1673 |
-0.0024 |
-0.2% |
1.1697 |
Close |
1.1697 |
1.1690 |
-0.0007 |
-0.1% |
1.1697 |
Range |
0.0126 |
0.0045 |
-0.0081 |
-64.3% |
0.0231 |
ATR |
0.0057 |
0.0056 |
-0.0001 |
-1.5% |
0.0000 |
Volume |
28 |
127 |
99 |
353.6% |
103 |
|
Daily Pivots for day following 13-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1828 |
1.1804 |
1.1715 |
|
R3 |
1.1783 |
1.1759 |
1.1702 |
|
R2 |
1.1738 |
1.1738 |
1.1698 |
|
R1 |
1.1714 |
1.1714 |
1.1694 |
1.1726 |
PP |
1.1693 |
1.1693 |
1.1693 |
1.1699 |
S1 |
1.1669 |
1.1669 |
1.1686 |
1.1681 |
S2 |
1.1648 |
1.1648 |
1.1682 |
|
S3 |
1.1603 |
1.1624 |
1.1678 |
|
S4 |
1.1558 |
1.1579 |
1.1665 |
|
|
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 |
1.1673 |
0.0255 |
2.2% |
0.0037 |
0.3% |
7% |
False |
True |
42 |
10 |
1.2025 |
1.1673 |
0.0353 |
3.0% |
0.0028 |
0.2% |
5% |
False |
True |
25 |
20 |
1.2062 |
1.1673 |
0.0389 |
3.3% |
0.0036 |
0.3% |
4% |
False |
True |
30 |
40 |
1.2111 |
1.1673 |
0.0439 |
3.8% |
0.0038 |
0.3% |
4% |
False |
True |
22 |
60 |
1.2188 |
1.1673 |
0.0516 |
4.4% |
0.0040 |
0.3% |
3% |
False |
True |
24 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.1909 |
2.618 |
1.1835 |
1.618 |
1.1790 |
1.000 |
1.1763 |
0.618 |
1.1745 |
HIGH |
1.1718 |
0.618 |
1.1700 |
0.500 |
1.1695 |
0.382 |
1.1690 |
LOW |
1.1673 |
0.618 |
1.1645 |
1.000 |
1.1628 |
1.618 |
1.1600 |
2.618 |
1.1555 |
4.250 |
1.1481 |
|
|
Fisher Pivots for day following 13-Aug-2018 |
Pivot |
1 day |
3 day |
R1 |
1.1695 |
1.1759 |
PP |
1.1693 |
1.1736 |
S1 |
1.1692 |
1.1713 |
|