CME Euro FX (E) Future June 2019
Trading Metrics calculated at close of trading on 14-Aug-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Aug-2018 |
14-Aug-2018 |
Change |
Change % |
Previous Week |
Open |
1.1678 |
1.1636 |
-0.0042 |
-0.4% |
1.1872 |
High |
1.1718 |
1.1712 |
-0.0006 |
-0.1% |
1.1927 |
Low |
1.1673 |
1.1633 |
-0.0040 |
-0.3% |
1.1697 |
Close |
1.1690 |
1.1633 |
-0.0057 |
-0.5% |
1.1697 |
Range |
0.0045 |
0.0079 |
0.0034 |
74.4% |
0.0231 |
ATR |
0.0056 |
0.0058 |
0.0002 |
2.9% |
0.0000 |
Volume |
127 |
1 |
-126 |
-99.2% |
103 |
|
Daily Pivots for day following 14-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1895 |
1.1842 |
1.1676 |
|
R3 |
1.1816 |
1.1764 |
1.1655 |
|
R2 |
1.1738 |
1.1738 |
1.1647 |
|
R1 |
1.1685 |
1.1685 |
1.1640 |
1.1672 |
PP |
1.1659 |
1.1659 |
1.1659 |
1.1653 |
S1 |
1.1607 |
1.1607 |
1.1626 |
1.1594 |
S2 |
1.1581 |
1.1581 |
1.1619 |
|
S3 |
1.1502 |
1.1528 |
1.1611 |
|
S4 |
1.1424 |
1.1450 |
1.1590 |
|
|
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 |
1.1633 |
0.0294 |
2.5% |
0.0051 |
0.4% |
0% |
False |
True |
31 |
10 |
1.2007 |
1.1633 |
0.0374 |
3.2% |
0.0034 |
0.3% |
0% |
False |
True |
25 |
20 |
1.2048 |
1.1633 |
0.0415 |
3.6% |
0.0036 |
0.3% |
0% |
False |
True |
29 |
40 |
1.2111 |
1.1633 |
0.0478 |
4.1% |
0.0039 |
0.3% |
0% |
False |
True |
22 |
60 |
1.2188 |
1.1633 |
0.0555 |
4.8% |
0.0041 |
0.4% |
0% |
False |
True |
24 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.2045 |
2.618 |
1.1917 |
1.618 |
1.1839 |
1.000 |
1.1790 |
0.618 |
1.1760 |
HIGH |
1.1712 |
0.618 |
1.1682 |
0.500 |
1.1672 |
0.382 |
1.1663 |
LOW |
1.1633 |
0.618 |
1.1584 |
1.000 |
1.1555 |
1.618 |
1.1506 |
2.618 |
1.1427 |
4.250 |
1.1299 |
|
|
Fisher Pivots for day following 14-Aug-2018 |
Pivot |
1 day |
3 day |
R1 |
1.1672 |
1.1728 |
PP |
1.1659 |
1.1696 |
S1 |
1.1646 |
1.1665 |
|