CME Euro FX (E) Future June 2019
Trading Metrics calculated at close of trading on 15-Aug-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Aug-2018 |
15-Aug-2018 |
Change |
Change % |
Previous Week |
Open |
1.1636 |
1.1606 |
-0.0030 |
-0.3% |
1.1872 |
High |
1.1712 |
1.1639 |
-0.0073 |
-0.6% |
1.1927 |
Low |
1.1633 |
1.1605 |
-0.0028 |
-0.2% |
1.1697 |
Close |
1.1633 |
1.1639 |
0.0006 |
0.1% |
1.1697 |
Range |
0.0079 |
0.0034 |
-0.0045 |
-56.7% |
0.0231 |
ATR |
0.0058 |
0.0056 |
-0.0002 |
-2.9% |
0.0000 |
Volume |
1 |
1 |
0 |
0.0% |
103 |
|
Daily Pivots for day following 15-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1730 |
1.1718 |
1.1658 |
|
R3 |
1.1696 |
1.1684 |
1.1648 |
|
R2 |
1.1662 |
1.1662 |
1.1645 |
|
R1 |
1.1650 |
1.1650 |
1.1642 |
1.1656 |
PP |
1.1628 |
1.1628 |
1.1628 |
1.1631 |
S1 |
1.1616 |
1.1616 |
1.1636 |
1.1622 |
S2 |
1.1594 |
1.1594 |
1.1633 |
|
S3 |
1.1560 |
1.1582 |
1.1630 |
|
S4 |
1.1526 |
1.1548 |
1.1620 |
|
|
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 |
1.1845 |
1.1605 |
0.0240 |
2.1% |
0.0057 |
0.5% |
14% |
False |
True |
31 |
10 |
1.1927 |
1.1605 |
0.0322 |
2.8% |
0.0035 |
0.3% |
11% |
False |
True |
24 |
20 |
1.2048 |
1.1605 |
0.0443 |
3.8% |
0.0035 |
0.3% |
8% |
False |
True |
28 |
40 |
1.2111 |
1.1605 |
0.0506 |
4.3% |
0.0039 |
0.3% |
7% |
False |
True |
22 |
60 |
1.2188 |
1.1605 |
0.0583 |
5.0% |
0.0041 |
0.4% |
6% |
False |
True |
24 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.1784 |
2.618 |
1.1728 |
1.618 |
1.1694 |
1.000 |
1.1673 |
0.618 |
1.1660 |
HIGH |
1.1639 |
0.618 |
1.1626 |
0.500 |
1.1622 |
0.382 |
1.1618 |
LOW |
1.1605 |
0.618 |
1.1584 |
1.000 |
1.1571 |
1.618 |
1.1550 |
2.618 |
1.1516 |
4.250 |
1.1461 |
|
|
Fisher Pivots for day following 15-Aug-2018 |
Pivot |
1 day |
3 day |
R1 |
1.1633 |
1.1661 |
PP |
1.1628 |
1.1654 |
S1 |
1.1622 |
1.1646 |
|