CME Euro FX (E) Future June 2019
Trading Metrics calculated at close of trading on 16-Aug-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Aug-2018 |
16-Aug-2018 |
Change |
Change % |
Previous Week |
Open |
1.1606 |
1.1657 |
0.0051 |
0.4% |
1.1872 |
High |
1.1639 |
1.1677 |
0.0038 |
0.3% |
1.1927 |
Low |
1.1605 |
1.1657 |
0.0052 |
0.4% |
1.1697 |
Close |
1.1639 |
1.1657 |
0.0018 |
0.2% |
1.1697 |
Range |
0.0034 |
0.0020 |
-0.0014 |
-41.2% |
0.0231 |
ATR |
0.0056 |
0.0055 |
-0.0001 |
-2.3% |
0.0000 |
Volume |
1 |
0 |
-1 |
-100.0% |
103 |
|
Daily Pivots for day following 16-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1724 |
1.1710 |
1.1668 |
|
R3 |
1.1704 |
1.1690 |
1.1663 |
|
R2 |
1.1684 |
1.1684 |
1.1661 |
|
R1 |
1.1670 |
1.1670 |
1.1659 |
1.1667 |
PP |
1.1664 |
1.1664 |
1.1664 |
1.1662 |
S1 |
1.1650 |
1.1650 |
1.1655 |
1.1647 |
S2 |
1.1644 |
1.1644 |
1.1653 |
|
S3 |
1.1624 |
1.1630 |
1.1652 |
|
S4 |
1.1604 |
1.1610 |
1.1646 |
|
|
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 |
1.1823 |
1.1605 |
0.0218 |
1.9% |
0.0061 |
0.5% |
24% |
False |
False |
31 |
10 |
1.1927 |
1.1605 |
0.0322 |
2.8% |
0.0037 |
0.3% |
16% |
False |
False |
24 |
20 |
1.2048 |
1.1605 |
0.0443 |
3.8% |
0.0032 |
0.3% |
12% |
False |
False |
26 |
40 |
1.2111 |
1.1605 |
0.0506 |
4.3% |
0.0039 |
0.3% |
10% |
False |
False |
22 |
60 |
1.2188 |
1.1605 |
0.0583 |
5.0% |
0.0041 |
0.4% |
9% |
False |
False |
23 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.1762 |
2.618 |
1.1729 |
1.618 |
1.1709 |
1.000 |
1.1697 |
0.618 |
1.1689 |
HIGH |
1.1677 |
0.618 |
1.1669 |
0.500 |
1.1667 |
0.382 |
1.1665 |
LOW |
1.1657 |
0.618 |
1.1645 |
1.000 |
1.1637 |
1.618 |
1.1625 |
2.618 |
1.1605 |
4.250 |
1.1572 |
|
|
Fisher Pivots for day following 16-Aug-2018 |
Pivot |
1 day |
3 day |
R1 |
1.1667 |
1.1658 |
PP |
1.1664 |
1.1658 |
S1 |
1.1660 |
1.1657 |
|