CME Euro FX (E) Future June 2019
| Trading Metrics calculated at close of trading on 21-Aug-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Aug-2018 |
21-Aug-2018 |
Change |
Change % |
Previous Week |
| Open |
1.1724 |
1.1820 |
0.0097 |
0.8% |
1.1678 |
| High |
1.1759 |
1.1882 |
0.0124 |
1.1% |
1.1736 |
| Low |
1.1724 |
1.1795 |
0.0072 |
0.6% |
1.1605 |
| Close |
1.1758 |
1.1865 |
0.0107 |
0.9% |
1.1736 |
| Range |
0.0035 |
0.0087 |
0.0052 |
148.6% |
0.0131 |
| ATR |
0.0055 |
0.0060 |
0.0005 |
9.0% |
0.0000 |
| Volume |
2 |
91 |
89 |
4,450.0% |
129 |
|
| Daily Pivots for day following 21-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2108 |
1.2073 |
1.1912 |
|
| R3 |
1.2021 |
1.1986 |
1.1888 |
|
| R2 |
1.1934 |
1.1934 |
1.1880 |
|
| R1 |
1.1899 |
1.1899 |
1.1872 |
1.1917 |
| PP |
1.1847 |
1.1847 |
1.1847 |
1.1856 |
| S1 |
1.1812 |
1.1812 |
1.1857 |
1.1830 |
| S2 |
1.1760 |
1.1760 |
1.1849 |
|
| S3 |
1.1673 |
1.1725 |
1.1841 |
|
| S4 |
1.1586 |
1.1638 |
1.1817 |
|
|
| Weekly Pivots for week ending 17-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2084 |
1.2040 |
1.1807 |
|
| R3 |
1.1953 |
1.1910 |
1.1771 |
|
| R2 |
1.1823 |
1.1823 |
1.1759 |
|
| R1 |
1.1779 |
1.1779 |
1.1747 |
1.1801 |
| PP |
1.1692 |
1.1692 |
1.1692 |
1.1703 |
| S1 |
1.1649 |
1.1649 |
1.1724 |
1.1670 |
| S2 |
1.1562 |
1.1562 |
1.1712 |
|
| S3 |
1.1431 |
1.1518 |
1.1700 |
|
| S4 |
1.1301 |
1.1388 |
1.1664 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1882 |
1.1605 |
0.0277 |
2.3% |
0.0035 |
0.3% |
94% |
True |
False |
18 |
| 10 |
1.1927 |
1.1605 |
0.0322 |
2.7% |
0.0043 |
0.4% |
81% |
False |
False |
25 |
| 20 |
1.2030 |
1.1605 |
0.0425 |
3.6% |
0.0033 |
0.3% |
61% |
False |
False |
29 |
| 40 |
1.2111 |
1.1605 |
0.0506 |
4.3% |
0.0037 |
0.3% |
51% |
False |
False |
23 |
| 60 |
1.2188 |
1.1605 |
0.0583 |
4.9% |
0.0042 |
0.4% |
45% |
False |
False |
24 |
| 80 |
1.2513 |
1.1605 |
0.0908 |
7.6% |
0.0038 |
0.3% |
29% |
False |
False |
20 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2252 |
|
2.618 |
1.2110 |
|
1.618 |
1.2023 |
|
1.000 |
1.1969 |
|
0.618 |
1.1936 |
|
HIGH |
1.1882 |
|
0.618 |
1.1849 |
|
0.500 |
1.1839 |
|
0.382 |
1.1828 |
|
LOW |
1.1795 |
|
0.618 |
1.1741 |
|
1.000 |
1.1708 |
|
1.618 |
1.1654 |
|
2.618 |
1.1567 |
|
4.250 |
1.1425 |
|
|
| Fisher Pivots for day following 21-Aug-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.1856 |
1.1844 |
| PP |
1.1847 |
1.1823 |
| S1 |
1.1839 |
1.1803 |
|