CME Euro FX (E) Future June 2019
| Trading Metrics calculated at close of trading on 27-Aug-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Aug-2018 |
27-Aug-2018 |
Change |
Change % |
Previous Week |
| Open |
1.1920 |
1.1897 |
-0.0023 |
-0.2% |
1.1724 |
| High |
1.1920 |
1.1980 |
0.0060 |
0.5% |
1.1920 |
| Low |
1.1910 |
1.1897 |
-0.0013 |
-0.1% |
1.1724 |
| Close |
1.1915 |
1.1968 |
0.0054 |
0.4% |
1.1915 |
| Range |
0.0010 |
0.0083 |
0.0073 |
725.0% |
0.0197 |
| ATR |
0.0062 |
0.0063 |
0.0001 |
2.4% |
0.0000 |
| Volume |
14 |
45 |
31 |
221.4% |
163 |
|
| Daily Pivots for day following 27-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2196 |
1.2164 |
1.2013 |
|
| R3 |
1.2113 |
1.2082 |
1.1991 |
|
| R2 |
1.2031 |
1.2031 |
1.1983 |
|
| R1 |
1.1999 |
1.1999 |
1.1976 |
1.2015 |
| PP |
1.1948 |
1.1948 |
1.1948 |
1.1956 |
| S1 |
1.1917 |
1.1917 |
1.1960 |
1.1933 |
| S2 |
1.1866 |
1.1866 |
1.1953 |
|
| S3 |
1.1783 |
1.1834 |
1.1945 |
|
| S4 |
1.1701 |
1.1752 |
1.1923 |
|
|
| Weekly Pivots for week ending 24-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2442 |
1.2375 |
1.2023 |
|
| R3 |
1.2246 |
1.2178 |
1.1969 |
|
| R2 |
1.2049 |
1.2049 |
1.1951 |
|
| R1 |
1.1982 |
1.1982 |
1.1933 |
1.2016 |
| PP |
1.1853 |
1.1853 |
1.1853 |
1.1870 |
| S1 |
1.1785 |
1.1785 |
1.1896 |
1.1819 |
| S2 |
1.1656 |
1.1656 |
1.1878 |
|
| S3 |
1.1460 |
1.1589 |
1.1860 |
|
| S4 |
1.1263 |
1.1392 |
1.1806 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1980 |
1.1795 |
0.0185 |
1.5% |
0.0056 |
0.5% |
94% |
True |
False |
41 |
| 10 |
1.1980 |
1.1605 |
0.0375 |
3.1% |
0.0045 |
0.4% |
97% |
True |
False |
21 |
| 20 |
1.2025 |
1.1605 |
0.0420 |
3.5% |
0.0036 |
0.3% |
86% |
False |
False |
23 |
| 40 |
1.2111 |
1.1605 |
0.0506 |
4.2% |
0.0036 |
0.3% |
72% |
False |
False |
24 |
| 60 |
1.2188 |
1.1605 |
0.0583 |
4.9% |
0.0041 |
0.3% |
62% |
False |
False |
21 |
| 80 |
1.2382 |
1.1605 |
0.0777 |
6.5% |
0.0040 |
0.3% |
47% |
False |
False |
21 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2330 |
|
2.618 |
1.2195 |
|
1.618 |
1.2113 |
|
1.000 |
1.2062 |
|
0.618 |
1.2030 |
|
HIGH |
1.1980 |
|
0.618 |
1.1948 |
|
0.500 |
1.1938 |
|
0.382 |
1.1929 |
|
LOW |
1.1897 |
|
0.618 |
1.1846 |
|
1.000 |
1.1815 |
|
1.618 |
1.1764 |
|
2.618 |
1.1681 |
|
4.250 |
1.1546 |
|
|
| Fisher Pivots for day following 27-Aug-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.1958 |
1.1946 |
| PP |
1.1948 |
1.1924 |
| S1 |
1.1938 |
1.1902 |
|