CME Euro FX (E) Future June 2019
| Trading Metrics calculated at close of trading on 29-Aug-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Aug-2018 |
29-Aug-2018 |
Change |
Change % |
Previous Week |
| Open |
1.2004 |
1.1960 |
-0.0044 |
-0.4% |
1.1724 |
| High |
1.2012 |
1.1989 |
-0.0023 |
-0.2% |
1.1920 |
| Low |
1.1985 |
1.1950 |
-0.0035 |
-0.3% |
1.1724 |
| Close |
1.1985 |
1.1989 |
0.0004 |
0.0% |
1.1915 |
| Range |
0.0027 |
0.0039 |
0.0013 |
47.2% |
0.0197 |
| ATR |
0.0062 |
0.0060 |
-0.0002 |
-2.6% |
0.0000 |
| Volume |
36 |
28 |
-8 |
-22.2% |
163 |
|
| Daily Pivots for day following 29-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2093 |
1.2080 |
1.2010 |
|
| R3 |
1.2054 |
1.2041 |
1.2000 |
|
| R2 |
1.2015 |
1.2015 |
1.1996 |
|
| R1 |
1.2002 |
1.2002 |
1.1993 |
1.2009 |
| PP |
1.1976 |
1.1976 |
1.1976 |
1.1979 |
| S1 |
1.1963 |
1.1963 |
1.1985 |
1.1970 |
| S2 |
1.1937 |
1.1937 |
1.1982 |
|
| S3 |
1.1898 |
1.1924 |
1.1978 |
|
| S4 |
1.1859 |
1.1885 |
1.1968 |
|
|
| 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 |
1.2012 |
1.1824 |
0.0188 |
1.6% |
0.0041 |
0.3% |
88% |
False |
False |
31 |
| 10 |
1.2012 |
1.1657 |
0.0355 |
3.0% |
0.0040 |
0.3% |
94% |
False |
False |
27 |
| 20 |
1.2012 |
1.1605 |
0.0407 |
3.4% |
0.0037 |
0.3% |
94% |
False |
False |
25 |
| 40 |
1.2111 |
1.1605 |
0.0506 |
4.2% |
0.0036 |
0.3% |
76% |
False |
False |
24 |
| 60 |
1.2188 |
1.1605 |
0.0583 |
4.9% |
0.0040 |
0.3% |
66% |
False |
False |
21 |
| 80 |
1.2363 |
1.1605 |
0.0758 |
6.3% |
0.0040 |
0.3% |
51% |
False |
False |
22 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2155 |
|
2.618 |
1.2091 |
|
1.618 |
1.2052 |
|
1.000 |
1.2028 |
|
0.618 |
1.2013 |
|
HIGH |
1.1989 |
|
0.618 |
1.1974 |
|
0.500 |
1.1970 |
|
0.382 |
1.1965 |
|
LOW |
1.1950 |
|
0.618 |
1.1926 |
|
1.000 |
1.1911 |
|
1.618 |
1.1887 |
|
2.618 |
1.1848 |
|
4.250 |
1.1784 |
|
|
| Fisher Pivots for day following 29-Aug-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.1983 |
1.1977 |
| PP |
1.1976 |
1.1966 |
| S1 |
1.1970 |
1.1954 |
|