CME Euro FX (E) Future December 2018
| Trading Metrics calculated at close of trading on 03-Aug-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Aug-2018 |
03-Aug-2018 |
Change |
Change % |
Previous Week |
| Open |
1.1782 |
1.1707 |
-0.0075 |
-0.6% |
1.1785 |
| High |
1.1787 |
1.1730 |
-0.0057 |
-0.5% |
1.1871 |
| Low |
1.1704 |
1.1681 |
-0.0024 |
-0.2% |
1.1681 |
| Close |
1.1707 |
1.1698 |
-0.0010 |
-0.1% |
1.1698 |
| Range |
0.0083 |
0.0050 |
-0.0033 |
-40.0% |
0.0191 |
| ATR |
0.0072 |
0.0070 |
-0.0002 |
-2.2% |
0.0000 |
| Volume |
680 |
669 |
-11 |
-1.6% |
2,605 |
|
| Daily Pivots for day following 03-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1851 |
1.1824 |
1.1725 |
|
| R3 |
1.1802 |
1.1774 |
1.1711 |
|
| R2 |
1.1752 |
1.1752 |
1.1707 |
|
| R1 |
1.1725 |
1.1725 |
1.1702 |
1.1714 |
| PP |
1.1703 |
1.1703 |
1.1703 |
1.1697 |
| S1 |
1.1675 |
1.1675 |
1.1693 |
1.1664 |
| S2 |
1.1653 |
1.1653 |
1.1688 |
|
| S3 |
1.1604 |
1.1626 |
1.1684 |
|
| S4 |
1.1554 |
1.1576 |
1.1670 |
|
|
| Weekly Pivots for week ending 03-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2321 |
1.2200 |
1.1802 |
|
| R3 |
1.2131 |
1.2009 |
1.1750 |
|
| R2 |
1.1940 |
1.1940 |
1.1732 |
|
| R1 |
1.1819 |
1.1819 |
1.1715 |
1.1784 |
| PP |
1.1750 |
1.1750 |
1.1750 |
1.1732 |
| S1 |
1.1628 |
1.1628 |
1.1680 |
1.1594 |
| S2 |
1.1559 |
1.1559 |
1.1663 |
|
| S3 |
1.1369 |
1.1438 |
1.1645 |
|
| S4 |
1.1178 |
1.1247 |
1.1593 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1871 |
1.1681 |
0.0191 |
1.6% |
0.0058 |
0.5% |
9% |
False |
True |
521 |
| 10 |
1.1880 |
1.1681 |
0.0199 |
1.7% |
0.0061 |
0.5% |
9% |
False |
True |
450 |
| 20 |
1.1936 |
1.1681 |
0.0255 |
2.2% |
0.0066 |
0.6% |
7% |
False |
True |
457 |
| 40 |
1.2010 |
1.1669 |
0.0342 |
2.9% |
0.0076 |
0.7% |
8% |
False |
False |
482 |
| 60 |
1.2194 |
1.1669 |
0.0525 |
4.5% |
0.0077 |
0.7% |
6% |
False |
False |
449 |
| 80 |
1.2653 |
1.1669 |
0.0985 |
8.4% |
0.0073 |
0.6% |
3% |
False |
False |
365 |
| 100 |
1.2735 |
1.1669 |
0.1067 |
9.1% |
0.0072 |
0.6% |
3% |
False |
False |
310 |
| 120 |
1.2836 |
1.1669 |
0.1167 |
10.0% |
0.0072 |
0.6% |
2% |
False |
False |
270 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1940 |
|
2.618 |
1.1860 |
|
1.618 |
1.1810 |
|
1.000 |
1.1780 |
|
0.618 |
1.1761 |
|
HIGH |
1.1730 |
|
0.618 |
1.1711 |
|
0.500 |
1.1705 |
|
0.382 |
1.1699 |
|
LOW |
1.1681 |
|
0.618 |
1.1650 |
|
1.000 |
1.1631 |
|
1.618 |
1.1600 |
|
2.618 |
1.1551 |
|
4.250 |
1.1470 |
|
|
| Fisher Pivots for day following 03-Aug-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.1705 |
1.1750 |
| PP |
1.1703 |
1.1732 |
| S1 |
1.1700 |
1.1715 |
|