CME Euro FX (E) Future December 2018
| Trading Metrics calculated at close of trading on 15-Aug-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Aug-2018 |
15-Aug-2018 |
Change |
Change % |
Previous Week |
| Open |
1.1512 |
1.1455 |
-0.0057 |
-0.5% |
1.1683 |
| High |
1.1535 |
1.1461 |
-0.0074 |
-0.6% |
1.1744 |
| Low |
1.1439 |
1.1410 |
-0.0029 |
-0.3% |
1.1499 |
| Close |
1.1448 |
1.1454 |
0.0007 |
0.1% |
1.1512 |
| Range |
0.0097 |
0.0052 |
-0.0045 |
-46.6% |
0.0245 |
| ATR |
0.0076 |
0.0074 |
-0.0002 |
-2.3% |
0.0000 |
| Volume |
1,259 |
1,389 |
130 |
10.3% |
4,425 |
|
| Daily Pivots for day following 15-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1596 |
1.1577 |
1.1482 |
|
| R3 |
1.1545 |
1.1525 |
1.1468 |
|
| R2 |
1.1493 |
1.1493 |
1.1463 |
|
| R1 |
1.1474 |
1.1474 |
1.1459 |
1.1458 |
| PP |
1.1442 |
1.1442 |
1.1442 |
1.1434 |
| S1 |
1.1422 |
1.1422 |
1.1449 |
1.1406 |
| S2 |
1.1390 |
1.1390 |
1.1445 |
|
| S3 |
1.1339 |
1.1371 |
1.1440 |
|
| S4 |
1.1287 |
1.1319 |
1.1426 |
|
|
| Weekly Pivots for week ending 10-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2318 |
1.2159 |
1.1646 |
|
| R3 |
1.2074 |
1.1915 |
1.1579 |
|
| R2 |
1.1829 |
1.1829 |
1.1556 |
|
| R1 |
1.1670 |
1.1670 |
1.1534 |
1.1628 |
| PP |
1.1585 |
1.1585 |
1.1585 |
1.1563 |
| S1 |
1.1426 |
1.1426 |
1.1489 |
1.1383 |
| S2 |
1.1340 |
1.1340 |
1.1467 |
|
| S3 |
1.1096 |
1.1181 |
1.1444 |
|
| S4 |
1.0851 |
1.0937 |
1.1377 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1734 |
1.1410 |
0.0324 |
2.8% |
0.0091 |
0.8% |
14% |
False |
True |
1,450 |
| 10 |
1.1787 |
1.1410 |
0.0377 |
3.3% |
0.0072 |
0.6% |
12% |
False |
True |
1,006 |
| 20 |
1.1880 |
1.1410 |
0.0470 |
4.1% |
0.0070 |
0.6% |
9% |
False |
True |
701 |
| 40 |
1.1936 |
1.1410 |
0.0526 |
4.6% |
0.0073 |
0.6% |
8% |
False |
True |
590 |
| 60 |
1.2019 |
1.1410 |
0.0610 |
5.3% |
0.0077 |
0.7% |
7% |
False |
True |
558 |
| 80 |
1.2472 |
1.1410 |
0.1062 |
9.3% |
0.0075 |
0.7% |
4% |
False |
True |
467 |
| 100 |
1.2735 |
1.1410 |
0.1326 |
11.6% |
0.0072 |
0.6% |
3% |
False |
True |
390 |
| 120 |
1.2735 |
1.1410 |
0.1326 |
11.6% |
0.0072 |
0.6% |
3% |
False |
True |
338 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1680 |
|
2.618 |
1.1596 |
|
1.618 |
1.1544 |
|
1.000 |
1.1513 |
|
0.618 |
1.1493 |
|
HIGH |
1.1461 |
|
0.618 |
1.1441 |
|
0.500 |
1.1435 |
|
0.382 |
1.1429 |
|
LOW |
1.1410 |
|
0.618 |
1.1378 |
|
1.000 |
1.1358 |
|
1.618 |
1.1326 |
|
2.618 |
1.1275 |
|
4.250 |
1.1191 |
|
|
| Fisher Pivots for day following 15-Aug-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.1448 |
1.1476 |
| PP |
1.1442 |
1.1469 |
| S1 |
1.1435 |
1.1461 |
|