CME Euro FX (E) Future June 2019
| Trading Metrics calculated at close of trading on 06-Aug-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Aug-2018 |
06-Aug-2018 |
Change |
Change % |
Previous Week |
| Open |
1.1883 |
1.1872 |
-0.0011 |
-0.1% |
1.2000 |
| High |
1.1902 |
1.1872 |
-0.0030 |
-0.3% |
1.2028 |
| Low |
1.1883 |
1.1837 |
-0.0046 |
-0.4% |
1.1883 |
| Close |
1.1886 |
1.1864 |
-0.0023 |
-0.2% |
1.1886 |
| Range |
0.0019 |
0.0035 |
0.0016 |
84.2% |
0.0145 |
| ATR |
0.0050 |
0.0050 |
0.0000 |
-0.1% |
0.0000 |
| Volume |
13 |
19 |
6 |
46.2% |
48 |
|
| Daily Pivots for day following 06-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1963 |
1.1948 |
1.1883 |
|
| R3 |
1.1928 |
1.1913 |
1.1873 |
|
| R2 |
1.1893 |
1.1893 |
1.1870 |
|
| R1 |
1.1878 |
1.1878 |
1.1867 |
1.1868 |
| PP |
1.1858 |
1.1858 |
1.1858 |
1.1852 |
| S1 |
1.1843 |
1.1843 |
1.1860 |
1.1833 |
| S2 |
1.1823 |
1.1823 |
1.1857 |
|
| S3 |
1.1788 |
1.1808 |
1.1854 |
|
| S4 |
1.1753 |
1.1773 |
1.1844 |
|
|
| Weekly Pivots for week ending 03-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2366 |
1.2270 |
1.1965 |
|
| R3 |
1.2221 |
1.2126 |
1.1926 |
|
| R2 |
1.2077 |
1.2077 |
1.1912 |
|
| R1 |
1.1981 |
1.1981 |
1.1899 |
1.1957 |
| PP |
1.1932 |
1.1932 |
1.1932 |
1.1920 |
| S1 |
1.1837 |
1.1837 |
1.1873 |
1.1812 |
| S2 |
1.1788 |
1.1788 |
1.1860 |
|
| S3 |
1.1643 |
1.1692 |
1.1846 |
|
| S4 |
1.1499 |
1.1548 |
1.1807 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2025 |
1.1837 |
0.0188 |
1.6% |
0.0019 |
0.2% |
14% |
False |
True |
9 |
| 10 |
1.2030 |
1.1837 |
0.0193 |
1.6% |
0.0023 |
0.2% |
14% |
False |
True |
27 |
| 20 |
1.2082 |
1.1837 |
0.0245 |
2.1% |
0.0033 |
0.3% |
11% |
False |
True |
21 |
| 40 |
1.2176 |
1.1837 |
0.0339 |
2.9% |
0.0042 |
0.4% |
8% |
False |
True |
19 |
| 60 |
1.2363 |
1.1837 |
0.0526 |
4.4% |
0.0040 |
0.3% |
5% |
False |
True |
21 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2021 |
|
2.618 |
1.1964 |
|
1.618 |
1.1929 |
|
1.000 |
1.1907 |
|
0.618 |
1.1894 |
|
HIGH |
1.1872 |
|
0.618 |
1.1859 |
|
0.500 |
1.1855 |
|
0.382 |
1.1850 |
|
LOW |
1.1837 |
|
0.618 |
1.1815 |
|
1.000 |
1.1802 |
|
1.618 |
1.1780 |
|
2.618 |
1.1745 |
|
4.250 |
1.1688 |
|
|
| Fisher Pivots for day following 06-Aug-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.1861 |
1.1870 |
| PP |
1.1858 |
1.1868 |
| S1 |
1.1855 |
1.1866 |
|