CME Euro FX (E) Future September 2018
| Trading Metrics calculated at close of trading on 02-Jul-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jun-2018 |
02-Jul-2018 |
Change |
Change % |
Previous Week |
| Open |
1.1627 |
1.1738 |
0.0111 |
1.0% |
1.1741 |
| High |
1.1758 |
1.1748 |
-0.0010 |
-0.1% |
1.1795 |
| Low |
1.1625 |
1.1656 |
0.0031 |
0.3% |
1.1595 |
| Close |
1.1737 |
1.1675 |
-0.0062 |
-0.5% |
1.1737 |
| Range |
0.0133 |
0.0093 |
-0.0040 |
-30.2% |
0.0200 |
| ATR |
0.0098 |
0.0098 |
0.0000 |
-0.4% |
0.0000 |
| Volume |
338,579 |
192,483 |
-146,096 |
-43.1% |
1,372,040 |
|
| Daily Pivots for day following 02-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1970 |
1.1915 |
1.1725 |
|
| R3 |
1.1878 |
1.1822 |
1.1700 |
|
| R2 |
1.1785 |
1.1785 |
1.1691 |
|
| R1 |
1.1730 |
1.1730 |
1.1683 |
1.1711 |
| PP |
1.1693 |
1.1693 |
1.1693 |
1.1683 |
| S1 |
1.1637 |
1.1637 |
1.1666 |
1.1619 |
| S2 |
1.1600 |
1.1600 |
1.1658 |
|
| S3 |
1.1508 |
1.1545 |
1.1649 |
|
| S4 |
1.1415 |
1.1452 |
1.1624 |
|
|
| Weekly Pivots for week ending 29-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2309 |
1.2223 |
1.1847 |
|
| R3 |
1.2109 |
1.2023 |
1.1792 |
|
| R2 |
1.1909 |
1.1909 |
1.1773 |
|
| R1 |
1.1823 |
1.1823 |
1.1755 |
1.1766 |
| PP |
1.1709 |
1.1709 |
1.1709 |
1.1680 |
| S1 |
1.1623 |
1.1623 |
1.1718 |
1.1566 |
| S2 |
1.1509 |
1.1509 |
1.1700 |
|
| S3 |
1.1309 |
1.1423 |
1.1682 |
|
| S4 |
1.1109 |
1.1223 |
1.1627 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1795 |
1.1595 |
0.0200 |
1.7% |
0.0104 |
0.9% |
40% |
False |
False |
269,405 |
| 10 |
1.1795 |
1.1582 |
0.0213 |
1.8% |
0.0098 |
0.8% |
44% |
False |
False |
266,969 |
| 20 |
1.1940 |
1.1582 |
0.0358 |
3.1% |
0.0097 |
0.8% |
26% |
False |
False |
201,944 |
| 40 |
1.2108 |
1.1582 |
0.0526 |
4.5% |
0.0094 |
0.8% |
18% |
False |
False |
105,199 |
| 60 |
1.2557 |
1.1582 |
0.0975 |
8.3% |
0.0087 |
0.7% |
9% |
False |
False |
70,384 |
| 80 |
1.2639 |
1.1582 |
0.1057 |
9.1% |
0.0084 |
0.7% |
9% |
False |
False |
52,844 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2141 |
|
2.618 |
1.1990 |
|
1.618 |
1.1898 |
|
1.000 |
1.1841 |
|
0.618 |
1.1805 |
|
HIGH |
1.1748 |
|
0.618 |
1.1713 |
|
0.500 |
1.1702 |
|
0.382 |
1.1691 |
|
LOW |
1.1656 |
|
0.618 |
1.1598 |
|
1.000 |
1.1563 |
|
1.618 |
1.1506 |
|
2.618 |
1.1413 |
|
4.250 |
1.1262 |
|
|
| Fisher Pivots for day following 02-Jul-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.1702 |
1.1676 |
| PP |
1.1693 |
1.1676 |
| S1 |
1.1684 |
1.1675 |
|