CME Euro FX (E) Future September 2018
| Trading Metrics calculated at close of trading on 03-Jul-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jul-2018 |
03-Jul-2018 |
Change |
Change % |
Previous Week |
| Open |
1.1738 |
1.1699 |
-0.0039 |
-0.3% |
1.1741 |
| High |
1.1748 |
1.1738 |
-0.0011 |
-0.1% |
1.1795 |
| Low |
1.1656 |
1.1685 |
0.0030 |
0.3% |
1.1595 |
| Close |
1.1675 |
1.1715 |
0.0040 |
0.3% |
1.1737 |
| Range |
0.0093 |
0.0053 |
-0.0040 |
-43.2% |
0.0200 |
| ATR |
0.0098 |
0.0095 |
-0.0002 |
-2.5% |
0.0000 |
| Volume |
192,483 |
176,487 |
-15,996 |
-8.3% |
1,372,040 |
|
| Daily Pivots for day following 03-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1870 |
1.1845 |
1.1743 |
|
| R3 |
1.1817 |
1.1792 |
1.1729 |
|
| R2 |
1.1765 |
1.1765 |
1.1724 |
|
| R1 |
1.1740 |
1.1740 |
1.1719 |
1.1752 |
| PP |
1.1712 |
1.1712 |
1.1712 |
1.1719 |
| S1 |
1.1687 |
1.1687 |
1.1710 |
1.1700 |
| S2 |
1.1660 |
1.1660 |
1.1705 |
|
| S3 |
1.1607 |
1.1635 |
1.1700 |
|
| S4 |
1.1555 |
1.1582 |
1.1686 |
|
|
| 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 |
1.1758 |
1.1595 |
0.0163 |
1.4% |
0.0097 |
0.8% |
74% |
False |
False |
254,990 |
| 10 |
1.1795 |
1.1582 |
0.0213 |
1.8% |
0.0092 |
0.8% |
62% |
False |
False |
255,069 |
| 20 |
1.1940 |
1.1582 |
0.0358 |
3.1% |
0.0096 |
0.8% |
37% |
False |
False |
210,250 |
| 40 |
1.2108 |
1.1582 |
0.0526 |
4.5% |
0.0094 |
0.8% |
25% |
False |
False |
109,592 |
| 60 |
1.2557 |
1.1582 |
0.0975 |
8.3% |
0.0087 |
0.7% |
14% |
False |
False |
73,322 |
| 80 |
1.2639 |
1.1582 |
0.1057 |
9.0% |
0.0084 |
0.7% |
13% |
False |
False |
55,050 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1961 |
|
2.618 |
1.1875 |
|
1.618 |
1.1822 |
|
1.000 |
1.1790 |
|
0.618 |
1.1770 |
|
HIGH |
1.1738 |
|
0.618 |
1.1717 |
|
0.500 |
1.1711 |
|
0.382 |
1.1705 |
|
LOW |
1.1685 |
|
0.618 |
1.1653 |
|
1.000 |
1.1633 |
|
1.618 |
1.1600 |
|
2.618 |
1.1548 |
|
4.250 |
1.1462 |
|
|
| Fisher Pivots for day following 03-Jul-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.1713 |
1.1707 |
| PP |
1.1712 |
1.1699 |
| S1 |
1.1711 |
1.1691 |
|