CME Euro FX (E) Future September 2018
| Trading Metrics calculated at close of trading on 10-Jul-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jul-2018 |
10-Jul-2018 |
Change |
Change % |
Previous Week |
| Open |
1.1809 |
1.1810 |
0.0001 |
0.0% |
1.1738 |
| High |
1.1852 |
1.1823 |
-0.0029 |
-0.2% |
1.1830 |
| Low |
1.1793 |
1.1750 |
-0.0044 |
-0.4% |
1.1656 |
| Close |
1.1809 |
1.1804 |
-0.0005 |
0.0% |
1.1805 |
| Range |
0.0059 |
0.0073 |
0.0015 |
24.8% |
0.0175 |
| ATR |
0.0092 |
0.0091 |
-0.0001 |
-1.5% |
0.0000 |
| Volume |
186,245 |
176,362 |
-9,883 |
-5.3% |
887,382 |
|
| Daily Pivots for day following 10-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2011 |
1.1981 |
1.1844 |
|
| R3 |
1.1938 |
1.1908 |
1.1824 |
|
| R2 |
1.1865 |
1.1865 |
1.1817 |
|
| R1 |
1.1835 |
1.1835 |
1.1811 |
1.1813 |
| PP |
1.1792 |
1.1792 |
1.1792 |
1.1781 |
| S1 |
1.1762 |
1.1762 |
1.1797 |
1.1740 |
| S2 |
1.1719 |
1.1719 |
1.1791 |
|
| S3 |
1.1646 |
1.1689 |
1.1784 |
|
| S4 |
1.1573 |
1.1616 |
1.1764 |
|
|
| Weekly Pivots for week ending 06-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2287 |
1.2221 |
1.1901 |
|
| R3 |
1.2113 |
1.2046 |
1.1853 |
|
| R2 |
1.1938 |
1.1938 |
1.1837 |
|
| R1 |
1.1872 |
1.1872 |
1.1821 |
1.1905 |
| PP |
1.1764 |
1.1764 |
1.1764 |
1.1780 |
| S1 |
1.1697 |
1.1697 |
1.1789 |
1.1730 |
| S2 |
1.1589 |
1.1589 |
1.1773 |
|
| S3 |
1.1415 |
1.1523 |
1.1757 |
|
| S4 |
1.1240 |
1.1348 |
1.1709 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1852 |
1.1685 |
0.0167 |
1.4% |
0.0073 |
0.6% |
71% |
False |
False |
211,501 |
| 10 |
1.1852 |
1.1595 |
0.0257 |
2.2% |
0.0088 |
0.7% |
82% |
False |
False |
240,453 |
| 20 |
1.1940 |
1.1582 |
0.0358 |
3.0% |
0.0097 |
0.8% |
62% |
False |
False |
246,462 |
| 40 |
1.2108 |
1.1582 |
0.0526 |
4.5% |
0.0093 |
0.8% |
42% |
False |
False |
131,498 |
| 60 |
1.2557 |
1.1582 |
0.0975 |
8.3% |
0.0088 |
0.7% |
23% |
False |
False |
87,982 |
| 80 |
1.2639 |
1.1582 |
0.1057 |
9.0% |
0.0085 |
0.7% |
21% |
False |
False |
66,053 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2133 |
|
2.618 |
1.2014 |
|
1.618 |
1.1941 |
|
1.000 |
1.1896 |
|
0.618 |
1.1868 |
|
HIGH |
1.1823 |
|
0.618 |
1.1795 |
|
0.500 |
1.1786 |
|
0.382 |
1.1777 |
|
LOW |
1.1750 |
|
0.618 |
1.1704 |
|
1.000 |
1.1677 |
|
1.618 |
1.1631 |
|
2.618 |
1.1558 |
|
4.250 |
1.1439 |
|
|
| Fisher Pivots for day following 10-Jul-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.1798 |
1.1801 |
| PP |
1.1792 |
1.1799 |
| S1 |
1.1786 |
1.1796 |
|