CME Euro FX (E) Future September 2018
| Trading Metrics calculated at close of trading on 11-Jul-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jul-2018 |
11-Jul-2018 |
Change |
Change % |
Previous Week |
| Open |
1.1810 |
1.1799 |
-0.0011 |
-0.1% |
1.1738 |
| High |
1.1823 |
1.1817 |
-0.0006 |
-0.1% |
1.1830 |
| Low |
1.1750 |
1.1723 |
-0.0027 |
-0.2% |
1.1656 |
| Close |
1.1804 |
1.1730 |
-0.0074 |
-0.6% |
1.1805 |
| Range |
0.0073 |
0.0094 |
0.0021 |
28.8% |
0.0175 |
| ATR |
0.0091 |
0.0091 |
0.0000 |
0.3% |
0.0000 |
| Volume |
176,362 |
253,616 |
77,254 |
43.8% |
887,382 |
|
| Daily Pivots for day following 11-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2038 |
1.1978 |
1.1782 |
|
| R3 |
1.1944 |
1.1884 |
1.1756 |
|
| R2 |
1.1850 |
1.1850 |
1.1747 |
|
| R1 |
1.1790 |
1.1790 |
1.1739 |
1.1773 |
| PP |
1.1756 |
1.1756 |
1.1756 |
1.1748 |
| S1 |
1.1696 |
1.1696 |
1.1721 |
1.1679 |
| S2 |
1.1662 |
1.1662 |
1.1713 |
|
| S3 |
1.1568 |
1.1602 |
1.1704 |
|
| S4 |
1.1474 |
1.1508 |
1.1678 |
|
|
| 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 |
1.1691 |
0.0161 |
1.4% |
0.0081 |
0.7% |
24% |
False |
False |
226,927 |
| 10 |
1.1852 |
1.1595 |
0.0257 |
2.2% |
0.0089 |
0.8% |
53% |
False |
False |
240,958 |
| 20 |
1.1940 |
1.1582 |
0.0358 |
3.0% |
0.0098 |
0.8% |
41% |
False |
False |
252,443 |
| 40 |
1.2049 |
1.1582 |
0.0467 |
4.0% |
0.0094 |
0.8% |
32% |
False |
False |
137,771 |
| 60 |
1.2557 |
1.1582 |
0.0975 |
8.3% |
0.0089 |
0.8% |
15% |
False |
False |
92,206 |
| 80 |
1.2639 |
1.1582 |
0.1057 |
9.0% |
0.0085 |
0.7% |
14% |
False |
False |
69,222 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2216 |
|
2.618 |
1.2063 |
|
1.618 |
1.1969 |
|
1.000 |
1.1911 |
|
0.618 |
1.1875 |
|
HIGH |
1.1817 |
|
0.618 |
1.1781 |
|
0.500 |
1.1770 |
|
0.382 |
1.1758 |
|
LOW |
1.1723 |
|
0.618 |
1.1664 |
|
1.000 |
1.1629 |
|
1.618 |
1.1570 |
|
2.618 |
1.1476 |
|
4.250 |
1.1323 |
|
|
| Fisher Pivots for day following 11-Jul-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.1770 |
1.1787 |
| PP |
1.1756 |
1.1768 |
| S1 |
1.1743 |
1.1749 |
|