CME Euro FX (E) Future September 2018
| Trading Metrics calculated at close of trading on 12-Jul-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jul-2018 |
12-Jul-2018 |
Change |
Change % |
Previous Week |
| Open |
1.1799 |
1.1730 |
-0.0069 |
-0.6% |
1.1738 |
| High |
1.1817 |
1.1751 |
-0.0066 |
-0.6% |
1.1830 |
| Low |
1.1723 |
1.1704 |
-0.0019 |
-0.2% |
1.1656 |
| Close |
1.1730 |
1.1726 |
-0.0005 |
0.0% |
1.1805 |
| Range |
0.0094 |
0.0047 |
-0.0048 |
-50.5% |
0.0175 |
| ATR |
0.0091 |
0.0088 |
-0.0003 |
-3.5% |
0.0000 |
| Volume |
253,616 |
169,174 |
-84,442 |
-33.3% |
887,382 |
|
| Daily Pivots for day following 12-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1866 |
1.1842 |
1.1751 |
|
| R3 |
1.1820 |
1.1796 |
1.1738 |
|
| R2 |
1.1773 |
1.1773 |
1.1734 |
|
| R1 |
1.1749 |
1.1749 |
1.1730 |
1.1738 |
| PP |
1.1727 |
1.1727 |
1.1727 |
1.1721 |
| S1 |
1.1703 |
1.1703 |
1.1721 |
1.1692 |
| S2 |
1.1680 |
1.1680 |
1.1717 |
|
| S3 |
1.1634 |
1.1656 |
1.1713 |
|
| S4 |
1.1587 |
1.1610 |
1.1700 |
|
|
| 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 |
1.1704 |
0.0148 |
1.3% |
0.0072 |
0.6% |
15% |
False |
True |
201,951 |
| 10 |
1.1852 |
1.1595 |
0.0257 |
2.2% |
0.0081 |
0.7% |
51% |
False |
False |
227,590 |
| 20 |
1.1940 |
1.1582 |
0.0358 |
3.0% |
0.0097 |
0.8% |
40% |
False |
False |
248,865 |
| 40 |
1.1965 |
1.1582 |
0.0383 |
3.3% |
0.0092 |
0.8% |
37% |
False |
False |
141,954 |
| 60 |
1.2543 |
1.1582 |
0.0961 |
8.2% |
0.0088 |
0.8% |
15% |
False |
False |
95,021 |
| 80 |
1.2639 |
1.1582 |
0.1057 |
9.0% |
0.0085 |
0.7% |
14% |
False |
False |
71,336 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1948 |
|
2.618 |
1.1872 |
|
1.618 |
1.1826 |
|
1.000 |
1.1797 |
|
0.618 |
1.1779 |
|
HIGH |
1.1751 |
|
0.618 |
1.1733 |
|
0.500 |
1.1727 |
|
0.382 |
1.1722 |
|
LOW |
1.1704 |
|
0.618 |
1.1675 |
|
1.000 |
1.1658 |
|
1.618 |
1.1629 |
|
2.618 |
1.1582 |
|
4.250 |
1.1506 |
|
|
| Fisher Pivots for day following 12-Jul-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.1727 |
1.1763 |
| PP |
1.1727 |
1.1751 |
| S1 |
1.1726 |
1.1738 |
|