CME Euro FX (E) Future September 2018
| Trading Metrics calculated at close of trading on 17-Jul-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jul-2018 |
17-Jul-2018 |
Change |
Change % |
Previous Week |
| Open |
1.1738 |
1.1763 |
0.0026 |
0.2% |
1.1809 |
| High |
1.1779 |
1.1798 |
0.0019 |
0.2% |
1.1852 |
| Low |
1.1729 |
1.1701 |
-0.0028 |
-0.2% |
1.1667 |
| Close |
1.1767 |
1.1716 |
-0.0051 |
-0.4% |
1.1731 |
| Range |
0.0050 |
0.0097 |
0.0047 |
93.0% |
0.0185 |
| ATR |
0.0084 |
0.0085 |
0.0001 |
1.0% |
0.0000 |
| Volume |
150,267 |
193,417 |
43,150 |
28.7% |
983,118 |
|
| Daily Pivots for day following 17-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2028 |
1.1968 |
1.1769 |
|
| R3 |
1.1931 |
1.1872 |
1.1743 |
|
| R2 |
1.1835 |
1.1835 |
1.1734 |
|
| R1 |
1.1775 |
1.1775 |
1.1725 |
1.1757 |
| PP |
1.1738 |
1.1738 |
1.1738 |
1.1729 |
| S1 |
1.1679 |
1.1679 |
1.1707 |
1.1660 |
| S2 |
1.1642 |
1.1642 |
1.1698 |
|
| S3 |
1.1545 |
1.1582 |
1.1689 |
|
| S4 |
1.1449 |
1.1486 |
1.1663 |
|
|
| Weekly Pivots for week ending 13-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2305 |
1.2203 |
1.1833 |
|
| R3 |
1.2120 |
1.2018 |
1.1782 |
|
| R2 |
1.1935 |
1.1935 |
1.1765 |
|
| R1 |
1.1833 |
1.1833 |
1.1748 |
1.1791 |
| PP |
1.1750 |
1.1750 |
1.1750 |
1.1729 |
| S1 |
1.1648 |
1.1648 |
1.1714 |
1.1606 |
| S2 |
1.1565 |
1.1565 |
1.1697 |
|
| S3 |
1.1380 |
1.1463 |
1.1680 |
|
| S4 |
1.1195 |
1.1278 |
1.1629 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1817 |
1.1667 |
0.0150 |
1.3% |
0.0072 |
0.6% |
33% |
False |
False |
192,839 |
| 10 |
1.1852 |
1.1667 |
0.0185 |
1.6% |
0.0073 |
0.6% |
27% |
False |
False |
202,170 |
| 20 |
1.1852 |
1.1582 |
0.0270 |
2.3% |
0.0086 |
0.7% |
50% |
False |
False |
234,569 |
| 40 |
1.1940 |
1.1582 |
0.0358 |
3.1% |
0.0093 |
0.8% |
37% |
False |
False |
155,272 |
| 60 |
1.2427 |
1.1582 |
0.0845 |
7.2% |
0.0088 |
0.8% |
16% |
False |
False |
104,017 |
| 80 |
1.2639 |
1.1582 |
0.1057 |
9.0% |
0.0084 |
0.7% |
13% |
False |
False |
78,093 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2208 |
|
2.618 |
1.2050 |
|
1.618 |
1.1954 |
|
1.000 |
1.1894 |
|
0.618 |
1.1857 |
|
HIGH |
1.1798 |
|
0.618 |
1.1761 |
|
0.500 |
1.1749 |
|
0.382 |
1.1738 |
|
LOW |
1.1701 |
|
0.618 |
1.1641 |
|
1.000 |
1.1605 |
|
1.618 |
1.1545 |
|
2.618 |
1.1448 |
|
4.250 |
1.1291 |
|
|
| Fisher Pivots for day following 17-Jul-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.1749 |
1.1732 |
| PP |
1.1738 |
1.1727 |
| S1 |
1.1727 |
1.1721 |
|