CME Euro FX (E) Future September 2018
| Trading Metrics calculated at close of trading on 18-Jul-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jul-2018 |
18-Jul-2018 |
Change |
Change % |
Previous Week |
| Open |
1.1763 |
1.1713 |
-0.0051 |
-0.4% |
1.1809 |
| High |
1.1798 |
1.1717 |
-0.0081 |
-0.7% |
1.1852 |
| Low |
1.1701 |
1.1653 |
-0.0048 |
-0.4% |
1.1667 |
| Close |
1.1716 |
1.1700 |
-0.0017 |
-0.1% |
1.1731 |
| Range |
0.0097 |
0.0064 |
-0.0033 |
-33.7% |
0.0185 |
| ATR |
0.0085 |
0.0084 |
-0.0002 |
-1.8% |
0.0000 |
| Volume |
193,417 |
204,532 |
11,115 |
5.7% |
983,118 |
|
| Daily Pivots for day following 18-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1882 |
1.1855 |
1.1735 |
|
| R3 |
1.1818 |
1.1791 |
1.1717 |
|
| R2 |
1.1754 |
1.1754 |
1.1711 |
|
| R1 |
1.1727 |
1.1727 |
1.1705 |
1.1708 |
| PP |
1.1690 |
1.1690 |
1.1690 |
1.1681 |
| S1 |
1.1663 |
1.1663 |
1.1694 |
1.1644 |
| S2 |
1.1626 |
1.1626 |
1.1688 |
|
| S3 |
1.1562 |
1.1599 |
1.1682 |
|
| S4 |
1.1498 |
1.1535 |
1.1664 |
|
|
| 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 |
1.1798 |
1.1653 |
0.0145 |
1.2% |
0.0066 |
0.6% |
32% |
False |
True |
183,022 |
| 10 |
1.1852 |
1.1653 |
0.0199 |
1.7% |
0.0074 |
0.6% |
23% |
False |
True |
204,974 |
| 20 |
1.1852 |
1.1582 |
0.0270 |
2.3% |
0.0083 |
0.7% |
44% |
False |
False |
230,022 |
| 40 |
1.1940 |
1.1582 |
0.0358 |
3.1% |
0.0092 |
0.8% |
33% |
False |
False |
160,322 |
| 60 |
1.2382 |
1.1582 |
0.0800 |
6.8% |
0.0088 |
0.8% |
15% |
False |
False |
107,416 |
| 80 |
1.2639 |
1.1582 |
0.1057 |
9.0% |
0.0084 |
0.7% |
11% |
False |
False |
80,648 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1989 |
|
2.618 |
1.1885 |
|
1.618 |
1.1821 |
|
1.000 |
1.1781 |
|
0.618 |
1.1757 |
|
HIGH |
1.1717 |
|
0.618 |
1.1693 |
|
0.500 |
1.1685 |
|
0.382 |
1.1677 |
|
LOW |
1.1653 |
|
0.618 |
1.1613 |
|
1.000 |
1.1589 |
|
1.618 |
1.1549 |
|
2.618 |
1.1485 |
|
4.250 |
1.1381 |
|
|
| Fisher Pivots for day following 18-Jul-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.1695 |
1.1725 |
| PP |
1.1690 |
1.1717 |
| S1 |
1.1685 |
1.1708 |
|