CME Euro FX (E) Future September 2018
| Trading Metrics calculated at close of trading on 20-Jul-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jul-2018 |
20-Jul-2018 |
Change |
Change % |
Previous Week |
| Open |
1.1695 |
1.1692 |
-0.0004 |
0.0% |
1.1738 |
| High |
1.1728 |
1.1788 |
0.0060 |
0.5% |
1.1798 |
| Low |
1.1623 |
1.1675 |
0.0052 |
0.4% |
1.1623 |
| Close |
1.1694 |
1.1774 |
0.0080 |
0.7% |
1.1774 |
| Range |
0.0106 |
0.0113 |
0.0008 |
7.1% |
0.0175 |
| ATR |
0.0085 |
0.0087 |
0.0002 |
2.3% |
0.0000 |
| Volume |
280,556 |
290,909 |
10,353 |
3.7% |
1,119,681 |
|
| Daily Pivots for day following 20-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2084 |
1.2042 |
1.1836 |
|
| R3 |
1.1971 |
1.1929 |
1.1805 |
|
| R2 |
1.1858 |
1.1858 |
1.1794 |
|
| R1 |
1.1816 |
1.1816 |
1.1784 |
1.1837 |
| PP |
1.1745 |
1.1745 |
1.1745 |
1.1756 |
| S1 |
1.1703 |
1.1703 |
1.1763 |
1.1724 |
| S2 |
1.1632 |
1.1632 |
1.1753 |
|
| S3 |
1.1519 |
1.1590 |
1.1742 |
|
| S4 |
1.1406 |
1.1477 |
1.1711 |
|
|
| Weekly Pivots for week ending 20-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2256 |
1.2190 |
1.1870 |
|
| R3 |
1.2081 |
1.2015 |
1.1822 |
|
| R2 |
1.1906 |
1.1906 |
1.1806 |
|
| R1 |
1.1840 |
1.1840 |
1.1790 |
1.1873 |
| PP |
1.1731 |
1.1731 |
1.1731 |
1.1748 |
| S1 |
1.1665 |
1.1665 |
1.1757 |
1.1698 |
| S2 |
1.1556 |
1.1556 |
1.1741 |
|
| S3 |
1.1381 |
1.1490 |
1.1725 |
|
| S4 |
1.1206 |
1.1315 |
1.1677 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1798 |
1.1623 |
0.0175 |
1.5% |
0.0086 |
0.7% |
86% |
False |
False |
223,936 |
| 10 |
1.1852 |
1.1623 |
0.0229 |
1.9% |
0.0078 |
0.7% |
66% |
False |
False |
210,279 |
| 20 |
1.1852 |
1.1595 |
0.0257 |
2.2% |
0.0084 |
0.7% |
70% |
False |
False |
230,200 |
| 40 |
1.1940 |
1.1582 |
0.0358 |
3.0% |
0.0093 |
0.8% |
54% |
False |
False |
174,337 |
| 60 |
1.2345 |
1.1582 |
0.0763 |
6.5% |
0.0090 |
0.8% |
25% |
False |
False |
116,902 |
| 80 |
1.2579 |
1.1582 |
0.0997 |
8.5% |
0.0084 |
0.7% |
19% |
False |
False |
87,786 |
| 100 |
1.2639 |
1.1582 |
0.1057 |
9.0% |
0.0083 |
0.7% |
18% |
False |
False |
70,263 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2268 |
|
2.618 |
1.2083 |
|
1.618 |
1.1970 |
|
1.000 |
1.1901 |
|
0.618 |
1.1857 |
|
HIGH |
1.1788 |
|
0.618 |
1.1744 |
|
0.500 |
1.1731 |
|
0.382 |
1.1718 |
|
LOW |
1.1675 |
|
0.618 |
1.1605 |
|
1.000 |
1.1562 |
|
1.618 |
1.1492 |
|
2.618 |
1.1379 |
|
4.250 |
1.1194 |
|
|
| Fisher Pivots for day following 20-Jul-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.1759 |
1.1751 |
| PP |
1.1745 |
1.1728 |
| S1 |
1.1731 |
1.1705 |
|