CME Euro FX (E) Future September 2018
| Trading Metrics calculated at close of trading on 23-Jul-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jul-2018 |
23-Jul-2018 |
Change |
Change % |
Previous Week |
| Open |
1.1692 |
1.1774 |
0.0083 |
0.7% |
1.1738 |
| High |
1.1788 |
1.1801 |
0.0013 |
0.1% |
1.1798 |
| Low |
1.1675 |
1.1731 |
0.0057 |
0.5% |
1.1623 |
| Close |
1.1774 |
1.1737 |
-0.0037 |
-0.3% |
1.1774 |
| Range |
0.0113 |
0.0070 |
-0.0044 |
-38.5% |
0.0175 |
| ATR |
0.0087 |
0.0086 |
-0.0001 |
-1.4% |
0.0000 |
| Volume |
290,909 |
187,511 |
-103,398 |
-35.5% |
1,119,681 |
|
| Daily Pivots for day following 23-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1965 |
1.1920 |
1.1775 |
|
| R3 |
1.1895 |
1.1851 |
1.1756 |
|
| R2 |
1.1826 |
1.1826 |
1.1750 |
|
| R1 |
1.1781 |
1.1781 |
1.1743 |
1.1769 |
| PP |
1.1756 |
1.1756 |
1.1756 |
1.1750 |
| S1 |
1.1712 |
1.1712 |
1.1731 |
1.1699 |
| S2 |
1.1687 |
1.1687 |
1.1724 |
|
| S3 |
1.1617 |
1.1642 |
1.1718 |
|
| S4 |
1.1548 |
1.1573 |
1.1699 |
|
|
| 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 |
1.1801 |
1.1623 |
0.0178 |
1.5% |
0.0090 |
0.8% |
64% |
True |
False |
231,385 |
| 10 |
1.1823 |
1.1623 |
0.0200 |
1.7% |
0.0079 |
0.7% |
57% |
False |
False |
210,406 |
| 20 |
1.1852 |
1.1595 |
0.0257 |
2.2% |
0.0084 |
0.7% |
55% |
False |
False |
227,486 |
| 40 |
1.1940 |
1.1582 |
0.0358 |
3.0% |
0.0093 |
0.8% |
43% |
False |
False |
178,810 |
| 60 |
1.2268 |
1.1582 |
0.0686 |
5.8% |
0.0089 |
0.8% |
23% |
False |
False |
120,002 |
| 80 |
1.2557 |
1.1582 |
0.0975 |
8.3% |
0.0083 |
0.7% |
16% |
False |
False |
90,125 |
| 100 |
1.2639 |
1.1582 |
0.1057 |
9.0% |
0.0083 |
0.7% |
15% |
False |
False |
72,136 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2096 |
|
2.618 |
1.1982 |
|
1.618 |
1.1913 |
|
1.000 |
1.1870 |
|
0.618 |
1.1843 |
|
HIGH |
1.1801 |
|
0.618 |
1.1774 |
|
0.500 |
1.1766 |
|
0.382 |
1.1758 |
|
LOW |
1.1731 |
|
0.618 |
1.1688 |
|
1.000 |
1.1662 |
|
1.618 |
1.1619 |
|
2.618 |
1.1549 |
|
4.250 |
1.1436 |
|
|
| Fisher Pivots for day following 23-Jul-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.1766 |
1.1729 |
| PP |
1.1756 |
1.1720 |
| S1 |
1.1747 |
1.1712 |
|