CME Euro FX (E) Future September 2018
| Trading Metrics calculated at close of trading on 25-Jul-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jul-2018 |
25-Jul-2018 |
Change |
Change % |
Previous Week |
| Open |
1.1738 |
1.1729 |
-0.0009 |
-0.1% |
1.1738 |
| High |
1.1764 |
1.1785 |
0.0021 |
0.2% |
1.1798 |
| Low |
1.1701 |
1.1709 |
0.0008 |
0.1% |
1.1623 |
| Close |
1.1730 |
1.1747 |
0.0017 |
0.1% |
1.1774 |
| Range |
0.0063 |
0.0076 |
0.0013 |
20.6% |
0.0175 |
| ATR |
0.0084 |
0.0084 |
-0.0001 |
-0.7% |
0.0000 |
| Volume |
199,833 |
223,726 |
23,893 |
12.0% |
1,119,681 |
|
| Daily Pivots for day following 25-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1975 |
1.1937 |
1.1788 |
|
| R3 |
1.1899 |
1.1861 |
1.1767 |
|
| R2 |
1.1823 |
1.1823 |
1.1760 |
|
| R1 |
1.1785 |
1.1785 |
1.1753 |
1.1804 |
| PP |
1.1747 |
1.1747 |
1.1747 |
1.1756 |
| S1 |
1.1709 |
1.1709 |
1.1740 |
1.1728 |
| S2 |
1.1671 |
1.1671 |
1.1733 |
|
| S3 |
1.1595 |
1.1633 |
1.1726 |
|
| S4 |
1.1519 |
1.1557 |
1.1705 |
|
|
| 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% |
0.0085 |
0.7% |
70% |
False |
False |
236,507 |
| 10 |
1.1801 |
1.1623 |
0.0178 |
1.5% |
0.0076 |
0.6% |
70% |
False |
False |
209,764 |
| 20 |
1.1852 |
1.1595 |
0.0257 |
2.2% |
0.0083 |
0.7% |
59% |
False |
False |
225,361 |
| 40 |
1.1940 |
1.1582 |
0.0358 |
3.0% |
0.0089 |
0.8% |
46% |
False |
False |
188,399 |
| 60 |
1.2213 |
1.1582 |
0.0631 |
5.4% |
0.0089 |
0.8% |
26% |
False |
False |
127,033 |
| 80 |
1.2557 |
1.1582 |
0.0975 |
8.3% |
0.0084 |
0.7% |
17% |
False |
False |
95,415 |
| 100 |
1.2639 |
1.1582 |
0.1057 |
9.0% |
0.0083 |
0.7% |
16% |
False |
False |
76,369 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2108 |
|
2.618 |
1.1984 |
|
1.618 |
1.1908 |
|
1.000 |
1.1861 |
|
0.618 |
1.1832 |
|
HIGH |
1.1785 |
|
0.618 |
1.1756 |
|
0.500 |
1.1747 |
|
0.382 |
1.1738 |
|
LOW |
1.1709 |
|
0.618 |
1.1662 |
|
1.000 |
1.1633 |
|
1.618 |
1.1586 |
|
2.618 |
1.1510 |
|
4.250 |
1.1386 |
|
|
| Fisher Pivots for day following 25-Jul-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.1747 |
1.1751 |
| PP |
1.1747 |
1.1749 |
| S1 |
1.1747 |
1.1748 |
|