CME Euro FX (E) Future September 2018
| Trading Metrics calculated at close of trading on 26-Jul-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jul-2018 |
26-Jul-2018 |
Change |
Change % |
Previous Week |
| Open |
1.1729 |
1.1768 |
0.0040 |
0.3% |
1.1738 |
| High |
1.1785 |
1.1788 |
0.0003 |
0.0% |
1.1798 |
| Low |
1.1709 |
1.1683 |
-0.0027 |
-0.2% |
1.1623 |
| Close |
1.1747 |
1.1689 |
-0.0058 |
-0.5% |
1.1774 |
| Range |
0.0076 |
0.0105 |
0.0029 |
38.2% |
0.0175 |
| ATR |
0.0084 |
0.0085 |
0.0002 |
1.8% |
0.0000 |
| Volume |
223,726 |
250,043 |
26,317 |
11.8% |
1,119,681 |
|
| Daily Pivots for day following 26-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2035 |
1.1967 |
1.1746 |
|
| R3 |
1.1930 |
1.1862 |
1.1717 |
|
| R2 |
1.1825 |
1.1825 |
1.1708 |
|
| R1 |
1.1757 |
1.1757 |
1.1698 |
1.1738 |
| PP |
1.1720 |
1.1720 |
1.1720 |
1.1710 |
| S1 |
1.1652 |
1.1652 |
1.1679 |
1.1633 |
| S2 |
1.1615 |
1.1615 |
1.1669 |
|
| S3 |
1.1510 |
1.1547 |
1.1660 |
|
| S4 |
1.1405 |
1.1442 |
1.1631 |
|
|
| 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 |
1.1675 |
0.0126 |
1.1% |
0.0085 |
0.7% |
11% |
False |
False |
230,404 |
| 10 |
1.1801 |
1.1623 |
0.0178 |
1.5% |
0.0082 |
0.7% |
37% |
False |
False |
217,851 |
| 20 |
1.1852 |
1.1595 |
0.0257 |
2.2% |
0.0081 |
0.7% |
37% |
False |
False |
222,721 |
| 40 |
1.1940 |
1.1582 |
0.0358 |
3.1% |
0.0088 |
0.8% |
30% |
False |
False |
193,866 |
| 60 |
1.2156 |
1.1582 |
0.0574 |
4.9% |
0.0089 |
0.8% |
19% |
False |
False |
131,192 |
| 80 |
1.2557 |
1.1582 |
0.0975 |
8.3% |
0.0084 |
0.7% |
11% |
False |
False |
98,539 |
| 100 |
1.2639 |
1.1582 |
0.1057 |
9.0% |
0.0083 |
0.7% |
10% |
False |
False |
78,869 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2234 |
|
2.618 |
1.2062 |
|
1.618 |
1.1957 |
|
1.000 |
1.1893 |
|
0.618 |
1.1852 |
|
HIGH |
1.1788 |
|
0.618 |
1.1747 |
|
0.500 |
1.1735 |
|
0.382 |
1.1723 |
|
LOW |
1.1683 |
|
0.618 |
1.1618 |
|
1.000 |
1.1578 |
|
1.618 |
1.1513 |
|
2.618 |
1.1408 |
|
4.250 |
1.1236 |
|
|
| Fisher Pivots for day following 26-Jul-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.1735 |
1.1735 |
| PP |
1.1720 |
1.1720 |
| S1 |
1.1704 |
1.1704 |
|