CME Euro FX (E) Future September 2018
| Trading Metrics calculated at close of trading on 27-Jul-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jul-2018 |
27-Jul-2018 |
Change |
Change % |
Previous Week |
| Open |
1.1768 |
1.1683 |
-0.0085 |
-0.7% |
1.1774 |
| High |
1.1788 |
1.1707 |
-0.0081 |
-0.7% |
1.1801 |
| Low |
1.1683 |
1.1663 |
-0.0020 |
-0.2% |
1.1663 |
| Close |
1.1689 |
1.1699 |
0.0011 |
0.1% |
1.1699 |
| Range |
0.0105 |
0.0044 |
-0.0061 |
-58.1% |
0.0138 |
| ATR |
0.0085 |
0.0082 |
-0.0003 |
-3.5% |
0.0000 |
| Volume |
250,043 |
202,612 |
-47,431 |
-19.0% |
1,063,725 |
|
| Daily Pivots for day following 27-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1821 |
1.1804 |
1.1723 |
|
| R3 |
1.1777 |
1.1760 |
1.1711 |
|
| R2 |
1.1733 |
1.1733 |
1.1707 |
|
| R1 |
1.1716 |
1.1716 |
1.1703 |
1.1725 |
| PP |
1.1689 |
1.1689 |
1.1689 |
1.1694 |
| S1 |
1.1672 |
1.1672 |
1.1695 |
1.1681 |
| S2 |
1.1645 |
1.1645 |
1.1691 |
|
| S3 |
1.1601 |
1.1628 |
1.1687 |
|
| S4 |
1.1557 |
1.1584 |
1.1675 |
|
|
| Weekly Pivots for week ending 27-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2135 |
1.2055 |
1.1775 |
|
| R3 |
1.1997 |
1.1917 |
1.1737 |
|
| R2 |
1.1859 |
1.1859 |
1.1724 |
|
| R1 |
1.1779 |
1.1779 |
1.1712 |
1.1750 |
| PP |
1.1721 |
1.1721 |
1.1721 |
1.1706 |
| S1 |
1.1641 |
1.1641 |
1.1686 |
1.1612 |
| S2 |
1.1583 |
1.1583 |
1.1674 |
|
| S3 |
1.1445 |
1.1503 |
1.1661 |
|
| S4 |
1.1307 |
1.1365 |
1.1623 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1801 |
1.1663 |
0.0138 |
1.2% |
0.0072 |
0.6% |
26% |
False |
True |
212,745 |
| 10 |
1.1801 |
1.1623 |
0.0178 |
1.5% |
0.0079 |
0.7% |
43% |
False |
False |
218,340 |
| 20 |
1.1852 |
1.1623 |
0.0229 |
2.0% |
0.0080 |
0.7% |
33% |
False |
False |
219,624 |
| 40 |
1.1940 |
1.1582 |
0.0358 |
3.1% |
0.0087 |
0.7% |
33% |
False |
False |
198,653 |
| 60 |
1.2130 |
1.1582 |
0.0548 |
4.7% |
0.0088 |
0.8% |
21% |
False |
False |
134,525 |
| 80 |
1.2557 |
1.1582 |
0.0975 |
8.3% |
0.0084 |
0.7% |
12% |
False |
False |
101,068 |
| 100 |
1.2639 |
1.1582 |
0.1057 |
9.0% |
0.0083 |
0.7% |
11% |
False |
False |
80,894 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1894 |
|
2.618 |
1.1822 |
|
1.618 |
1.1778 |
|
1.000 |
1.1751 |
|
0.618 |
1.1734 |
|
HIGH |
1.1707 |
|
0.618 |
1.1690 |
|
0.500 |
1.1685 |
|
0.382 |
1.1679 |
|
LOW |
1.1663 |
|
0.618 |
1.1635 |
|
1.000 |
1.1619 |
|
1.618 |
1.1591 |
|
2.618 |
1.1547 |
|
4.250 |
1.1476 |
|
|
| Fisher Pivots for day following 27-Jul-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.1694 |
1.1725 |
| PP |
1.1689 |
1.1716 |
| S1 |
1.1685 |
1.1708 |
|