CME Euro FX (E) Future September 2018
| Trading Metrics calculated at close of trading on 30-Jul-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jul-2018 |
30-Jul-2018 |
Change |
Change % |
Previous Week |
| Open |
1.1683 |
1.1698 |
0.0015 |
0.1% |
1.1774 |
| High |
1.1707 |
1.1761 |
0.0055 |
0.5% |
1.1801 |
| Low |
1.1663 |
1.1689 |
0.0026 |
0.2% |
1.1663 |
| Close |
1.1699 |
1.1751 |
0.0052 |
0.4% |
1.1699 |
| Range |
0.0044 |
0.0073 |
0.0029 |
64.8% |
0.0138 |
| ATR |
0.0082 |
0.0082 |
-0.0001 |
-0.8% |
0.0000 |
| Volume |
202,612 |
183,956 |
-18,656 |
-9.2% |
1,063,725 |
|
| Daily Pivots for day following 30-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1951 |
1.1924 |
1.1791 |
|
| R3 |
1.1879 |
1.1851 |
1.1771 |
|
| R2 |
1.1806 |
1.1806 |
1.1764 |
|
| R1 |
1.1779 |
1.1779 |
1.1758 |
1.1792 |
| PP |
1.1734 |
1.1734 |
1.1734 |
1.1740 |
| S1 |
1.1706 |
1.1706 |
1.1744 |
1.1720 |
| S2 |
1.1661 |
1.1661 |
1.1738 |
|
| S3 |
1.1589 |
1.1634 |
1.1731 |
|
| S4 |
1.1516 |
1.1561 |
1.1711 |
|
|
| 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 |
1.1788 |
1.1663 |
0.0125 |
1.1% |
0.0072 |
0.6% |
71% |
False |
False |
212,034 |
| 10 |
1.1801 |
1.1623 |
0.0178 |
1.5% |
0.0081 |
0.7% |
72% |
False |
False |
221,709 |
| 20 |
1.1852 |
1.1623 |
0.0229 |
1.9% |
0.0077 |
0.7% |
56% |
False |
False |
211,893 |
| 40 |
1.1940 |
1.1582 |
0.0358 |
3.0% |
0.0087 |
0.7% |
47% |
False |
False |
202,600 |
| 60 |
1.2114 |
1.1582 |
0.0532 |
4.5% |
0.0088 |
0.8% |
32% |
False |
False |
137,568 |
| 80 |
1.2557 |
1.1582 |
0.0975 |
8.3% |
0.0084 |
0.7% |
17% |
False |
False |
103,364 |
| 100 |
1.2639 |
1.1582 |
0.1057 |
9.0% |
0.0083 |
0.7% |
16% |
False |
False |
82,731 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2069 |
|
2.618 |
1.1951 |
|
1.618 |
1.1878 |
|
1.000 |
1.1834 |
|
0.618 |
1.1806 |
|
HIGH |
1.1761 |
|
0.618 |
1.1733 |
|
0.500 |
1.1725 |
|
0.382 |
1.1716 |
|
LOW |
1.1689 |
|
0.618 |
1.1644 |
|
1.000 |
1.1616 |
|
1.618 |
1.1571 |
|
2.618 |
1.1499 |
|
4.250 |
1.1380 |
|
|
| Fisher Pivots for day following 30-Jul-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.1742 |
1.1742 |
| PP |
1.1734 |
1.1734 |
| S1 |
1.1725 |
1.1725 |
|