CME Euro FX (E) Future September 2018
| Trading Metrics calculated at close of trading on 31-Jul-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jul-2018 |
31-Jul-2018 |
Change |
Change % |
Previous Week |
| Open |
1.1698 |
1.1748 |
0.0050 |
0.4% |
1.1774 |
| High |
1.1761 |
1.1790 |
0.0029 |
0.2% |
1.1801 |
| Low |
1.1689 |
1.1724 |
0.0036 |
0.3% |
1.1663 |
| Close |
1.1751 |
1.1738 |
-0.0014 |
-0.1% |
1.1699 |
| Range |
0.0073 |
0.0066 |
-0.0007 |
-9.0% |
0.0138 |
| ATR |
0.0082 |
0.0080 |
-0.0001 |
-1.4% |
0.0000 |
| Volume |
183,956 |
227,953 |
43,997 |
23.9% |
1,063,725 |
|
| Daily Pivots for day following 31-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1949 |
1.1909 |
1.1774 |
|
| R3 |
1.1883 |
1.1843 |
1.1756 |
|
| R2 |
1.1817 |
1.1817 |
1.1750 |
|
| R1 |
1.1777 |
1.1777 |
1.1744 |
1.1764 |
| PP |
1.1751 |
1.1751 |
1.1751 |
1.1744 |
| S1 |
1.1711 |
1.1711 |
1.1731 |
1.1698 |
| S2 |
1.1685 |
1.1685 |
1.1725 |
|
| S3 |
1.1619 |
1.1645 |
1.1719 |
|
| S4 |
1.1553 |
1.1579 |
1.1701 |
|
|
| 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 |
1.1790 |
1.1663 |
0.0128 |
1.1% |
0.0073 |
0.6% |
59% |
True |
False |
217,658 |
| 10 |
1.1801 |
1.1623 |
0.0178 |
1.5% |
0.0078 |
0.7% |
65% |
False |
False |
225,163 |
| 20 |
1.1852 |
1.1623 |
0.0229 |
2.0% |
0.0075 |
0.6% |
50% |
False |
False |
213,666 |
| 40 |
1.1940 |
1.1582 |
0.0358 |
3.0% |
0.0086 |
0.7% |
43% |
False |
False |
207,805 |
| 60 |
1.2108 |
1.1582 |
0.0526 |
4.5% |
0.0088 |
0.8% |
30% |
False |
False |
141,354 |
| 80 |
1.2557 |
1.1582 |
0.0975 |
8.3% |
0.0084 |
0.7% |
16% |
False |
False |
106,205 |
| 100 |
1.2639 |
1.1582 |
0.1057 |
9.0% |
0.0082 |
0.7% |
15% |
False |
False |
85,009 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2071 |
|
2.618 |
1.1963 |
|
1.618 |
1.1897 |
|
1.000 |
1.1856 |
|
0.618 |
1.1831 |
|
HIGH |
1.1790 |
|
0.618 |
1.1765 |
|
0.500 |
1.1757 |
|
0.382 |
1.1749 |
|
LOW |
1.1724 |
|
0.618 |
1.1683 |
|
1.000 |
1.1658 |
|
1.618 |
1.1617 |
|
2.618 |
1.1551 |
|
4.250 |
1.1444 |
|
|
| Fisher Pivots for day following 31-Jul-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.1757 |
1.1734 |
| PP |
1.1751 |
1.1730 |
| S1 |
1.1744 |
1.1726 |
|