CME Euro FX (E) Future September 2018
| Trading Metrics calculated at close of trading on 01-Aug-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jul-2018 |
01-Aug-2018 |
Change |
Change % |
Previous Week |
| Open |
1.1748 |
1.1728 |
-0.0020 |
-0.2% |
1.1774 |
| High |
1.1790 |
1.1739 |
-0.0051 |
-0.4% |
1.1801 |
| Low |
1.1724 |
1.1697 |
-0.0028 |
-0.2% |
1.1663 |
| Close |
1.1738 |
1.1703 |
-0.0035 |
-0.3% |
1.1699 |
| Range |
0.0066 |
0.0043 |
-0.0024 |
-35.6% |
0.0138 |
| ATR |
0.0080 |
0.0078 |
-0.0003 |
-3.4% |
0.0000 |
| Volume |
227,953 |
193,668 |
-34,285 |
-15.0% |
1,063,725 |
|
| Daily Pivots for day following 01-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1840 |
1.1814 |
1.1726 |
|
| R3 |
1.1798 |
1.1771 |
1.1714 |
|
| R2 |
1.1755 |
1.1755 |
1.1710 |
|
| R1 |
1.1729 |
1.1729 |
1.1706 |
1.1721 |
| PP |
1.1713 |
1.1713 |
1.1713 |
1.1709 |
| S1 |
1.1686 |
1.1686 |
1.1699 |
1.1678 |
| S2 |
1.1670 |
1.1670 |
1.1695 |
|
| S3 |
1.1628 |
1.1644 |
1.1691 |
|
| S4 |
1.1585 |
1.1601 |
1.1679 |
|
|
| 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% |
0.0066 |
0.6% |
31% |
False |
False |
211,646 |
| 10 |
1.1801 |
1.1623 |
0.0178 |
1.5% |
0.0076 |
0.6% |
45% |
False |
False |
224,076 |
| 20 |
1.1852 |
1.1623 |
0.0229 |
2.0% |
0.0075 |
0.6% |
35% |
False |
False |
214,525 |
| 40 |
1.1940 |
1.1582 |
0.0358 |
3.1% |
0.0085 |
0.7% |
34% |
False |
False |
212,387 |
| 60 |
1.2108 |
1.1582 |
0.0526 |
4.5% |
0.0088 |
0.7% |
23% |
False |
False |
144,570 |
| 80 |
1.2557 |
1.1582 |
0.0975 |
8.3% |
0.0084 |
0.7% |
12% |
False |
False |
108,623 |
| 100 |
1.2639 |
1.1582 |
0.1057 |
9.0% |
0.0082 |
0.7% |
11% |
False |
False |
86,945 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1920 |
|
2.618 |
1.1850 |
|
1.618 |
1.1808 |
|
1.000 |
1.1782 |
|
0.618 |
1.1765 |
|
HIGH |
1.1739 |
|
0.618 |
1.1723 |
|
0.500 |
1.1718 |
|
0.382 |
1.1713 |
|
LOW |
1.1697 |
|
0.618 |
1.1670 |
|
1.000 |
1.1654 |
|
1.618 |
1.1628 |
|
2.618 |
1.1585 |
|
4.250 |
1.1516 |
|
|
| Fisher Pivots for day following 01-Aug-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.1718 |
1.1739 |
| PP |
1.1713 |
1.1727 |
| S1 |
1.1708 |
1.1715 |
|