CME Euro FX (E) Future September 2018
| Trading Metrics calculated at close of trading on 06-Aug-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Aug-2018 |
06-Aug-2018 |
Change |
Change % |
Previous Week |
| Open |
1.1622 |
1.1605 |
-0.0018 |
-0.2% |
1.1698 |
| High |
1.1647 |
1.1606 |
-0.0041 |
-0.4% |
1.1790 |
| Low |
1.1594 |
1.1565 |
-0.0030 |
-0.3% |
1.1594 |
| Close |
1.1614 |
1.1591 |
-0.0023 |
-0.2% |
1.1614 |
| Range |
0.0053 |
0.0041 |
-0.0012 |
-21.9% |
0.0196 |
| ATR |
0.0076 |
0.0075 |
-0.0002 |
-2.6% |
0.0000 |
| Volume |
267,096 |
205,320 |
-61,776 |
-23.1% |
1,104,494 |
|
| Daily Pivots for day following 06-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1710 |
1.1692 |
1.1614 |
|
| R3 |
1.1669 |
1.1651 |
1.1602 |
|
| R2 |
1.1628 |
1.1628 |
1.1599 |
|
| R1 |
1.1610 |
1.1610 |
1.1595 |
1.1598 |
| PP |
1.1587 |
1.1587 |
1.1587 |
1.1581 |
| S1 |
1.1569 |
1.1569 |
1.1587 |
1.1557 |
| S2 |
1.1546 |
1.1546 |
1.1583 |
|
| S3 |
1.1505 |
1.1528 |
1.1580 |
|
| S4 |
1.1464 |
1.1487 |
1.1568 |
|
|
| Weekly Pivots for week ending 03-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2254 |
1.2130 |
1.1721 |
|
| R3 |
1.2058 |
1.1934 |
1.1667 |
|
| R2 |
1.1862 |
1.1862 |
1.1649 |
|
| R1 |
1.1738 |
1.1738 |
1.1631 |
1.1702 |
| PP |
1.1666 |
1.1666 |
1.1666 |
1.1648 |
| S1 |
1.1542 |
1.1542 |
1.1596 |
1.1506 |
| S2 |
1.1470 |
1.1470 |
1.1578 |
|
| S3 |
1.1274 |
1.1346 |
1.1560 |
|
| S4 |
1.1078 |
1.1150 |
1.1506 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1790 |
1.1565 |
0.0226 |
1.9% |
0.0058 |
0.5% |
12% |
False |
True |
225,171 |
| 10 |
1.1790 |
1.1565 |
0.0226 |
1.9% |
0.0065 |
0.6% |
12% |
False |
True |
218,602 |
| 20 |
1.1823 |
1.1565 |
0.0258 |
2.2% |
0.0072 |
0.6% |
10% |
False |
True |
214,504 |
| 40 |
1.1940 |
1.1565 |
0.0375 |
3.2% |
0.0084 |
0.7% |
7% |
False |
True |
227,708 |
| 60 |
1.2108 |
1.1565 |
0.0544 |
4.7% |
0.0086 |
0.7% |
5% |
False |
True |
156,248 |
| 80 |
1.2557 |
1.1565 |
0.0992 |
8.6% |
0.0084 |
0.7% |
3% |
False |
True |
117,409 |
| 100 |
1.2639 |
1.1565 |
0.1075 |
9.3% |
0.0082 |
0.7% |
2% |
False |
True |
93,980 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1780 |
|
2.618 |
1.1713 |
|
1.618 |
1.1672 |
|
1.000 |
1.1647 |
|
0.618 |
1.1631 |
|
HIGH |
1.1606 |
|
0.618 |
1.1590 |
|
0.500 |
1.1585 |
|
0.382 |
1.1580 |
|
LOW |
1.1565 |
|
0.618 |
1.1539 |
|
1.000 |
1.1524 |
|
1.618 |
1.1498 |
|
2.618 |
1.1457 |
|
4.250 |
1.1390 |
|
|
| Fisher Pivots for day following 06-Aug-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.1589 |
1.1634 |
| PP |
1.1587 |
1.1620 |
| S1 |
1.1585 |
1.1605 |
|