CME Euro FX (E) Future September 2018
| Trading Metrics calculated at close of trading on 07-Aug-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Aug-2018 |
07-Aug-2018 |
Change |
Change % |
Previous Week |
| Open |
1.1605 |
1.1588 |
-0.0017 |
-0.1% |
1.1698 |
| High |
1.1606 |
1.1643 |
0.0037 |
0.3% |
1.1790 |
| Low |
1.1565 |
1.1585 |
0.0021 |
0.2% |
1.1594 |
| Close |
1.1591 |
1.1628 |
0.0037 |
0.3% |
1.1614 |
| Range |
0.0041 |
0.0058 |
0.0017 |
40.2% |
0.0196 |
| ATR |
0.0075 |
0.0073 |
-0.0001 |
-1.6% |
0.0000 |
| Volume |
205,320 |
215,677 |
10,357 |
5.0% |
1,104,494 |
|
| Daily Pivots for day following 07-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1791 |
1.1767 |
1.1660 |
|
| R3 |
1.1734 |
1.1710 |
1.1644 |
|
| R2 |
1.1676 |
1.1676 |
1.1639 |
|
| R1 |
1.1652 |
1.1652 |
1.1633 |
1.1664 |
| PP |
1.1619 |
1.1619 |
1.1619 |
1.1625 |
| S1 |
1.1595 |
1.1595 |
1.1623 |
1.1607 |
| S2 |
1.1561 |
1.1561 |
1.1617 |
|
| S3 |
1.1504 |
1.1537 |
1.1612 |
|
| S4 |
1.1446 |
1.1480 |
1.1596 |
|
|
| 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 |
1.1739 |
1.1565 |
0.0175 |
1.5% |
0.0056 |
0.5% |
36% |
False |
False |
222,716 |
| 10 |
1.1790 |
1.1565 |
0.0226 |
1.9% |
0.0064 |
0.6% |
28% |
False |
False |
220,187 |
| 20 |
1.1817 |
1.1565 |
0.0252 |
2.2% |
0.0071 |
0.6% |
25% |
False |
False |
216,470 |
| 40 |
1.1940 |
1.1565 |
0.0375 |
3.2% |
0.0084 |
0.7% |
17% |
False |
False |
231,466 |
| 60 |
1.2108 |
1.1565 |
0.0544 |
4.7% |
0.0086 |
0.7% |
12% |
False |
False |
159,822 |
| 80 |
1.2557 |
1.1565 |
0.0992 |
8.5% |
0.0084 |
0.7% |
6% |
False |
False |
120,104 |
| 100 |
1.2639 |
1.1565 |
0.1075 |
9.2% |
0.0082 |
0.7% |
6% |
False |
False |
96,136 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1887 |
|
2.618 |
1.1793 |
|
1.618 |
1.1736 |
|
1.000 |
1.1700 |
|
0.618 |
1.1678 |
|
HIGH |
1.1643 |
|
0.618 |
1.1621 |
|
0.500 |
1.1614 |
|
0.382 |
1.1607 |
|
LOW |
1.1585 |
|
0.618 |
1.1549 |
|
1.000 |
1.1528 |
|
1.618 |
1.1492 |
|
2.618 |
1.1434 |
|
4.250 |
1.1341 |
|
|
| Fisher Pivots for day following 07-Aug-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.1623 |
1.1621 |
| PP |
1.1619 |
1.1613 |
| S1 |
1.1614 |
1.1606 |
|