CME Euro FX (E) Future September 2018
| Trading Metrics calculated at close of trading on 09-Aug-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Aug-2018 |
09-Aug-2018 |
Change |
Change % |
Previous Week |
| Open |
1.1630 |
1.1646 |
0.0016 |
0.1% |
1.1698 |
| High |
1.1662 |
1.1650 |
-0.0012 |
-0.1% |
1.1790 |
| Low |
1.1606 |
1.1555 |
-0.0051 |
-0.4% |
1.1594 |
| Close |
1.1652 |
1.1573 |
-0.0080 |
-0.7% |
1.1614 |
| Range |
0.0056 |
0.0095 |
0.0039 |
69.6% |
0.0196 |
| ATR |
0.0072 |
0.0074 |
0.0002 |
2.5% |
0.0000 |
| Volume |
211,417 |
227,087 |
15,670 |
7.4% |
1,104,494 |
|
| Daily Pivots for day following 09-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1878 |
1.1820 |
1.1625 |
|
| R3 |
1.1783 |
1.1725 |
1.1599 |
|
| R2 |
1.1688 |
1.1688 |
1.1590 |
|
| R1 |
1.1630 |
1.1630 |
1.1581 |
1.1611 |
| PP |
1.1593 |
1.1593 |
1.1593 |
1.1583 |
| S1 |
1.1535 |
1.1535 |
1.1564 |
1.1516 |
| S2 |
1.1498 |
1.1498 |
1.1555 |
|
| S3 |
1.1403 |
1.1440 |
1.1546 |
|
| S4 |
1.1308 |
1.1345 |
1.1520 |
|
|
| 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 |
1.1662 |
1.1555 |
0.0107 |
0.9% |
0.0060 |
0.5% |
16% |
False |
True |
225,319 |
| 10 |
1.1790 |
1.1555 |
0.0235 |
2.0% |
0.0061 |
0.5% |
7% |
False |
True |
216,660 |
| 20 |
1.1801 |
1.1555 |
0.0246 |
2.1% |
0.0072 |
0.6% |
7% |
False |
True |
217,256 |
| 40 |
1.1940 |
1.1555 |
0.0385 |
3.3% |
0.0084 |
0.7% |
5% |
False |
True |
233,060 |
| 60 |
1.1965 |
1.1555 |
0.0410 |
3.5% |
0.0085 |
0.7% |
4% |
False |
True |
167,054 |
| 80 |
1.2543 |
1.1555 |
0.0988 |
8.5% |
0.0084 |
0.7% |
2% |
False |
True |
125,580 |
| 100 |
1.2639 |
1.1555 |
0.1084 |
9.4% |
0.0082 |
0.7% |
2% |
False |
True |
100,520 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2054 |
|
2.618 |
1.1899 |
|
1.618 |
1.1804 |
|
1.000 |
1.1745 |
|
0.618 |
1.1709 |
|
HIGH |
1.1650 |
|
0.618 |
1.1614 |
|
0.500 |
1.1603 |
|
0.382 |
1.1591 |
|
LOW |
1.1555 |
|
0.618 |
1.1496 |
|
1.000 |
1.1460 |
|
1.618 |
1.1401 |
|
2.618 |
1.1306 |
|
4.250 |
1.1151 |
|
|
| Fisher Pivots for day following 09-Aug-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.1603 |
1.1609 |
| PP |
1.1593 |
1.1597 |
| S1 |
1.1583 |
1.1585 |
|