CME Euro FX (E) Future December 2018
| Trading Metrics calculated at close of trading on 03-Jul-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jul-2018 |
03-Jul-2018 |
Change |
Change % |
Previous Week |
| Open |
1.1807 |
1.1778 |
-0.0029 |
-0.2% |
1.1827 |
| High |
1.1828 |
1.1816 |
-0.0013 |
-0.1% |
1.1877 |
| Low |
1.1744 |
1.1778 |
0.0035 |
0.3% |
1.1683 |
| Close |
1.1760 |
1.1799 |
0.0039 |
0.3% |
1.1822 |
| Range |
0.0085 |
0.0038 |
-0.0047 |
-55.6% |
0.0194 |
| ATR |
0.0090 |
0.0088 |
-0.0002 |
-2.7% |
0.0000 |
| Volume |
224 |
319 |
95 |
42.4% |
2,165 |
|
| Daily Pivots for day following 03-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1910 |
1.1892 |
1.1819 |
|
| R3 |
1.1872 |
1.1854 |
1.1809 |
|
| R2 |
1.1835 |
1.1835 |
1.1805 |
|
| R1 |
1.1817 |
1.1817 |
1.1802 |
1.1826 |
| PP |
1.1797 |
1.1797 |
1.1797 |
1.1802 |
| S1 |
1.1779 |
1.1779 |
1.1795 |
1.1788 |
| S2 |
1.1760 |
1.1760 |
1.1792 |
|
| S3 |
1.1722 |
1.1742 |
1.1788 |
|
| S4 |
1.1685 |
1.1704 |
1.1778 |
|
|
| Weekly Pivots for week ending 29-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2376 |
1.2293 |
1.1929 |
|
| R3 |
1.2182 |
1.2099 |
1.1875 |
|
| R2 |
1.1988 |
1.1988 |
1.1858 |
|
| R1 |
1.1905 |
1.1905 |
1.1840 |
1.1849 |
| PP |
1.1794 |
1.1794 |
1.1794 |
1.1766 |
| S1 |
1.1711 |
1.1711 |
1.1804 |
1.1655 |
| S2 |
1.1600 |
1.1600 |
1.1786 |
|
| S3 |
1.1406 |
1.1517 |
1.1769 |
|
| S4 |
1.1212 |
1.1323 |
1.1715 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1842 |
1.1683 |
0.0160 |
1.4% |
0.0090 |
0.8% |
73% |
False |
False |
398 |
| 10 |
1.1877 |
1.1669 |
0.0208 |
1.8% |
0.0085 |
0.7% |
63% |
False |
False |
439 |
| 20 |
1.2014 |
1.1669 |
0.0345 |
2.9% |
0.0084 |
0.7% |
38% |
False |
False |
457 |
| 40 |
1.2194 |
1.1669 |
0.0525 |
4.4% |
0.0082 |
0.7% |
25% |
False |
False |
418 |
| 60 |
1.2653 |
1.1669 |
0.0985 |
8.3% |
0.0074 |
0.6% |
13% |
False |
False |
314 |
| 80 |
1.2735 |
1.1669 |
0.1067 |
9.0% |
0.0073 |
0.6% |
12% |
False |
False |
259 |
| 100 |
1.2836 |
1.1669 |
0.1167 |
9.9% |
0.0073 |
0.6% |
11% |
False |
False |
220 |
| 120 |
1.2836 |
1.1669 |
0.1167 |
9.9% |
0.0075 |
0.6% |
11% |
False |
False |
203 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1975 |
|
2.618 |
1.1914 |
|
1.618 |
1.1876 |
|
1.000 |
1.1853 |
|
0.618 |
1.1839 |
|
HIGH |
1.1816 |
|
0.618 |
1.1801 |
|
0.500 |
1.1797 |
|
0.382 |
1.1792 |
|
LOW |
1.1778 |
|
0.618 |
1.1755 |
|
1.000 |
1.1741 |
|
1.618 |
1.1717 |
|
2.618 |
1.1680 |
|
4.250 |
1.1619 |
|
|
| Fisher Pivots for day following 03-Jul-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.1798 |
1.1792 |
| PP |
1.1797 |
1.1786 |
| S1 |
1.1797 |
1.1780 |
|