CME Euro FX (E) Future December 2018
| Trading Metrics calculated at close of trading on 10-Jul-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jul-2018 |
10-Jul-2018 |
Change |
Change % |
Previous Week |
| Open |
1.1909 |
1.1908 |
-0.0001 |
0.0% |
1.1807 |
| High |
1.1936 |
1.1908 |
-0.0028 |
-0.2% |
1.1914 |
| Low |
1.1885 |
1.1840 |
-0.0045 |
-0.4% |
1.1744 |
| Close |
1.1896 |
1.1890 |
-0.0006 |
0.0% |
1.1891 |
| Range |
0.0051 |
0.0068 |
0.0017 |
32.4% |
0.0171 |
| ATR |
0.0085 |
0.0083 |
-0.0001 |
-1.5% |
0.0000 |
| Volume |
2,215 |
231 |
-1,984 |
-89.6% |
1,895 |
|
| Daily Pivots for day following 10-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2082 |
1.2053 |
1.1927 |
|
| R3 |
1.2014 |
1.1986 |
1.1909 |
|
| R2 |
1.1947 |
1.1947 |
1.1902 |
|
| R1 |
1.1918 |
1.1918 |
1.1896 |
1.1899 |
| PP |
1.1879 |
1.1879 |
1.1879 |
1.1869 |
| S1 |
1.1851 |
1.1851 |
1.1884 |
1.1831 |
| S2 |
1.1812 |
1.1812 |
1.1878 |
|
| S3 |
1.1744 |
1.1783 |
1.1871 |
|
| S4 |
1.1677 |
1.1716 |
1.1853 |
|
|
| Weekly Pivots for week ending 06-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2361 |
1.2297 |
1.1985 |
|
| R3 |
1.2191 |
1.2126 |
1.1938 |
|
| R2 |
1.2020 |
1.2020 |
1.1922 |
|
| R1 |
1.1956 |
1.1956 |
1.1907 |
1.1988 |
| PP |
1.1850 |
1.1850 |
1.1850 |
1.1866 |
| S1 |
1.1785 |
1.1785 |
1.1875 |
1.1817 |
| S2 |
1.1679 |
1.1679 |
1.1860 |
|
| S3 |
1.1509 |
1.1615 |
1.1844 |
|
| S4 |
1.1338 |
1.1444 |
1.1797 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1936 |
1.1778 |
0.0158 |
1.3% |
0.0064 |
0.5% |
71% |
False |
False |
823 |
| 10 |
1.1936 |
1.1683 |
0.0253 |
2.1% |
0.0081 |
0.7% |
82% |
False |
False |
597 |
| 20 |
1.2010 |
1.1669 |
0.0342 |
2.9% |
0.0089 |
0.7% |
65% |
False |
False |
618 |
| 40 |
1.2194 |
1.1669 |
0.0525 |
4.4% |
0.0082 |
0.7% |
42% |
False |
False |
501 |
| 60 |
1.2653 |
1.1669 |
0.0985 |
8.3% |
0.0076 |
0.6% |
22% |
False |
False |
374 |
| 80 |
1.2735 |
1.1669 |
0.1067 |
9.0% |
0.0073 |
0.6% |
21% |
False |
False |
301 |
| 100 |
1.2836 |
1.1669 |
0.1167 |
9.8% |
0.0073 |
0.6% |
19% |
False |
False |
256 |
| 120 |
1.2836 |
1.1669 |
0.1167 |
9.8% |
0.0074 |
0.6% |
19% |
False |
False |
233 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2194 |
|
2.618 |
1.2084 |
|
1.618 |
1.2017 |
|
1.000 |
1.1975 |
|
0.618 |
1.1949 |
|
HIGH |
1.1908 |
|
0.618 |
1.1882 |
|
0.500 |
1.1874 |
|
0.382 |
1.1866 |
|
LOW |
1.1840 |
|
0.618 |
1.1798 |
|
1.000 |
1.1773 |
|
1.618 |
1.1731 |
|
2.618 |
1.1663 |
|
4.250 |
1.1553 |
|
|
| Fisher Pivots for day following 10-Jul-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.1885 |
1.1888 |
| PP |
1.1879 |
1.1885 |
| S1 |
1.1874 |
1.1883 |
|