CME Euro FX (E) Future December 2018
| Trading Metrics calculated at close of trading on 16-Jul-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jul-2018 |
16-Jul-2018 |
Change |
Change % |
Previous Week |
| Open |
1.1807 |
1.1820 |
0.0013 |
0.1% |
1.1909 |
| High |
1.1820 |
1.1861 |
0.0041 |
0.3% |
1.1936 |
| Low |
1.1754 |
1.1819 |
0.0065 |
0.6% |
1.1754 |
| Close |
1.1815 |
1.1852 |
0.0037 |
0.3% |
1.1815 |
| Range |
0.0066 |
0.0042 |
-0.0025 |
-37.1% |
0.0182 |
| ATR |
0.0080 |
0.0077 |
-0.0002 |
-3.1% |
0.0000 |
| Volume |
255 |
301 |
46 |
18.0% |
3,129 |
|
| Daily Pivots for day following 16-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1968 |
1.1952 |
1.1875 |
|
| R3 |
1.1927 |
1.1910 |
1.1863 |
|
| R2 |
1.1885 |
1.1885 |
1.1860 |
|
| R1 |
1.1869 |
1.1869 |
1.1856 |
1.1877 |
| PP |
1.1844 |
1.1844 |
1.1844 |
1.1848 |
| S1 |
1.1827 |
1.1827 |
1.1848 |
1.1836 |
| S2 |
1.1802 |
1.1802 |
1.1844 |
|
| S3 |
1.1761 |
1.1786 |
1.1841 |
|
| S4 |
1.1719 |
1.1744 |
1.1829 |
|
|
| Weekly Pivots for week ending 13-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2379 |
1.2279 |
1.1915 |
|
| R3 |
1.2198 |
1.2097 |
1.1865 |
|
| R2 |
1.2016 |
1.2016 |
1.1848 |
|
| R1 |
1.1916 |
1.1916 |
1.1832 |
1.1875 |
| PP |
1.1835 |
1.1835 |
1.1835 |
1.1815 |
| S1 |
1.1734 |
1.1734 |
1.1798 |
1.1694 |
| S2 |
1.1653 |
1.1653 |
1.1782 |
|
| S3 |
1.1472 |
1.1553 |
1.1765 |
|
| S4 |
1.1290 |
1.1371 |
1.1715 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1908 |
1.1754 |
0.0154 |
1.3% |
0.0061 |
0.5% |
64% |
False |
False |
243 |
| 10 |
1.1936 |
1.1744 |
0.0192 |
1.6% |
0.0064 |
0.5% |
57% |
False |
False |
532 |
| 20 |
1.1936 |
1.1669 |
0.0267 |
2.3% |
0.0077 |
0.6% |
69% |
False |
False |
536 |
| 40 |
1.2019 |
1.1669 |
0.0351 |
3.0% |
0.0080 |
0.7% |
52% |
False |
False |
483 |
| 60 |
1.2549 |
1.1669 |
0.0881 |
7.4% |
0.0077 |
0.6% |
21% |
False |
False |
386 |
| 80 |
1.2735 |
1.1669 |
0.1067 |
9.0% |
0.0072 |
0.6% |
17% |
False |
False |
310 |
| 100 |
1.2735 |
1.1669 |
0.1067 |
9.0% |
0.0072 |
0.6% |
17% |
False |
False |
263 |
| 120 |
1.2836 |
1.1669 |
0.1167 |
9.8% |
0.0074 |
0.6% |
16% |
False |
False |
236 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2037 |
|
2.618 |
1.1969 |
|
1.618 |
1.1928 |
|
1.000 |
1.1902 |
|
0.618 |
1.1886 |
|
HIGH |
1.1861 |
|
0.618 |
1.1845 |
|
0.500 |
1.1840 |
|
0.382 |
1.1835 |
|
LOW |
1.1819 |
|
0.618 |
1.1793 |
|
1.000 |
1.1778 |
|
1.618 |
1.1752 |
|
2.618 |
1.1710 |
|
4.250 |
1.1643 |
|
|
| Fisher Pivots for day following 16-Jul-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.1848 |
1.1837 |
| PP |
1.1844 |
1.1822 |
| S1 |
1.1840 |
1.1807 |
|