CME Euro FX (E) Future December 2018
| Trading Metrics calculated at close of trading on 17-Jul-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jul-2018 |
17-Jul-2018 |
Change |
Change % |
Previous Week |
| Open |
1.1820 |
1.1848 |
0.0029 |
0.2% |
1.1909 |
| High |
1.1861 |
1.1881 |
0.0020 |
0.2% |
1.1936 |
| Low |
1.1819 |
1.1790 |
-0.0030 |
-0.2% |
1.1754 |
| Close |
1.1852 |
1.1801 |
-0.0051 |
-0.4% |
1.1815 |
| Range |
0.0042 |
0.0091 |
0.0050 |
119.3% |
0.0182 |
| ATR |
0.0077 |
0.0078 |
0.0001 |
1.3% |
0.0000 |
| Volume |
301 |
207 |
-94 |
-31.2% |
3,129 |
|
| Daily Pivots for day following 17-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2097 |
1.2040 |
1.1851 |
|
| R3 |
1.2006 |
1.1949 |
1.1826 |
|
| R2 |
1.1915 |
1.1915 |
1.1818 |
|
| R1 |
1.1858 |
1.1858 |
1.1809 |
1.1841 |
| PP |
1.1824 |
1.1824 |
1.1824 |
1.1815 |
| S1 |
1.1767 |
1.1767 |
1.1793 |
1.1750 |
| S2 |
1.1733 |
1.1733 |
1.1784 |
|
| S3 |
1.1642 |
1.1676 |
1.1776 |
|
| S4 |
1.1551 |
1.1585 |
1.1751 |
|
|
| 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 |
1.1900 |
1.1754 |
0.0146 |
1.2% |
0.0065 |
0.6% |
32% |
False |
False |
238 |
| 10 |
1.1936 |
1.1754 |
0.0182 |
1.5% |
0.0065 |
0.5% |
26% |
False |
False |
530 |
| 20 |
1.1936 |
1.1669 |
0.0267 |
2.3% |
0.0079 |
0.7% |
50% |
False |
False |
521 |
| 40 |
1.2019 |
1.1669 |
0.0351 |
3.0% |
0.0081 |
0.7% |
38% |
False |
False |
485 |
| 60 |
1.2510 |
1.1669 |
0.0841 |
7.1% |
0.0077 |
0.7% |
16% |
False |
False |
387 |
| 80 |
1.2735 |
1.1669 |
0.1067 |
9.0% |
0.0072 |
0.6% |
12% |
False |
False |
312 |
| 100 |
1.2735 |
1.1669 |
0.1067 |
9.0% |
0.0072 |
0.6% |
12% |
False |
False |
264 |
| 120 |
1.2836 |
1.1669 |
0.1167 |
9.9% |
0.0074 |
0.6% |
11% |
False |
False |
236 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2267 |
|
2.618 |
1.2119 |
|
1.618 |
1.2028 |
|
1.000 |
1.1972 |
|
0.618 |
1.1937 |
|
HIGH |
1.1881 |
|
0.618 |
1.1846 |
|
0.500 |
1.1835 |
|
0.382 |
1.1824 |
|
LOW |
1.1790 |
|
0.618 |
1.1733 |
|
1.000 |
1.1699 |
|
1.618 |
1.1642 |
|
2.618 |
1.1551 |
|
4.250 |
1.1403 |
|
|
| Fisher Pivots for day following 17-Jul-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.1835 |
1.1817 |
| PP |
1.1824 |
1.1812 |
| S1 |
1.1812 |
1.1806 |
|