CME Euro FX (E) Future December 2018
| Trading Metrics calculated at close of trading on 20-Jul-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jul-2018 |
20-Jul-2018 |
Change |
Change % |
Previous Week |
| Open |
1.1780 |
1.1778 |
-0.0002 |
0.0% |
1.1820 |
| High |
1.1809 |
1.1866 |
0.0057 |
0.5% |
1.1881 |
| Low |
1.1709 |
1.1762 |
0.0053 |
0.4% |
1.1709 |
| Close |
1.1778 |
1.1858 |
0.0080 |
0.7% |
1.1858 |
| Range |
0.0100 |
0.0105 |
0.0005 |
4.5% |
0.0172 |
| ATR |
0.0078 |
0.0080 |
0.0002 |
2.4% |
0.0000 |
| Volume |
446 |
361 |
-85 |
-19.1% |
1,514 |
|
| Daily Pivots for day following 20-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2142 |
1.2104 |
1.1915 |
|
| R3 |
1.2037 |
1.2000 |
1.1886 |
|
| R2 |
1.1933 |
1.1933 |
1.1877 |
|
| R1 |
1.1895 |
1.1895 |
1.1867 |
1.1914 |
| PP |
1.1828 |
1.1828 |
1.1828 |
1.1838 |
| S1 |
1.1791 |
1.1791 |
1.1848 |
1.1810 |
| S2 |
1.1724 |
1.1724 |
1.1838 |
|
| S3 |
1.1619 |
1.1686 |
1.1829 |
|
| S4 |
1.1515 |
1.1582 |
1.1800 |
|
|
| Weekly Pivots for week ending 20-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2330 |
1.2265 |
1.1952 |
|
| R3 |
1.2159 |
1.2094 |
1.1905 |
|
| R2 |
1.1987 |
1.1987 |
1.1889 |
|
| R1 |
1.1922 |
1.1922 |
1.1873 |
1.1955 |
| PP |
1.1816 |
1.1816 |
1.1816 |
1.1832 |
| S1 |
1.1751 |
1.1751 |
1.1842 |
1.1783 |
| S2 |
1.1644 |
1.1644 |
1.1826 |
|
| S3 |
1.1473 |
1.1579 |
1.1810 |
|
| S4 |
1.1301 |
1.1408 |
1.1763 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1881 |
1.1709 |
0.0172 |
1.4% |
0.0078 |
0.7% |
87% |
False |
False |
302 |
| 10 |
1.1936 |
1.1709 |
0.0227 |
1.9% |
0.0070 |
0.6% |
66% |
False |
False |
464 |
| 20 |
1.1936 |
1.1683 |
0.0253 |
2.1% |
0.0077 |
0.7% |
69% |
False |
False |
461 |
| 40 |
1.2014 |
1.1669 |
0.0345 |
2.9% |
0.0082 |
0.7% |
55% |
False |
False |
474 |
| 60 |
1.2431 |
1.1669 |
0.0763 |
6.4% |
0.0079 |
0.7% |
25% |
False |
False |
399 |
| 80 |
1.2657 |
1.1669 |
0.0989 |
8.3% |
0.0073 |
0.6% |
19% |
False |
False |
320 |
| 100 |
1.2735 |
1.1669 |
0.1067 |
9.0% |
0.0073 |
0.6% |
18% |
False |
False |
271 |
| 120 |
1.2836 |
1.1669 |
0.1167 |
9.8% |
0.0074 |
0.6% |
16% |
False |
False |
243 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2310 |
|
2.618 |
1.2140 |
|
1.618 |
1.2035 |
|
1.000 |
1.1971 |
|
0.618 |
1.1931 |
|
HIGH |
1.1866 |
|
0.618 |
1.1826 |
|
0.500 |
1.1814 |
|
0.382 |
1.1801 |
|
LOW |
1.1762 |
|
0.618 |
1.1697 |
|
1.000 |
1.1657 |
|
1.618 |
1.1592 |
|
2.618 |
1.1488 |
|
4.250 |
1.1317 |
|
|
| Fisher Pivots for day following 20-Jul-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.1843 |
1.1834 |
| PP |
1.1828 |
1.1811 |
| S1 |
1.1814 |
1.1788 |
|