CME Euro FX (E) Future December 2018
| Trading Metrics calculated at close of trading on 24-Jul-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jul-2018 |
24-Jul-2018 |
Change |
Change % |
Previous Week |
| Open |
1.1856 |
1.1829 |
-0.0028 |
-0.2% |
1.1820 |
| High |
1.1880 |
1.1845 |
-0.0035 |
-0.3% |
1.1881 |
| Low |
1.1815 |
1.1790 |
-0.0025 |
-0.2% |
1.1709 |
| Close |
1.1821 |
1.1814 |
-0.0007 |
-0.1% |
1.1858 |
| Range |
0.0065 |
0.0055 |
-0.0010 |
-14.7% |
0.0172 |
| ATR |
0.0079 |
0.0077 |
-0.0002 |
-2.2% |
0.0000 |
| Volume |
273 |
357 |
84 |
30.8% |
1,514 |
|
| Daily Pivots for day following 24-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1981 |
1.1953 |
1.1844 |
|
| R3 |
1.1926 |
1.1898 |
1.1829 |
|
| R2 |
1.1871 |
1.1871 |
1.1824 |
|
| R1 |
1.1843 |
1.1843 |
1.1819 |
1.1830 |
| PP |
1.1816 |
1.1816 |
1.1816 |
1.1810 |
| S1 |
1.1788 |
1.1788 |
1.1809 |
1.1775 |
| S2 |
1.1761 |
1.1761 |
1.1804 |
|
| S3 |
1.1706 |
1.1733 |
1.1799 |
|
| S4 |
1.1651 |
1.1678 |
1.1784 |
|
|
| 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 |
1.1880 |
1.1709 |
0.0171 |
1.4% |
0.0076 |
0.6% |
62% |
False |
False |
327 |
| 10 |
1.1900 |
1.1709 |
0.0191 |
1.6% |
0.0070 |
0.6% |
55% |
False |
False |
282 |
| 20 |
1.1936 |
1.1683 |
0.0253 |
2.1% |
0.0076 |
0.6% |
52% |
False |
False |
439 |
| 40 |
1.2014 |
1.1669 |
0.0345 |
2.9% |
0.0082 |
0.7% |
42% |
False |
False |
476 |
| 60 |
1.2338 |
1.1669 |
0.0669 |
5.7% |
0.0078 |
0.7% |
22% |
False |
False |
398 |
| 80 |
1.2653 |
1.1669 |
0.0985 |
8.3% |
0.0072 |
0.6% |
15% |
False |
False |
327 |
| 100 |
1.2735 |
1.1669 |
0.1067 |
9.0% |
0.0073 |
0.6% |
14% |
False |
False |
276 |
| 120 |
1.2836 |
1.1669 |
0.1167 |
9.9% |
0.0074 |
0.6% |
12% |
False |
False |
248 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2079 |
|
2.618 |
1.1989 |
|
1.618 |
1.1934 |
|
1.000 |
1.1900 |
|
0.618 |
1.1879 |
|
HIGH |
1.1845 |
|
0.618 |
1.1824 |
|
0.500 |
1.1818 |
|
0.382 |
1.1811 |
|
LOW |
1.1790 |
|
0.618 |
1.1756 |
|
1.000 |
1.1735 |
|
1.618 |
1.1701 |
|
2.618 |
1.1646 |
|
4.250 |
1.1556 |
|
|
| Fisher Pivots for day following 24-Jul-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.1818 |
1.1821 |
| PP |
1.1816 |
1.1818 |
| S1 |
1.1815 |
1.1816 |
|