CME Euro FX (E) Future December 2018
| Trading Metrics calculated at close of trading on 25-Jul-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jul-2018 |
25-Jul-2018 |
Change |
Change % |
Previous Week |
| Open |
1.1829 |
1.1812 |
-0.0017 |
-0.1% |
1.1820 |
| High |
1.1845 |
1.1868 |
0.0023 |
0.2% |
1.1881 |
| Low |
1.1790 |
1.1798 |
0.0008 |
0.1% |
1.1709 |
| Close |
1.1814 |
1.1831 |
0.0017 |
0.1% |
1.1858 |
| Range |
0.0055 |
0.0070 |
0.0015 |
27.3% |
0.0172 |
| ATR |
0.0077 |
0.0077 |
-0.0001 |
-0.7% |
0.0000 |
| Volume |
357 |
388 |
31 |
8.7% |
1,514 |
|
| Daily Pivots for day following 25-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2042 |
1.2006 |
1.1869 |
|
| R3 |
1.1972 |
1.1936 |
1.1850 |
|
| R2 |
1.1902 |
1.1902 |
1.1843 |
|
| R1 |
1.1866 |
1.1866 |
1.1837 |
1.1884 |
| PP |
1.1832 |
1.1832 |
1.1832 |
1.1841 |
| S1 |
1.1796 |
1.1796 |
1.1824 |
1.1814 |
| S2 |
1.1762 |
1.1762 |
1.1818 |
|
| S3 |
1.1692 |
1.1726 |
1.1811 |
|
| S4 |
1.1622 |
1.1656 |
1.1792 |
|
|
| 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% |
0.0079 |
0.7% |
71% |
False |
False |
365 |
| 10 |
1.1881 |
1.1709 |
0.0172 |
1.4% |
0.0068 |
0.6% |
71% |
False |
False |
291 |
| 20 |
1.1936 |
1.1683 |
0.0253 |
2.1% |
0.0075 |
0.6% |
58% |
False |
False |
450 |
| 40 |
1.2014 |
1.1669 |
0.0345 |
2.9% |
0.0079 |
0.7% |
47% |
False |
False |
455 |
| 60 |
1.2301 |
1.1669 |
0.0632 |
5.3% |
0.0079 |
0.7% |
26% |
False |
False |
403 |
| 80 |
1.2653 |
1.1669 |
0.0985 |
8.3% |
0.0072 |
0.6% |
16% |
False |
False |
331 |
| 100 |
1.2735 |
1.1669 |
0.1067 |
9.0% |
0.0073 |
0.6% |
15% |
False |
False |
280 |
| 120 |
1.2836 |
1.1669 |
0.1167 |
9.9% |
0.0073 |
0.6% |
14% |
False |
False |
251 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2165 |
|
2.618 |
1.2051 |
|
1.618 |
1.1981 |
|
1.000 |
1.1938 |
|
0.618 |
1.1911 |
|
HIGH |
1.1868 |
|
0.618 |
1.1841 |
|
0.500 |
1.1833 |
|
0.382 |
1.1824 |
|
LOW |
1.1798 |
|
0.618 |
1.1754 |
|
1.000 |
1.1728 |
|
1.618 |
1.1684 |
|
2.618 |
1.1614 |
|
4.250 |
1.1500 |
|
|
| Fisher Pivots for day following 25-Jul-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.1833 |
1.1835 |
| PP |
1.1832 |
1.1833 |
| S1 |
1.1831 |
1.1832 |
|