CME Euro FX (E) Future December 2018
| Trading Metrics calculated at close of trading on 26-Jul-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jul-2018 |
26-Jul-2018 |
Change |
Change % |
Previous Week |
| Open |
1.1812 |
1.1869 |
0.0057 |
0.5% |
1.1820 |
| High |
1.1868 |
1.1869 |
0.0001 |
0.0% |
1.1881 |
| Low |
1.1798 |
1.1768 |
-0.0030 |
-0.3% |
1.1709 |
| Close |
1.1831 |
1.1773 |
-0.0058 |
-0.5% |
1.1858 |
| Range |
0.0070 |
0.0101 |
0.0031 |
44.3% |
0.0172 |
| ATR |
0.0077 |
0.0079 |
0.0002 |
2.2% |
0.0000 |
| Volume |
388 |
400 |
12 |
3.1% |
1,514 |
|
| Daily Pivots for day following 26-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2106 |
1.2040 |
1.1828 |
|
| R3 |
1.2005 |
1.1939 |
1.1800 |
|
| R2 |
1.1904 |
1.1904 |
1.1791 |
|
| R1 |
1.1838 |
1.1838 |
1.1782 |
1.1821 |
| PP |
1.1803 |
1.1803 |
1.1803 |
1.1794 |
| S1 |
1.1737 |
1.1737 |
1.1763 |
1.1720 |
| S2 |
1.1702 |
1.1702 |
1.1754 |
|
| S3 |
1.1601 |
1.1636 |
1.1745 |
|
| S4 |
1.1500 |
1.1535 |
1.1717 |
|
|
| 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 |
1.1762 |
0.0118 |
1.0% |
0.0079 |
0.7% |
9% |
False |
False |
355 |
| 10 |
1.1881 |
1.1709 |
0.0172 |
1.5% |
0.0075 |
0.6% |
37% |
False |
False |
318 |
| 20 |
1.1936 |
1.1683 |
0.0253 |
2.1% |
0.0074 |
0.6% |
36% |
False |
False |
438 |
| 40 |
1.2014 |
1.1669 |
0.0345 |
2.9% |
0.0078 |
0.7% |
30% |
False |
False |
436 |
| 60 |
1.2248 |
1.1669 |
0.0580 |
4.9% |
0.0079 |
0.7% |
18% |
False |
False |
409 |
| 80 |
1.2653 |
1.1669 |
0.0985 |
8.4% |
0.0073 |
0.6% |
11% |
False |
False |
335 |
| 100 |
1.2735 |
1.1669 |
0.1067 |
9.1% |
0.0073 |
0.6% |
10% |
False |
False |
283 |
| 120 |
1.2836 |
1.1669 |
0.1167 |
9.9% |
0.0074 |
0.6% |
9% |
False |
False |
254 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2298 |
|
2.618 |
1.2133 |
|
1.618 |
1.2032 |
|
1.000 |
1.1970 |
|
0.618 |
1.1931 |
|
HIGH |
1.1869 |
|
0.618 |
1.1830 |
|
0.500 |
1.1818 |
|
0.382 |
1.1806 |
|
LOW |
1.1768 |
|
0.618 |
1.1705 |
|
1.000 |
1.1667 |
|
1.618 |
1.1604 |
|
2.618 |
1.1503 |
|
4.250 |
1.1338 |
|
|
| Fisher Pivots for day following 26-Jul-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.1818 |
1.1818 |
| PP |
1.1803 |
1.1803 |
| S1 |
1.1788 |
1.1788 |
|