CME Euro FX (E) Future December 2018
| Trading Metrics calculated at close of trading on 27-Jul-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jul-2018 |
27-Jul-2018 |
Change |
Change % |
Previous Week |
| Open |
1.1869 |
1.1768 |
-0.0101 |
-0.9% |
1.1856 |
| High |
1.1869 |
1.1786 |
-0.0083 |
-0.7% |
1.1880 |
| Low |
1.1768 |
1.1750 |
-0.0018 |
-0.1% |
1.1750 |
| Close |
1.1773 |
1.1783 |
0.0011 |
0.1% |
1.1783 |
| Range |
0.0101 |
0.0036 |
-0.0065 |
-64.4% |
0.0130 |
| ATR |
0.0079 |
0.0076 |
-0.0003 |
-3.9% |
0.0000 |
| Volume |
400 |
482 |
82 |
20.5% |
1,900 |
|
| Daily Pivots for day following 27-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1881 |
1.1868 |
1.1803 |
|
| R3 |
1.1845 |
1.1832 |
1.1793 |
|
| R2 |
1.1809 |
1.1809 |
1.1790 |
|
| R1 |
1.1796 |
1.1796 |
1.1786 |
1.1803 |
| PP |
1.1773 |
1.1773 |
1.1773 |
1.1776 |
| S1 |
1.1760 |
1.1760 |
1.1780 |
1.1767 |
| S2 |
1.1737 |
1.1737 |
1.1776 |
|
| S3 |
1.1701 |
1.1724 |
1.1773 |
|
| S4 |
1.1665 |
1.1688 |
1.1763 |
|
|
| Weekly Pivots for week ending 27-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2193 |
1.2117 |
1.1854 |
|
| R3 |
1.2063 |
1.1988 |
1.1819 |
|
| R2 |
1.1934 |
1.1934 |
1.1807 |
|
| R1 |
1.1858 |
1.1858 |
1.1795 |
1.1831 |
| PP |
1.1804 |
1.1804 |
1.1804 |
1.1791 |
| S1 |
1.1729 |
1.1729 |
1.1771 |
1.1702 |
| S2 |
1.1675 |
1.1675 |
1.1759 |
|
| S3 |
1.1545 |
1.1599 |
1.1747 |
|
| S4 |
1.1416 |
1.1470 |
1.1712 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1880 |
1.1750 |
0.0130 |
1.1% |
0.0065 |
0.6% |
25% |
False |
True |
380 |
| 10 |
1.1881 |
1.1709 |
0.0172 |
1.5% |
0.0072 |
0.6% |
43% |
False |
False |
341 |
| 20 |
1.1936 |
1.1709 |
0.0227 |
1.9% |
0.0072 |
0.6% |
33% |
False |
False |
443 |
| 40 |
1.2014 |
1.1669 |
0.0345 |
2.9% |
0.0077 |
0.7% |
33% |
False |
False |
442 |
| 60 |
1.2223 |
1.1669 |
0.0555 |
4.7% |
0.0078 |
0.7% |
21% |
False |
False |
415 |
| 80 |
1.2653 |
1.1669 |
0.0985 |
8.4% |
0.0073 |
0.6% |
12% |
False |
False |
340 |
| 100 |
1.2735 |
1.1669 |
0.1067 |
9.1% |
0.0073 |
0.6% |
11% |
False |
False |
288 |
| 120 |
1.2836 |
1.1669 |
0.1167 |
9.9% |
0.0073 |
0.6% |
10% |
False |
False |
258 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1939 |
|
2.618 |
1.1880 |
|
1.618 |
1.1844 |
|
1.000 |
1.1822 |
|
0.618 |
1.1808 |
|
HIGH |
1.1786 |
|
0.618 |
1.1772 |
|
0.500 |
1.1768 |
|
0.382 |
1.1764 |
|
LOW |
1.1750 |
|
0.618 |
1.1728 |
|
1.000 |
1.1714 |
|
1.618 |
1.1692 |
|
2.618 |
1.1656 |
|
4.250 |
1.1597 |
|
|
| Fisher Pivots for day following 27-Jul-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.1778 |
1.1809 |
| PP |
1.1773 |
1.1801 |
| S1 |
1.1768 |
1.1792 |
|