CME Euro FX (E) Future December 2018
| Trading Metrics calculated at close of trading on 30-Jul-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jul-2018 |
30-Jul-2018 |
Change |
Change % |
Previous Week |
| Open |
1.1768 |
1.1785 |
0.0018 |
0.1% |
1.1856 |
| High |
1.1786 |
1.1843 |
0.0057 |
0.5% |
1.1880 |
| Low |
1.1750 |
1.1775 |
0.0025 |
0.2% |
1.1750 |
| Close |
1.1783 |
1.1836 |
0.0053 |
0.4% |
1.1783 |
| Range |
0.0036 |
0.0068 |
0.0032 |
88.9% |
0.0130 |
| ATR |
0.0076 |
0.0075 |
-0.0001 |
-0.7% |
0.0000 |
| Volume |
482 |
589 |
107 |
22.2% |
1,900 |
|
| Daily Pivots for day following 30-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2022 |
1.1997 |
1.1873 |
|
| R3 |
1.1954 |
1.1929 |
1.1855 |
|
| R2 |
1.1886 |
1.1886 |
1.1848 |
|
| R1 |
1.1861 |
1.1861 |
1.1842 |
1.1874 |
| PP |
1.1818 |
1.1818 |
1.1818 |
1.1824 |
| S1 |
1.1793 |
1.1793 |
1.1830 |
1.1806 |
| S2 |
1.1750 |
1.1750 |
1.1824 |
|
| S3 |
1.1682 |
1.1725 |
1.1817 |
|
| S4 |
1.1614 |
1.1657 |
1.1799 |
|
|
| 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 |
1.1869 |
1.1750 |
0.0119 |
1.0% |
0.0066 |
0.6% |
73% |
False |
False |
443 |
| 10 |
1.1881 |
1.1709 |
0.0172 |
1.4% |
0.0074 |
0.6% |
74% |
False |
False |
370 |
| 20 |
1.1936 |
1.1709 |
0.0227 |
1.9% |
0.0069 |
0.6% |
56% |
False |
False |
451 |
| 40 |
1.2014 |
1.1669 |
0.0345 |
2.9% |
0.0077 |
0.6% |
49% |
False |
False |
452 |
| 60 |
1.2208 |
1.1669 |
0.0539 |
4.6% |
0.0078 |
0.7% |
31% |
False |
False |
424 |
| 80 |
1.2653 |
1.1669 |
0.0985 |
8.3% |
0.0073 |
0.6% |
17% |
False |
False |
347 |
| 100 |
1.2735 |
1.1669 |
0.1067 |
9.0% |
0.0073 |
0.6% |
16% |
False |
False |
293 |
| 120 |
1.2836 |
1.1669 |
0.1167 |
9.9% |
0.0073 |
0.6% |
14% |
False |
False |
262 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2132 |
|
2.618 |
1.2021 |
|
1.618 |
1.1953 |
|
1.000 |
1.1911 |
|
0.618 |
1.1885 |
|
HIGH |
1.1843 |
|
0.618 |
1.1817 |
|
0.500 |
1.1809 |
|
0.382 |
1.1801 |
|
LOW |
1.1775 |
|
0.618 |
1.1733 |
|
1.000 |
1.1707 |
|
1.618 |
1.1665 |
|
2.618 |
1.1597 |
|
4.250 |
1.1486 |
|
|
| Fisher Pivots for day following 30-Jul-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.1827 |
1.1827 |
| PP |
1.1818 |
1.1818 |
| S1 |
1.1809 |
1.1809 |
|