CME Euro FX (E) Future December 2018
| Trading Metrics calculated at close of trading on 31-Jul-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jul-2018 |
31-Jul-2018 |
Change |
Change % |
Previous Week |
| Open |
1.1785 |
1.1840 |
0.0055 |
0.5% |
1.1856 |
| High |
1.1843 |
1.1871 |
0.0028 |
0.2% |
1.1880 |
| Low |
1.1775 |
1.1819 |
0.0044 |
0.4% |
1.1750 |
| Close |
1.1836 |
1.1823 |
-0.0013 |
-0.1% |
1.1783 |
| Range |
0.0068 |
0.0053 |
-0.0016 |
-22.8% |
0.0130 |
| ATR |
0.0075 |
0.0073 |
-0.0002 |
-2.1% |
0.0000 |
| Volume |
589 |
355 |
-234 |
-39.7% |
1,900 |
|
| Daily Pivots for day following 31-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1995 |
1.1962 |
1.1852 |
|
| R3 |
1.1943 |
1.1909 |
1.1837 |
|
| R2 |
1.1890 |
1.1890 |
1.1833 |
|
| R1 |
1.1857 |
1.1857 |
1.1828 |
1.1847 |
| PP |
1.1838 |
1.1838 |
1.1838 |
1.1833 |
| S1 |
1.1804 |
1.1804 |
1.1818 |
1.1795 |
| S2 |
1.1785 |
1.1785 |
1.1813 |
|
| S3 |
1.1733 |
1.1752 |
1.1809 |
|
| S4 |
1.1680 |
1.1699 |
1.1794 |
|
|
| 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 |
1.1871 |
1.1750 |
0.0121 |
1.0% |
0.0066 |
0.6% |
60% |
True |
False |
442 |
| 10 |
1.1880 |
1.1709 |
0.0171 |
1.4% |
0.0071 |
0.6% |
67% |
False |
False |
385 |
| 20 |
1.1936 |
1.1709 |
0.0227 |
1.9% |
0.0068 |
0.6% |
50% |
False |
False |
457 |
| 40 |
1.2014 |
1.1669 |
0.0345 |
2.9% |
0.0077 |
0.6% |
45% |
False |
False |
459 |
| 60 |
1.2194 |
1.1669 |
0.0525 |
4.4% |
0.0078 |
0.7% |
29% |
False |
False |
428 |
| 80 |
1.2653 |
1.1669 |
0.0985 |
8.3% |
0.0073 |
0.6% |
16% |
False |
False |
347 |
| 100 |
1.2735 |
1.1669 |
0.1067 |
9.0% |
0.0072 |
0.6% |
14% |
False |
False |
296 |
| 120 |
1.2836 |
1.1669 |
0.1167 |
9.9% |
0.0073 |
0.6% |
13% |
False |
False |
263 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2094 |
|
2.618 |
1.2008 |
|
1.618 |
1.1956 |
|
1.000 |
1.1924 |
|
0.618 |
1.1903 |
|
HIGH |
1.1871 |
|
0.618 |
1.1851 |
|
0.500 |
1.1845 |
|
0.382 |
1.1839 |
|
LOW |
1.1819 |
|
0.618 |
1.1786 |
|
1.000 |
1.1766 |
|
1.618 |
1.1734 |
|
2.618 |
1.1681 |
|
4.250 |
1.1595 |
|
|
| Fisher Pivots for day following 31-Jul-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.1845 |
1.1819 |
| PP |
1.1838 |
1.1815 |
| S1 |
1.1830 |
1.1811 |
|