CME Euro FX (E) Future December 2018
| Trading Metrics calculated at close of trading on 08-Aug-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Aug-2018 |
08-Aug-2018 |
Change |
Change % |
Previous Week |
| Open |
1.1680 |
1.1722 |
0.0042 |
0.4% |
1.1785 |
| High |
1.1720 |
1.1744 |
0.0024 |
0.2% |
1.1871 |
| Low |
1.1675 |
1.1692 |
0.0017 |
0.1% |
1.1681 |
| Close |
1.1713 |
1.1737 |
0.0024 |
0.2% |
1.1698 |
| Range |
0.0045 |
0.0052 |
0.0007 |
15.7% |
0.0191 |
| ATR |
0.0067 |
0.0066 |
-0.0001 |
-1.7% |
0.0000 |
| Volume |
373 |
426 |
53 |
14.2% |
2,605 |
|
| Daily Pivots for day following 08-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1879 |
1.1859 |
1.1765 |
|
| R3 |
1.1827 |
1.1808 |
1.1751 |
|
| R2 |
1.1776 |
1.1776 |
1.1746 |
|
| R1 |
1.1756 |
1.1756 |
1.1741 |
1.1766 |
| PP |
1.1724 |
1.1724 |
1.1724 |
1.1729 |
| S1 |
1.1705 |
1.1705 |
1.1732 |
1.1714 |
| S2 |
1.1673 |
1.1673 |
1.1727 |
|
| S3 |
1.1621 |
1.1653 |
1.1722 |
|
| S4 |
1.1570 |
1.1602 |
1.1708 |
|
|
| Weekly Pivots for week ending 03-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2321 |
1.2200 |
1.1802 |
|
| R3 |
1.2131 |
1.2009 |
1.1750 |
|
| R2 |
1.1940 |
1.1940 |
1.1732 |
|
| R1 |
1.1819 |
1.1819 |
1.1715 |
1.1784 |
| PP |
1.1750 |
1.1750 |
1.1750 |
1.1732 |
| S1 |
1.1628 |
1.1628 |
1.1680 |
1.1594 |
| S2 |
1.1559 |
1.1559 |
1.1663 |
|
| S3 |
1.1369 |
1.1438 |
1.1645 |
|
| S4 |
1.1178 |
1.1247 |
1.1593 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1787 |
1.1649 |
0.0138 |
1.2% |
0.0053 |
0.4% |
64% |
False |
False |
563 |
| 10 |
1.1871 |
1.1649 |
0.0223 |
1.9% |
0.0056 |
0.5% |
40% |
False |
False |
495 |
| 20 |
1.1881 |
1.1649 |
0.0232 |
2.0% |
0.0062 |
0.5% |
38% |
False |
False |
393 |
| 40 |
1.2010 |
1.1649 |
0.0362 |
3.1% |
0.0076 |
0.6% |
24% |
False |
False |
505 |
| 60 |
1.2137 |
1.1649 |
0.0489 |
4.2% |
0.0076 |
0.6% |
18% |
False |
False |
467 |
| 80 |
1.2653 |
1.1649 |
0.1005 |
8.6% |
0.0073 |
0.6% |
9% |
False |
False |
382 |
| 100 |
1.2735 |
1.1649 |
0.1087 |
9.3% |
0.0071 |
0.6% |
8% |
False |
False |
321 |
| 120 |
1.2836 |
1.1649 |
0.1187 |
10.1% |
0.0071 |
0.6% |
7% |
False |
False |
281 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1962 |
|
2.618 |
1.1878 |
|
1.618 |
1.1827 |
|
1.000 |
1.1795 |
|
0.618 |
1.1775 |
|
HIGH |
1.1744 |
|
0.618 |
1.1724 |
|
0.500 |
1.1718 |
|
0.382 |
1.1712 |
|
LOW |
1.1692 |
|
0.618 |
1.1660 |
|
1.000 |
1.1641 |
|
1.618 |
1.1609 |
|
2.618 |
1.1557 |
|
4.250 |
1.1473 |
|
|
| Fisher Pivots for day following 08-Aug-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.1730 |
1.1723 |
| PP |
1.1724 |
1.1710 |
| S1 |
1.1718 |
1.1696 |
|