CME Euro FX (E) Future December 2018
| Trading Metrics calculated at close of trading on 09-Aug-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Aug-2018 |
09-Aug-2018 |
Change |
Change % |
Previous Week |
| Open |
1.1722 |
1.1728 |
0.0006 |
0.0% |
1.1785 |
| High |
1.1744 |
1.1734 |
-0.0010 |
-0.1% |
1.1871 |
| Low |
1.1692 |
1.1640 |
-0.0053 |
-0.4% |
1.1681 |
| Close |
1.1737 |
1.1656 |
-0.0081 |
-0.7% |
1.1698 |
| Range |
0.0052 |
0.0094 |
0.0043 |
82.5% |
0.0191 |
| ATR |
0.0066 |
0.0068 |
0.0002 |
3.4% |
0.0000 |
| Volume |
426 |
1,295 |
869 |
204.0% |
2,605 |
|
| Daily Pivots for day following 09-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1958 |
1.1901 |
1.1708 |
|
| R3 |
1.1864 |
1.1807 |
1.1682 |
|
| R2 |
1.1770 |
1.1770 |
1.1673 |
|
| R1 |
1.1713 |
1.1713 |
1.1665 |
1.1695 |
| PP |
1.1676 |
1.1676 |
1.1676 |
1.1667 |
| S1 |
1.1619 |
1.1619 |
1.1647 |
1.1601 |
| S2 |
1.1582 |
1.1582 |
1.1639 |
|
| S3 |
1.1488 |
1.1525 |
1.1630 |
|
| S4 |
1.1394 |
1.1431 |
1.1604 |
|
|
| 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 |
1.1744 |
1.1640 |
0.0104 |
0.9% |
0.0055 |
0.5% |
16% |
False |
True |
686 |
| 10 |
1.1871 |
1.1640 |
0.0232 |
2.0% |
0.0055 |
0.5% |
7% |
False |
True |
585 |
| 20 |
1.1881 |
1.1640 |
0.0241 |
2.1% |
0.0065 |
0.6% |
7% |
False |
True |
451 |
| 40 |
1.2010 |
1.1640 |
0.0371 |
3.2% |
0.0077 |
0.7% |
4% |
False |
True |
525 |
| 60 |
1.2055 |
1.1640 |
0.0416 |
3.6% |
0.0076 |
0.6% |
4% |
False |
True |
484 |
| 80 |
1.2637 |
1.1640 |
0.0997 |
8.6% |
0.0074 |
0.6% |
2% |
False |
True |
397 |
| 100 |
1.2735 |
1.1640 |
0.1096 |
9.4% |
0.0071 |
0.6% |
2% |
False |
True |
334 |
| 120 |
1.2735 |
1.1640 |
0.1096 |
9.4% |
0.0071 |
0.6% |
2% |
False |
True |
291 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2133 |
|
2.618 |
1.1980 |
|
1.618 |
1.1886 |
|
1.000 |
1.1828 |
|
0.618 |
1.1792 |
|
HIGH |
1.1734 |
|
0.618 |
1.1698 |
|
0.500 |
1.1687 |
|
0.382 |
1.1675 |
|
LOW |
1.1640 |
|
0.618 |
1.1581 |
|
1.000 |
1.1546 |
|
1.618 |
1.1487 |
|
2.618 |
1.1393 |
|
4.250 |
1.1240 |
|
|
| Fisher Pivots for day following 09-Aug-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.1687 |
1.1692 |
| PP |
1.1676 |
1.1680 |
| S1 |
1.1666 |
1.1668 |
|