CME Euro FX (E) Future December 2018
| Trading Metrics calculated at close of trading on 13-Aug-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Aug-2018 |
13-Aug-2018 |
Change |
Change % |
Previous Week |
| Open |
1.1640 |
1.1500 |
-0.0140 |
-1.2% |
1.1683 |
| High |
1.1644 |
1.1542 |
-0.0102 |
-0.9% |
1.1744 |
| Low |
1.1499 |
1.1476 |
-0.0024 |
-0.2% |
1.1499 |
| Close |
1.1512 |
1.1505 |
-0.0007 |
-0.1% |
1.1512 |
| Range |
0.0145 |
0.0067 |
-0.0079 |
-54.1% |
0.0245 |
| ATR |
0.0074 |
0.0074 |
-0.0001 |
-0.8% |
0.0000 |
| Volume |
1,661 |
1,647 |
-14 |
-0.8% |
4,425 |
|
| Daily Pivots for day following 13-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1707 |
1.1672 |
1.1541 |
|
| R3 |
1.1640 |
1.1606 |
1.1523 |
|
| R2 |
1.1574 |
1.1574 |
1.1517 |
|
| R1 |
1.1539 |
1.1539 |
1.1511 |
1.1557 |
| PP |
1.1507 |
1.1507 |
1.1507 |
1.1516 |
| S1 |
1.1473 |
1.1473 |
1.1498 |
1.1490 |
| S2 |
1.1441 |
1.1441 |
1.1492 |
|
| S3 |
1.1374 |
1.1406 |
1.1486 |
|
| S4 |
1.1308 |
1.1340 |
1.1468 |
|
|
| Weekly Pivots for week ending 10-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2318 |
1.2159 |
1.1646 |
|
| R3 |
1.2074 |
1.1915 |
1.1579 |
|
| R2 |
1.1829 |
1.1829 |
1.1556 |
|
| R1 |
1.1670 |
1.1670 |
1.1534 |
1.1628 |
| PP |
1.1585 |
1.1585 |
1.1585 |
1.1563 |
| S1 |
1.1426 |
1.1426 |
1.1489 |
1.1383 |
| S2 |
1.1340 |
1.1340 |
1.1467 |
|
| S3 |
1.1096 |
1.1181 |
1.1444 |
|
| S4 |
1.0851 |
1.0937 |
1.1377 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1744 |
1.1476 |
0.0268 |
2.3% |
0.0080 |
0.7% |
11% |
False |
True |
1,080 |
| 10 |
1.1871 |
1.1476 |
0.0396 |
3.4% |
0.0066 |
0.6% |
7% |
False |
True |
808 |
| 20 |
1.1881 |
1.1476 |
0.0405 |
3.5% |
0.0070 |
0.6% |
7% |
False |
True |
589 |
| 40 |
1.1936 |
1.1476 |
0.0460 |
4.0% |
0.0074 |
0.6% |
6% |
False |
True |
563 |
| 60 |
1.2019 |
1.1476 |
0.0544 |
4.7% |
0.0077 |
0.7% |
5% |
False |
True |
518 |
| 80 |
1.2549 |
1.1476 |
0.1074 |
9.3% |
0.0075 |
0.7% |
3% |
False |
True |
437 |
| 100 |
1.2735 |
1.1476 |
0.1260 |
10.9% |
0.0072 |
0.6% |
2% |
False |
True |
366 |
| 120 |
1.2735 |
1.1476 |
0.1260 |
10.9% |
0.0072 |
0.6% |
2% |
False |
True |
317 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1825 |
|
2.618 |
1.1716 |
|
1.618 |
1.1650 |
|
1.000 |
1.1609 |
|
0.618 |
1.1583 |
|
HIGH |
1.1542 |
|
0.618 |
1.1517 |
|
0.500 |
1.1509 |
|
0.382 |
1.1501 |
|
LOW |
1.1476 |
|
0.618 |
1.1434 |
|
1.000 |
1.1409 |
|
1.618 |
1.1368 |
|
2.618 |
1.1301 |
|
4.250 |
1.1193 |
|
|
| Fisher Pivots for day following 13-Aug-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.1509 |
1.1605 |
| PP |
1.1507 |
1.1571 |
| S1 |
1.1506 |
1.1538 |
|