CME Euro FX (E) Future December 2018
| Trading Metrics calculated at close of trading on 14-Aug-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Aug-2018 |
14-Aug-2018 |
Change |
Change % |
Previous Week |
| Open |
1.1500 |
1.1512 |
0.0012 |
0.1% |
1.1683 |
| High |
1.1542 |
1.1535 |
-0.0007 |
-0.1% |
1.1744 |
| Low |
1.1476 |
1.1439 |
-0.0037 |
-0.3% |
1.1499 |
| Close |
1.1505 |
1.1448 |
-0.0057 |
-0.5% |
1.1512 |
| Range |
0.0067 |
0.0097 |
0.0030 |
45.1% |
0.0245 |
| ATR |
0.0074 |
0.0076 |
0.0002 |
2.2% |
0.0000 |
| Volume |
1,647 |
1,259 |
-388 |
-23.6% |
4,425 |
|
| Daily Pivots for day following 14-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1763 |
1.1702 |
1.1501 |
|
| R3 |
1.1667 |
1.1605 |
1.1474 |
|
| R2 |
1.1570 |
1.1570 |
1.1465 |
|
| R1 |
1.1509 |
1.1509 |
1.1456 |
1.1491 |
| PP |
1.1474 |
1.1474 |
1.1474 |
1.1465 |
| S1 |
1.1412 |
1.1412 |
1.1439 |
1.1395 |
| S2 |
1.1377 |
1.1377 |
1.1430 |
|
| S3 |
1.1281 |
1.1316 |
1.1421 |
|
| S4 |
1.1184 |
1.1219 |
1.1394 |
|
|
| 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 |
1.1439 |
0.0305 |
2.7% |
0.0091 |
0.8% |
3% |
False |
True |
1,257 |
| 10 |
1.1819 |
1.1439 |
0.0380 |
3.3% |
0.0070 |
0.6% |
2% |
False |
True |
899 |
| 20 |
1.1880 |
1.1439 |
0.0441 |
3.9% |
0.0070 |
0.6% |
2% |
False |
True |
642 |
| 40 |
1.1936 |
1.1439 |
0.0497 |
4.3% |
0.0074 |
0.7% |
2% |
False |
True |
581 |
| 60 |
1.2019 |
1.1439 |
0.0581 |
5.1% |
0.0077 |
0.7% |
2% |
False |
True |
537 |
| 80 |
1.2510 |
1.1439 |
0.1071 |
9.4% |
0.0076 |
0.7% |
1% |
False |
True |
451 |
| 100 |
1.2735 |
1.1439 |
0.1297 |
11.3% |
0.0072 |
0.6% |
1% |
False |
True |
378 |
| 120 |
1.2735 |
1.1439 |
0.1297 |
11.3% |
0.0072 |
0.6% |
1% |
False |
True |
327 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1945 |
|
2.618 |
1.1788 |
|
1.618 |
1.1691 |
|
1.000 |
1.1632 |
|
0.618 |
1.1595 |
|
HIGH |
1.1535 |
|
0.618 |
1.1498 |
|
0.500 |
1.1487 |
|
0.382 |
1.1475 |
|
LOW |
1.1439 |
|
0.618 |
1.1379 |
|
1.000 |
1.1342 |
|
1.618 |
1.1282 |
|
2.618 |
1.1186 |
|
4.250 |
1.1028 |
|
|
| Fisher Pivots for day following 14-Aug-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.1487 |
1.1541 |
| PP |
1.1474 |
1.1510 |
| S1 |
1.1461 |
1.1479 |
|