CME Euro FX (E) Future December 2018
| Trading Metrics calculated at close of trading on 16-Aug-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Aug-2018 |
16-Aug-2018 |
Change |
Change % |
Previous Week |
| Open |
1.1455 |
1.1451 |
-0.0004 |
0.0% |
1.1683 |
| High |
1.1461 |
1.1514 |
0.0053 |
0.5% |
1.1744 |
| Low |
1.1410 |
1.1445 |
0.0036 |
0.3% |
1.1499 |
| Close |
1.1454 |
1.1471 |
0.0017 |
0.1% |
1.1512 |
| Range |
0.0052 |
0.0069 |
0.0017 |
33.0% |
0.0245 |
| ATR |
0.0074 |
0.0073 |
0.0000 |
-0.5% |
0.0000 |
| Volume |
1,389 |
7,163 |
5,774 |
415.7% |
4,425 |
|
| Daily Pivots for day following 16-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1682 |
1.1645 |
1.1509 |
|
| R3 |
1.1614 |
1.1577 |
1.1490 |
|
| R2 |
1.1545 |
1.1545 |
1.1484 |
|
| R1 |
1.1508 |
1.1508 |
1.1477 |
1.1527 |
| PP |
1.1477 |
1.1477 |
1.1477 |
1.1486 |
| S1 |
1.1440 |
1.1440 |
1.1465 |
1.1458 |
| S2 |
1.1408 |
1.1408 |
1.1458 |
|
| S3 |
1.1340 |
1.1371 |
1.1452 |
|
| S4 |
1.1271 |
1.1303 |
1.1433 |
|
|
| 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 |
1.1644 |
1.1410 |
0.0235 |
2.0% |
0.0086 |
0.7% |
26% |
False |
False |
2,623 |
| 10 |
1.1744 |
1.1410 |
0.0334 |
2.9% |
0.0070 |
0.6% |
18% |
False |
False |
1,655 |
| 20 |
1.1880 |
1.1410 |
0.0470 |
4.1% |
0.0069 |
0.6% |
13% |
False |
False |
1,037 |
| 40 |
1.1936 |
1.1410 |
0.0526 |
4.6% |
0.0073 |
0.6% |
12% |
False |
False |
754 |
| 60 |
1.2014 |
1.1410 |
0.0604 |
5.3% |
0.0077 |
0.7% |
10% |
False |
False |
673 |
| 80 |
1.2460 |
1.1410 |
0.1051 |
9.2% |
0.0076 |
0.7% |
6% |
False |
False |
555 |
| 100 |
1.2735 |
1.1410 |
0.1326 |
11.6% |
0.0071 |
0.6% |
5% |
False |
False |
461 |
| 120 |
1.2735 |
1.1410 |
0.1326 |
11.6% |
0.0072 |
0.6% |
5% |
False |
False |
396 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1805 |
|
2.618 |
1.1693 |
|
1.618 |
1.1624 |
|
1.000 |
1.1582 |
|
0.618 |
1.1556 |
|
HIGH |
1.1514 |
|
0.618 |
1.1487 |
|
0.500 |
1.1479 |
|
0.382 |
1.1471 |
|
LOW |
1.1445 |
|
0.618 |
1.1403 |
|
1.000 |
1.1377 |
|
1.618 |
1.1334 |
|
2.618 |
1.1266 |
|
4.250 |
1.1154 |
|
|
| Fisher Pivots for day following 16-Aug-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.1479 |
1.1472 |
| PP |
1.1477 |
1.1472 |
| S1 |
1.1474 |
1.1471 |
|