CME Euro FX (E) Future December 2018
| Trading Metrics calculated at close of trading on 21-Aug-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Aug-2018 |
21-Aug-2018 |
Change |
Change % |
Previous Week |
| Open |
1.1541 |
1.1591 |
0.0050 |
0.4% |
1.1500 |
| High |
1.1586 |
1.1706 |
0.0121 |
1.0% |
1.1549 |
| Low |
1.1500 |
1.1591 |
0.0091 |
0.8% |
1.1410 |
| Close |
1.1572 |
1.1677 |
0.0105 |
0.9% |
1.1549 |
| Range |
0.0086 |
0.0116 |
0.0030 |
34.3% |
0.0140 |
| ATR |
0.0075 |
0.0079 |
0.0004 |
5.7% |
0.0000 |
| Volume |
1,825 |
5,272 |
3,447 |
188.9% |
13,166 |
|
| Daily Pivots for day following 21-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2004 |
1.1956 |
1.1741 |
|
| R3 |
1.1889 |
1.1841 |
1.1709 |
|
| R2 |
1.1773 |
1.1773 |
1.1698 |
|
| R1 |
1.1725 |
1.1725 |
1.1688 |
1.1749 |
| PP |
1.1658 |
1.1658 |
1.1658 |
1.1670 |
| S1 |
1.1610 |
1.1610 |
1.1666 |
1.1634 |
| S2 |
1.1542 |
1.1542 |
1.1656 |
|
| S3 |
1.1427 |
1.1494 |
1.1645 |
|
| S4 |
1.1311 |
1.1379 |
1.1613 |
|
|
| Weekly Pivots for week ending 17-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1921 |
1.1875 |
1.1626 |
|
| R3 |
1.1782 |
1.1735 |
1.1587 |
|
| R2 |
1.1642 |
1.1642 |
1.1575 |
|
| R1 |
1.1596 |
1.1596 |
1.1562 |
1.1619 |
| PP |
1.1503 |
1.1503 |
1.1503 |
1.1514 |
| S1 |
1.1456 |
1.1456 |
1.1536 |
1.1479 |
| S2 |
1.1363 |
1.1363 |
1.1523 |
|
| S3 |
1.1224 |
1.1317 |
1.1511 |
|
| S4 |
1.1084 |
1.1177 |
1.1472 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1706 |
1.1410 |
0.0297 |
2.5% |
0.0079 |
0.7% |
90% |
True |
False |
3,471 |
| 10 |
1.1744 |
1.1410 |
0.0334 |
2.9% |
0.0085 |
0.7% |
80% |
False |
False |
2,364 |
| 20 |
1.1871 |
1.1410 |
0.0462 |
4.0% |
0.0071 |
0.6% |
58% |
False |
False |
1,428 |
| 40 |
1.1936 |
1.1410 |
0.0526 |
4.5% |
0.0073 |
0.6% |
51% |
False |
False |
934 |
| 60 |
1.2014 |
1.1410 |
0.0604 |
5.2% |
0.0078 |
0.7% |
44% |
False |
False |
793 |
| 80 |
1.2338 |
1.1410 |
0.0928 |
7.9% |
0.0076 |
0.7% |
29% |
False |
False |
655 |
| 100 |
1.2653 |
1.1410 |
0.1244 |
10.6% |
0.0072 |
0.6% |
22% |
False |
False |
547 |
| 120 |
1.2735 |
1.1410 |
0.1326 |
11.4% |
0.0072 |
0.6% |
20% |
False |
False |
468 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2197 |
|
2.618 |
1.2008 |
|
1.618 |
1.1893 |
|
1.000 |
1.1822 |
|
0.618 |
1.1777 |
|
HIGH |
1.1706 |
|
0.618 |
1.1662 |
|
0.500 |
1.1648 |
|
0.382 |
1.1635 |
|
LOW |
1.1591 |
|
0.618 |
1.1519 |
|
1.000 |
1.1475 |
|
1.618 |
1.1404 |
|
2.618 |
1.1288 |
|
4.250 |
1.1100 |
|
|
| Fisher Pivots for day following 21-Aug-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.1667 |
1.1649 |
| PP |
1.1658 |
1.1620 |
| S1 |
1.1648 |
1.1592 |
|