CME Euro FX (E) Future December 2018
| Trading Metrics calculated at close of trading on 22-Aug-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Aug-2018 |
22-Aug-2018 |
Change |
Change % |
Previous Week |
| Open |
1.1591 |
1.1676 |
0.0085 |
0.7% |
1.1500 |
| High |
1.1706 |
1.1727 |
0.0021 |
0.2% |
1.1549 |
| Low |
1.1591 |
1.1658 |
0.0067 |
0.6% |
1.1410 |
| Close |
1.1677 |
1.1692 |
0.0015 |
0.1% |
1.1549 |
| Range |
0.0116 |
0.0069 |
-0.0047 |
-40.3% |
0.0140 |
| ATR |
0.0079 |
0.0078 |
-0.0001 |
-0.9% |
0.0000 |
| Volume |
5,272 |
9,368 |
4,096 |
77.7% |
13,166 |
|
| Daily Pivots for day following 22-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1899 |
1.1865 |
1.1730 |
|
| R3 |
1.1830 |
1.1796 |
1.1711 |
|
| R2 |
1.1761 |
1.1761 |
1.1705 |
|
| R1 |
1.1727 |
1.1727 |
1.1698 |
1.1744 |
| PP |
1.1692 |
1.1692 |
1.1692 |
1.1701 |
| S1 |
1.1658 |
1.1658 |
1.1686 |
1.1675 |
| S2 |
1.1623 |
1.1623 |
1.1679 |
|
| S3 |
1.1554 |
1.1589 |
1.1673 |
|
| S4 |
1.1485 |
1.1520 |
1.1654 |
|
|
| 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 |
1.1727 |
1.1445 |
0.0282 |
2.4% |
0.0082 |
0.7% |
88% |
True |
False |
5,067 |
| 10 |
1.1734 |
1.1410 |
0.0324 |
2.8% |
0.0086 |
0.7% |
87% |
False |
False |
3,258 |
| 20 |
1.1871 |
1.1410 |
0.0462 |
3.9% |
0.0071 |
0.6% |
61% |
False |
False |
1,877 |
| 40 |
1.1936 |
1.1410 |
0.0526 |
4.5% |
0.0073 |
0.6% |
54% |
False |
False |
1,163 |
| 60 |
1.2014 |
1.1410 |
0.0604 |
5.2% |
0.0076 |
0.7% |
47% |
False |
False |
929 |
| 80 |
1.2301 |
1.1410 |
0.0891 |
7.6% |
0.0077 |
0.7% |
32% |
False |
False |
771 |
| 100 |
1.2653 |
1.1410 |
0.1244 |
10.6% |
0.0072 |
0.6% |
23% |
False |
False |
640 |
| 120 |
1.2735 |
1.1410 |
0.1326 |
11.3% |
0.0072 |
0.6% |
21% |
False |
False |
546 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2020 |
|
2.618 |
1.1907 |
|
1.618 |
1.1838 |
|
1.000 |
1.1796 |
|
0.618 |
1.1769 |
|
HIGH |
1.1727 |
|
0.618 |
1.1700 |
|
0.500 |
1.1692 |
|
0.382 |
1.1684 |
|
LOW |
1.1658 |
|
0.618 |
1.1615 |
|
1.000 |
1.1589 |
|
1.618 |
1.1546 |
|
2.618 |
1.1477 |
|
4.250 |
1.1364 |
|
|
| Fisher Pivots for day following 22-Aug-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.1692 |
1.1666 |
| PP |
1.1692 |
1.1639 |
| S1 |
1.1692 |
1.1613 |
|