CME Euro FX (E) Future March 2019
| Trading Metrics calculated at close of trading on 05-Jul-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jul-2018 |
05-Jul-2018 |
Change |
Change % |
Previous Week |
| Open |
1.1904 |
1.1936 |
0.0032 |
0.3% |
1.1942 |
| High |
1.1904 |
1.1939 |
0.0035 |
0.3% |
1.1969 |
| Low |
1.1887 |
1.1921 |
0.0034 |
0.3% |
1.1771 |
| Close |
1.1892 |
1.1921 |
0.0029 |
0.2% |
1.1917 |
| Range |
0.0017 |
0.0019 |
0.0002 |
8.8% |
0.0198 |
| ATR |
0.0076 |
0.0074 |
-0.0002 |
-2.7% |
0.0000 |
| Volume |
50 |
38 |
-12 |
-24.0% |
106 |
|
| Daily Pivots for day following 05-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1982 |
1.1970 |
1.1931 |
|
| R3 |
1.1964 |
1.1951 |
1.1926 |
|
| R2 |
1.1945 |
1.1945 |
1.1924 |
|
| R1 |
1.1933 |
1.1933 |
1.1922 |
1.1930 |
| PP |
1.1927 |
1.1927 |
1.1927 |
1.1925 |
| S1 |
1.1914 |
1.1914 |
1.1919 |
1.1911 |
| S2 |
1.1908 |
1.1908 |
1.1917 |
|
| S3 |
1.1890 |
1.1896 |
1.1915 |
|
| S4 |
1.1871 |
1.1877 |
1.1910 |
|
|
| Weekly Pivots for week ending 29-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2479 |
1.2396 |
1.2025 |
|
| R3 |
1.2281 |
1.2198 |
1.1971 |
|
| R2 |
1.2083 |
1.2083 |
1.1953 |
|
| R1 |
1.2000 |
1.2000 |
1.1935 |
1.1943 |
| PP |
1.1885 |
1.1885 |
1.1885 |
1.1857 |
| S1 |
1.1802 |
1.1802 |
1.1898 |
1.1745 |
| S2 |
1.1687 |
1.1687 |
1.1880 |
|
| S3 |
1.1489 |
1.1604 |
1.1862 |
|
| S4 |
1.1291 |
1.1406 |
1.1808 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1939 |
1.1771 |
0.0169 |
1.4% |
0.0039 |
0.3% |
89% |
True |
False |
36 |
| 10 |
1.1969 |
1.1767 |
0.0202 |
1.7% |
0.0055 |
0.5% |
76% |
False |
False |
37 |
| 20 |
1.2110 |
1.1767 |
0.0343 |
2.9% |
0.0058 |
0.5% |
45% |
False |
False |
43 |
| 40 |
1.2296 |
1.1767 |
0.0529 |
4.4% |
0.0065 |
0.5% |
29% |
False |
False |
42 |
| 60 |
1.2732 |
1.1767 |
0.0965 |
8.1% |
0.0056 |
0.5% |
16% |
False |
False |
36 |
| 80 |
1.2827 |
1.1767 |
0.1061 |
8.9% |
0.0052 |
0.4% |
15% |
False |
False |
28 |
| 100 |
1.2929 |
1.1767 |
0.1162 |
9.7% |
0.0050 |
0.4% |
13% |
False |
False |
25 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2018 |
|
2.618 |
1.1987 |
|
1.618 |
1.1969 |
|
1.000 |
1.1958 |
|
0.618 |
1.1950 |
|
HIGH |
1.1939 |
|
0.618 |
1.1932 |
|
0.500 |
1.1930 |
|
0.382 |
1.1928 |
|
LOW |
1.1921 |
|
0.618 |
1.1909 |
|
1.000 |
1.1902 |
|
1.618 |
1.1891 |
|
2.618 |
1.1872 |
|
4.250 |
1.1842 |
|
|
| Fisher Pivots for day following 05-Jul-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.1930 |
1.1911 |
| PP |
1.1927 |
1.1901 |
| S1 |
1.1924 |
1.1891 |
|