CME Euro FX (E) Future March 2019
| Trading Metrics calculated at close of trading on 10-Jul-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jul-2018 |
10-Jul-2018 |
Change |
Change % |
Previous Week |
| Open |
1.1989 |
1.1962 |
-0.0027 |
-0.2% |
1.1885 |
| High |
1.1997 |
1.1986 |
-0.0012 |
-0.1% |
1.2003 |
| Low |
1.1986 |
1.1962 |
-0.0024 |
-0.2% |
1.1843 |
| Close |
1.1992 |
1.1986 |
-0.0006 |
-0.1% |
1.1986 |
| Range |
0.0012 |
0.0024 |
0.0013 |
108.7% |
0.0160 |
| ATR |
0.0070 |
0.0067 |
-0.0003 |
-4.1% |
0.0000 |
| Volume |
62 |
16 |
-46 |
-74.2% |
162 |
|
| Daily Pivots for day following 10-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2050 |
1.2042 |
1.1999 |
|
| R3 |
1.2026 |
1.2018 |
1.1992 |
|
| R2 |
1.2002 |
1.2002 |
1.1990 |
|
| R1 |
1.1994 |
1.1994 |
1.1988 |
1.1998 |
| PP |
1.1978 |
1.1978 |
1.1978 |
1.1980 |
| S1 |
1.1970 |
1.1970 |
1.1983 |
1.1974 |
| S2 |
1.1954 |
1.1954 |
1.1981 |
|
| S3 |
1.1930 |
1.1946 |
1.1979 |
|
| S4 |
1.1906 |
1.1922 |
1.1972 |
|
|
| Weekly Pivots for week ending 06-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2424 |
1.2365 |
1.2074 |
|
| R3 |
1.2264 |
1.2205 |
1.2030 |
|
| R2 |
1.2104 |
1.2104 |
1.2015 |
|
| R1 |
1.2045 |
1.2045 |
1.2001 |
1.2075 |
| PP |
1.1944 |
1.1944 |
1.1944 |
1.1959 |
| S1 |
1.1885 |
1.1885 |
1.1971 |
1.1915 |
| S2 |
1.1784 |
1.1784 |
1.1957 |
|
| S3 |
1.1624 |
1.1725 |
1.1942 |
|
| S4 |
1.1464 |
1.1565 |
1.1898 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2003 |
1.1887 |
0.0116 |
1.0% |
0.0024 |
0.2% |
85% |
False |
False |
41 |
| 10 |
1.2003 |
1.1771 |
0.0233 |
1.9% |
0.0047 |
0.4% |
92% |
False |
False |
32 |
| 20 |
1.2097 |
1.1767 |
0.0331 |
2.8% |
0.0058 |
0.5% |
66% |
False |
False |
38 |
| 40 |
1.2296 |
1.1767 |
0.0529 |
4.4% |
0.0062 |
0.5% |
41% |
False |
False |
42 |
| 60 |
1.2732 |
1.1767 |
0.0965 |
8.1% |
0.0057 |
0.5% |
23% |
False |
False |
37 |
| 80 |
1.2827 |
1.1767 |
0.1061 |
8.8% |
0.0051 |
0.4% |
21% |
False |
False |
29 |
| 100 |
1.2929 |
1.1767 |
0.1162 |
9.7% |
0.0049 |
0.4% |
19% |
False |
False |
26 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2088 |
|
2.618 |
1.2048 |
|
1.618 |
1.2024 |
|
1.000 |
1.2010 |
|
0.618 |
1.2000 |
|
HIGH |
1.1986 |
|
0.618 |
1.1976 |
|
0.500 |
1.1974 |
|
0.382 |
1.1971 |
|
LOW |
1.1962 |
|
0.618 |
1.1947 |
|
1.000 |
1.1938 |
|
1.618 |
1.1923 |
|
2.618 |
1.1899 |
|
4.250 |
1.1860 |
|
|
| Fisher Pivots for day following 10-Jul-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.1982 |
1.1983 |
| PP |
1.1978 |
1.1981 |
| S1 |
1.1974 |
1.1978 |
|