CME Euro FX (E) Future March 2019
| Trading Metrics calculated at close of trading on 13-Jul-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jul-2018 |
13-Jul-2018 |
Change |
Change % |
Previous Week |
| Open |
1.1914 |
1.1877 |
-0.0038 |
-0.3% |
1.1989 |
| High |
1.1914 |
1.1910 |
-0.0005 |
0.0% |
1.1997 |
| Low |
1.1906 |
1.1849 |
-0.0057 |
-0.5% |
1.1849 |
| Close |
1.1906 |
1.1910 |
0.0004 |
0.0% |
1.1910 |
| Range |
0.0009 |
0.0061 |
0.0052 |
611.8% |
0.0148 |
| ATR |
0.0063 |
0.0063 |
0.0000 |
-0.3% |
0.0000 |
| Volume |
10 |
20 |
10 |
100.0% |
119 |
|
| Daily Pivots for day following 13-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2071 |
1.2051 |
1.1943 |
|
| R3 |
1.2010 |
1.1990 |
1.1926 |
|
| R2 |
1.1950 |
1.1950 |
1.1921 |
|
| R1 |
1.1930 |
1.1930 |
1.1915 |
1.1940 |
| PP |
1.1889 |
1.1889 |
1.1889 |
1.1894 |
| S1 |
1.1869 |
1.1869 |
1.1904 |
1.1879 |
| S2 |
1.1829 |
1.1829 |
1.1898 |
|
| S3 |
1.1768 |
1.1809 |
1.1893 |
|
| S4 |
1.1708 |
1.1748 |
1.1876 |
|
|
| Weekly Pivots for week ending 13-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2363 |
1.2284 |
1.1991 |
|
| R3 |
1.2215 |
1.2136 |
1.1950 |
|
| R2 |
1.2067 |
1.2067 |
1.1937 |
|
| R1 |
1.1988 |
1.1988 |
1.1923 |
1.1953 |
| PP |
1.1919 |
1.1919 |
1.1919 |
1.1901 |
| S1 |
1.1840 |
1.1840 |
1.1896 |
1.1805 |
| S2 |
1.1771 |
1.1771 |
1.1882 |
|
| S3 |
1.1623 |
1.1692 |
1.1869 |
|
| S4 |
1.1475 |
1.1544 |
1.1828 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1997 |
1.1849 |
0.0148 |
1.2% |
0.0036 |
0.3% |
41% |
False |
True |
23 |
| 10 |
1.2003 |
1.1843 |
0.0160 |
1.3% |
0.0036 |
0.3% |
42% |
False |
False |
31 |
| 20 |
1.2003 |
1.1767 |
0.0237 |
2.0% |
0.0048 |
0.4% |
60% |
False |
False |
33 |
| 40 |
1.2122 |
1.1767 |
0.0355 |
3.0% |
0.0061 |
0.5% |
40% |
False |
False |
42 |
| 60 |
1.2728 |
1.1767 |
0.0962 |
8.1% |
0.0058 |
0.5% |
15% |
False |
False |
38 |
| 80 |
1.2827 |
1.1767 |
0.1061 |
8.9% |
0.0051 |
0.4% |
13% |
False |
False |
29 |
| 100 |
1.2827 |
1.1767 |
0.1061 |
8.9% |
0.0048 |
0.4% |
13% |
False |
False |
25 |
| 120 |
1.2929 |
1.1767 |
0.1162 |
9.8% |
0.0052 |
0.4% |
12% |
False |
False |
25 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2167 |
|
2.618 |
1.2068 |
|
1.618 |
1.2007 |
|
1.000 |
1.1970 |
|
0.618 |
1.1947 |
|
HIGH |
1.1910 |
|
0.618 |
1.1886 |
|
0.500 |
1.1879 |
|
0.382 |
1.1872 |
|
LOW |
1.1849 |
|
0.618 |
1.1812 |
|
1.000 |
1.1789 |
|
1.618 |
1.1751 |
|
2.618 |
1.1691 |
|
4.250 |
1.1592 |
|
|
| Fisher Pivots for day following 13-Jul-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.1899 |
1.1916 |
| PP |
1.1889 |
1.1914 |
| S1 |
1.1879 |
1.1912 |
|