CME Euro FX (E) Future March 2019
| Trading Metrics calculated at close of trading on 18-Jul-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jul-2018 |
18-Jul-2018 |
Change |
Change % |
Previous Week |
| Open |
1.1959 |
1.1872 |
-0.0087 |
-0.7% |
1.1989 |
| High |
1.1959 |
1.1888 |
-0.0071 |
-0.6% |
1.1997 |
| Low |
1.1886 |
1.1847 |
-0.0039 |
-0.3% |
1.1849 |
| Close |
1.1896 |
1.1878 |
-0.0018 |
-0.1% |
1.1910 |
| Range |
0.0073 |
0.0042 |
-0.0032 |
-43.2% |
0.0148 |
| ATR |
0.0063 |
0.0062 |
-0.0001 |
-1.6% |
0.0000 |
| Volume |
36 |
63 |
27 |
75.0% |
119 |
|
| Daily Pivots for day following 18-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1995 |
1.1978 |
1.1901 |
|
| R3 |
1.1954 |
1.1937 |
1.1889 |
|
| R2 |
1.1912 |
1.1912 |
1.1886 |
|
| R1 |
1.1895 |
1.1895 |
1.1882 |
1.1904 |
| PP |
1.1871 |
1.1871 |
1.1871 |
1.1875 |
| S1 |
1.1854 |
1.1854 |
1.1874 |
1.1862 |
| S2 |
1.1829 |
1.1829 |
1.1870 |
|
| S3 |
1.1788 |
1.1812 |
1.1867 |
|
| S4 |
1.1746 |
1.1771 |
1.1855 |
|
|
| 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 |
1.1959 |
1.1847 |
0.0112 |
0.9% |
0.0040 |
0.3% |
28% |
False |
True |
34 |
| 10 |
1.2003 |
1.1847 |
0.0157 |
1.3% |
0.0038 |
0.3% |
20% |
False |
True |
33 |
| 20 |
1.2003 |
1.1767 |
0.0237 |
2.0% |
0.0046 |
0.4% |
47% |
False |
False |
35 |
| 40 |
1.2121 |
1.1767 |
0.0355 |
3.0% |
0.0060 |
0.5% |
31% |
False |
False |
45 |
| 60 |
1.2578 |
1.1767 |
0.0812 |
6.8% |
0.0058 |
0.5% |
14% |
False |
False |
40 |
| 80 |
1.2827 |
1.1767 |
0.1061 |
8.9% |
0.0050 |
0.4% |
11% |
False |
False |
31 |
| 100 |
1.2827 |
1.1767 |
0.1061 |
8.9% |
0.0049 |
0.4% |
11% |
False |
False |
27 |
| 120 |
1.2929 |
1.1767 |
0.1162 |
9.8% |
0.0050 |
0.4% |
10% |
False |
False |
26 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2064 |
|
2.618 |
1.1997 |
|
1.618 |
1.1955 |
|
1.000 |
1.1930 |
|
0.618 |
1.1914 |
|
HIGH |
1.1888 |
|
0.618 |
1.1872 |
|
0.500 |
1.1867 |
|
0.382 |
1.1862 |
|
LOW |
1.1847 |
|
0.618 |
1.1821 |
|
1.000 |
1.1805 |
|
1.618 |
1.1779 |
|
2.618 |
1.1738 |
|
4.250 |
1.1670 |
|
|
| Fisher Pivots for day following 18-Jul-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.1874 |
1.1903 |
| PP |
1.1871 |
1.1894 |
| S1 |
1.1867 |
1.1886 |
|