CME Euro FX (E) Future March 2019
| Trading Metrics calculated at close of trading on 20-Jul-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jul-2018 |
20-Jul-2018 |
Change |
Change % |
Previous Week |
| Open |
1.1831 |
1.1876 |
0.0045 |
0.4% |
1.1954 |
| High |
1.1895 |
1.1951 |
0.0056 |
0.5% |
1.1959 |
| Low |
1.1816 |
1.1876 |
0.0060 |
0.5% |
1.1816 |
| Close |
1.1871 |
1.1951 |
0.0081 |
0.7% |
1.1951 |
| Range |
0.0079 |
0.0076 |
-0.0004 |
-4.4% |
0.0143 |
| ATR |
0.0063 |
0.0064 |
0.0001 |
2.0% |
0.0000 |
| Volume |
256 |
82 |
-174 |
-68.0% |
478 |
|
| Daily Pivots for day following 20-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2152 |
1.2127 |
1.1993 |
|
| R3 |
1.2077 |
1.2052 |
1.1972 |
|
| R2 |
1.2001 |
1.2001 |
1.1965 |
|
| R1 |
1.1976 |
1.1976 |
1.1958 |
1.1989 |
| PP |
1.1926 |
1.1926 |
1.1926 |
1.1932 |
| S1 |
1.1901 |
1.1901 |
1.1944 |
1.1913 |
| S2 |
1.1850 |
1.1850 |
1.1937 |
|
| S3 |
1.1775 |
1.1825 |
1.1930 |
|
| S4 |
1.1699 |
1.1750 |
1.1909 |
|
|
| Weekly Pivots for week ending 20-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2336 |
1.2286 |
1.2029 |
|
| R3 |
1.2194 |
1.2144 |
1.1990 |
|
| R2 |
1.2051 |
1.2051 |
1.1977 |
|
| R1 |
1.2001 |
1.2001 |
1.1964 |
1.1955 |
| PP |
1.1909 |
1.1909 |
1.1909 |
1.1885 |
| S1 |
1.1859 |
1.1859 |
1.1938 |
1.1812 |
| S2 |
1.1766 |
1.1766 |
1.1925 |
|
| S3 |
1.1624 |
1.1716 |
1.1912 |
|
| S4 |
1.1481 |
1.1574 |
1.1873 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1959 |
1.1816 |
0.0143 |
1.2% |
0.0057 |
0.5% |
95% |
False |
False |
95 |
| 10 |
1.1997 |
1.1816 |
0.0181 |
1.5% |
0.0046 |
0.4% |
75% |
False |
False |
59 |
| 20 |
1.2003 |
1.1771 |
0.0233 |
1.9% |
0.0048 |
0.4% |
78% |
False |
False |
44 |
| 40 |
1.2110 |
1.1767 |
0.0343 |
2.9% |
0.0060 |
0.5% |
54% |
False |
False |
50 |
| 60 |
1.2525 |
1.1767 |
0.0758 |
6.3% |
0.0060 |
0.5% |
24% |
False |
False |
45 |
| 80 |
1.2732 |
1.1767 |
0.0965 |
8.1% |
0.0052 |
0.4% |
19% |
False |
False |
35 |
| 100 |
1.2827 |
1.1767 |
0.1061 |
8.9% |
0.0050 |
0.4% |
17% |
False |
False |
30 |
| 120 |
1.2929 |
1.1767 |
0.1162 |
9.7% |
0.0050 |
0.4% |
16% |
False |
False |
28 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2272 |
|
2.618 |
1.2149 |
|
1.618 |
1.2073 |
|
1.000 |
1.2027 |
|
0.618 |
1.1998 |
|
HIGH |
1.1951 |
|
0.618 |
1.1922 |
|
0.500 |
1.1913 |
|
0.382 |
1.1904 |
|
LOW |
1.1876 |
|
0.618 |
1.1829 |
|
1.000 |
1.1800 |
|
1.618 |
1.1753 |
|
2.618 |
1.1678 |
|
4.250 |
1.1555 |
|
|
| Fisher Pivots for day following 20-Jul-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.1938 |
1.1929 |
| PP |
1.1926 |
1.1906 |
| S1 |
1.1913 |
1.1884 |
|