CME Euro FX (E) Future March 2019
| Trading Metrics calculated at close of trading on 24-Jul-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jul-2018 |
24-Jul-2018 |
Change |
Change % |
Previous Week |
| Open |
1.1933 |
1.1905 |
-0.0029 |
-0.2% |
1.1954 |
| High |
1.1933 |
1.1914 |
-0.0020 |
-0.2% |
1.1959 |
| Low |
1.1915 |
1.1900 |
-0.0015 |
-0.1% |
1.1816 |
| Close |
1.1915 |
1.1908 |
-0.0007 |
-0.1% |
1.1951 |
| Range |
0.0018 |
0.0014 |
-0.0005 |
-25.0% |
0.0143 |
| ATR |
0.0062 |
0.0059 |
-0.0003 |
-5.4% |
0.0000 |
| Volume |
21 |
50 |
29 |
138.1% |
478 |
|
| Daily Pivots for day following 24-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1948 |
1.1941 |
1.1915 |
|
| R3 |
1.1934 |
1.1928 |
1.1912 |
|
| R2 |
1.1921 |
1.1921 |
1.1910 |
|
| R1 |
1.1914 |
1.1914 |
1.1909 |
1.1918 |
| PP |
1.1907 |
1.1907 |
1.1907 |
1.1909 |
| S1 |
1.1901 |
1.1901 |
1.1907 |
1.1904 |
| S2 |
1.1894 |
1.1894 |
1.1906 |
|
| S3 |
1.1880 |
1.1887 |
1.1904 |
|
| S4 |
1.1867 |
1.1874 |
1.1901 |
|
|
| 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 |
1.1951 |
1.1816 |
0.0135 |
1.1% |
0.0046 |
0.4% |
68% |
False |
False |
94 |
| 10 |
1.1984 |
1.1816 |
0.0168 |
1.4% |
0.0046 |
0.4% |
55% |
False |
False |
59 |
| 20 |
1.2003 |
1.1771 |
0.0233 |
2.0% |
0.0046 |
0.4% |
59% |
False |
False |
45 |
| 40 |
1.2110 |
1.1767 |
0.0343 |
2.9% |
0.0059 |
0.5% |
41% |
False |
False |
50 |
| 60 |
1.2420 |
1.1767 |
0.0654 |
5.5% |
0.0058 |
0.5% |
22% |
False |
False |
44 |
| 80 |
1.2732 |
1.1767 |
0.0965 |
8.1% |
0.0052 |
0.4% |
15% |
False |
False |
36 |
| 100 |
1.2827 |
1.1767 |
0.1061 |
8.9% |
0.0050 |
0.4% |
13% |
False |
False |
30 |
| 120 |
1.2929 |
1.1767 |
0.1162 |
9.8% |
0.0050 |
0.4% |
12% |
False |
False |
29 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1971 |
|
2.618 |
1.1949 |
|
1.618 |
1.1935 |
|
1.000 |
1.1927 |
|
0.618 |
1.1922 |
|
HIGH |
1.1914 |
|
0.618 |
1.1908 |
|
0.500 |
1.1907 |
|
0.382 |
1.1905 |
|
LOW |
1.1900 |
|
0.618 |
1.1892 |
|
1.000 |
1.1887 |
|
1.618 |
1.1878 |
|
2.618 |
1.1865 |
|
4.250 |
1.1843 |
|
|
| Fisher Pivots for day following 24-Jul-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.1908 |
1.1913 |
| PP |
1.1907 |
1.1912 |
| S1 |
1.1907 |
1.1910 |
|