CME Euro FX (E) Future March 2019
| Trading Metrics calculated at close of trading on 02-Aug-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Aug-2018 |
02-Aug-2018 |
Change |
Change % |
Previous Week |
| Open |
1.1882 |
1.1884 |
0.0002 |
0.0% |
1.1933 |
| High |
1.1882 |
1.1884 |
0.0002 |
0.0% |
1.1951 |
| Low |
1.1882 |
1.1800 |
-0.0082 |
-0.7% |
1.1861 |
| Close |
1.1882 |
1.1802 |
-0.0081 |
-0.7% |
1.1877 |
| Range |
0.0000 |
0.0084 |
0.0084 |
|
0.0091 |
| ATR |
0.0053 |
0.0055 |
0.0002 |
4.0% |
0.0000 |
| Volume |
0 |
39 |
39 |
|
90 |
|
| Daily Pivots for day following 02-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2079 |
1.2024 |
1.1847 |
|
| R3 |
1.1995 |
1.1940 |
1.1824 |
|
| R2 |
1.1912 |
1.1912 |
1.1817 |
|
| R1 |
1.1857 |
1.1857 |
1.1809 |
1.1843 |
| PP |
1.1828 |
1.1828 |
1.1828 |
1.1821 |
| S1 |
1.1773 |
1.1773 |
1.1794 |
1.1759 |
| S2 |
1.1745 |
1.1745 |
1.1786 |
|
| S3 |
1.1661 |
1.1690 |
1.1779 |
|
| S4 |
1.1578 |
1.1606 |
1.1756 |
|
|
| Weekly Pivots for week ending 27-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2168 |
1.2113 |
1.1927 |
|
| R3 |
1.2077 |
1.2022 |
1.1902 |
|
| R2 |
1.1987 |
1.1987 |
1.1894 |
|
| R1 |
1.1932 |
1.1932 |
1.1885 |
1.1914 |
| PP |
1.1896 |
1.1896 |
1.1896 |
1.1887 |
| S1 |
1.1841 |
1.1841 |
1.1869 |
1.1824 |
| S2 |
1.1806 |
1.1806 |
1.1860 |
|
| S3 |
1.1715 |
1.1751 |
1.1852 |
|
| S4 |
1.1625 |
1.1660 |
1.1827 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1959 |
1.1800 |
0.0159 |
1.3% |
0.0029 |
0.2% |
1% |
False |
True |
15 |
| 10 |
1.1959 |
1.1800 |
0.0159 |
1.3% |
0.0037 |
0.3% |
1% |
False |
True |
24 |
| 20 |
1.2003 |
1.1800 |
0.0203 |
1.7% |
0.0040 |
0.3% |
1% |
False |
True |
40 |
| 40 |
1.2110 |
1.1767 |
0.0343 |
2.9% |
0.0049 |
0.4% |
10% |
False |
False |
41 |
| 60 |
1.2296 |
1.1767 |
0.0529 |
4.5% |
0.0057 |
0.5% |
7% |
False |
False |
41 |
| 80 |
1.2732 |
1.1767 |
0.0965 |
8.2% |
0.0052 |
0.4% |
4% |
False |
False |
37 |
| 100 |
1.2827 |
1.1767 |
0.1061 |
9.0% |
0.0049 |
0.4% |
3% |
False |
False |
30 |
| 120 |
1.2929 |
1.1767 |
0.1162 |
9.8% |
0.0049 |
0.4% |
3% |
False |
False |
28 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2238 |
|
2.618 |
1.2102 |
|
1.618 |
1.2019 |
|
1.000 |
1.1967 |
|
0.618 |
1.1935 |
|
HIGH |
1.1884 |
|
0.618 |
1.1852 |
|
0.500 |
1.1842 |
|
0.382 |
1.1832 |
|
LOW |
1.1800 |
|
0.618 |
1.1748 |
|
1.000 |
1.1717 |
|
1.618 |
1.1665 |
|
2.618 |
1.1581 |
|
4.250 |
1.1445 |
|
|
| Fisher Pivots for day following 02-Aug-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.1842 |
1.1879 |
| PP |
1.1828 |
1.1853 |
| S1 |
1.1815 |
1.1827 |
|