CME Euro FX (E) Future March 2019
| Trading Metrics calculated at close of trading on 08-Aug-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Aug-2018 |
08-Aug-2018 |
Change |
Change % |
Previous Week |
| Open |
1.1787 |
1.1806 |
0.0020 |
0.2% |
1.1927 |
| High |
1.1808 |
1.1831 |
0.0024 |
0.2% |
1.1959 |
| Low |
1.1782 |
1.1806 |
0.0024 |
0.2% |
1.1791 |
| Close |
1.1807 |
1.1831 |
0.0024 |
0.2% |
1.1791 |
| Range |
0.0026 |
0.0025 |
-0.0001 |
-2.0% |
0.0168 |
| ATR |
0.0050 |
0.0048 |
-0.0002 |
-3.5% |
0.0000 |
| Volume |
55 |
13 |
-42 |
-76.4% |
86 |
|
| Daily Pivots for day following 08-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1898 |
1.1889 |
1.1845 |
|
| R3 |
1.1873 |
1.1864 |
1.1838 |
|
| R2 |
1.1848 |
1.1848 |
1.1836 |
|
| R1 |
1.1839 |
1.1839 |
1.1833 |
1.1844 |
| PP |
1.1823 |
1.1823 |
1.1823 |
1.1825 |
| S1 |
1.1814 |
1.1814 |
1.1829 |
1.1819 |
| S2 |
1.1798 |
1.1798 |
1.1826 |
|
| S3 |
1.1773 |
1.1789 |
1.1824 |
|
| S4 |
1.1748 |
1.1764 |
1.1817 |
|
|
| Weekly Pivots for week ending 03-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2349 |
1.2238 |
1.1883 |
|
| R3 |
1.2182 |
1.2070 |
1.1837 |
|
| R2 |
1.2014 |
1.2014 |
1.1822 |
|
| R1 |
1.1903 |
1.1903 |
1.1806 |
1.1875 |
| PP |
1.1847 |
1.1847 |
1.1847 |
1.1833 |
| S1 |
1.1735 |
1.1735 |
1.1776 |
1.1707 |
| S2 |
1.1679 |
1.1679 |
1.1760 |
|
| S3 |
1.1512 |
1.1568 |
1.1745 |
|
| S4 |
1.1344 |
1.1400 |
1.1699 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1884 |
1.1765 |
0.0119 |
1.0% |
0.0029 |
0.2% |
56% |
False |
False |
24 |
| 10 |
1.1959 |
1.1765 |
0.0194 |
1.6% |
0.0029 |
0.2% |
34% |
False |
False |
16 |
| 20 |
1.1959 |
1.1765 |
0.0194 |
1.6% |
0.0035 |
0.3% |
34% |
False |
False |
37 |
| 40 |
1.2097 |
1.1765 |
0.0332 |
2.8% |
0.0047 |
0.4% |
20% |
False |
False |
37 |
| 60 |
1.2222 |
1.1765 |
0.0457 |
3.9% |
0.0054 |
0.5% |
14% |
False |
False |
40 |
| 80 |
1.2728 |
1.1765 |
0.0963 |
8.1% |
0.0052 |
0.4% |
7% |
False |
False |
37 |
| 100 |
1.2827 |
1.1765 |
0.1062 |
9.0% |
0.0048 |
0.4% |
6% |
False |
False |
31 |
| 120 |
1.2929 |
1.1765 |
0.1164 |
9.8% |
0.0047 |
0.4% |
6% |
False |
False |
28 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1937 |
|
2.618 |
1.1896 |
|
1.618 |
1.1871 |
|
1.000 |
1.1856 |
|
0.618 |
1.1846 |
|
HIGH |
1.1831 |
|
0.618 |
1.1821 |
|
0.500 |
1.1819 |
|
0.382 |
1.1816 |
|
LOW |
1.1806 |
|
0.618 |
1.1791 |
|
1.000 |
1.1781 |
|
1.618 |
1.1766 |
|
2.618 |
1.1741 |
|
4.250 |
1.1700 |
|
|
| Fisher Pivots for day following 08-Aug-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.1827 |
1.1820 |
| PP |
1.1823 |
1.1809 |
| S1 |
1.1819 |
1.1798 |
|