CME Euro FX (E) Future March 2019
| Trading Metrics calculated at close of trading on 13-Aug-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Aug-2018 |
13-Aug-2018 |
Change |
Change % |
Previous Week |
| Open |
1.1724 |
1.1595 |
-0.0129 |
-1.1% |
1.1769 |
| High |
1.1724 |
1.1634 |
-0.0090 |
-0.8% |
1.1831 |
| Low |
1.1604 |
1.1574 |
-0.0030 |
-0.3% |
1.1604 |
| Close |
1.1604 |
1.1598 |
-0.0007 |
-0.1% |
1.1604 |
| Range |
0.0120 |
0.0060 |
-0.0060 |
-50.0% |
0.0228 |
| ATR |
0.0057 |
0.0057 |
0.0000 |
0.4% |
0.0000 |
| Volume |
76 |
88 |
12 |
15.8% |
175 |
|
| Daily Pivots for day following 13-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1782 |
1.1750 |
1.1631 |
|
| R3 |
1.1722 |
1.1690 |
1.1614 |
|
| R2 |
1.1662 |
1.1662 |
1.1609 |
|
| R1 |
1.1630 |
1.1630 |
1.1603 |
1.1646 |
| PP |
1.1602 |
1.1602 |
1.1602 |
1.1610 |
| S1 |
1.1570 |
1.1570 |
1.1592 |
1.1586 |
| S2 |
1.1542 |
1.1542 |
1.1587 |
|
| S3 |
1.1482 |
1.1510 |
1.1581 |
|
| S4 |
1.1422 |
1.1450 |
1.1565 |
|
|
| Weekly Pivots for week ending 10-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2362 |
1.2211 |
1.1729 |
|
| R3 |
1.2135 |
1.1983 |
1.1667 |
|
| R2 |
1.1907 |
1.1907 |
1.1646 |
|
| R1 |
1.1756 |
1.1756 |
1.1625 |
1.1718 |
| PP |
1.1680 |
1.1680 |
1.1680 |
1.1661 |
| S1 |
1.1528 |
1.1528 |
1.1583 |
1.1490 |
| S2 |
1.1452 |
1.1452 |
1.1562 |
|
| S3 |
1.1225 |
1.1301 |
1.1541 |
|
| S4 |
1.0997 |
1.1073 |
1.1479 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1831 |
1.1574 |
0.0257 |
2.2% |
0.0058 |
0.5% |
9% |
False |
True |
52 |
| 10 |
1.1959 |
1.1574 |
0.0385 |
3.3% |
0.0042 |
0.4% |
6% |
False |
True |
33 |
| 20 |
1.1959 |
1.1574 |
0.0385 |
3.3% |
0.0043 |
0.4% |
6% |
False |
True |
43 |
| 40 |
1.2003 |
1.1574 |
0.0429 |
3.7% |
0.0044 |
0.4% |
5% |
False |
True |
39 |
| 60 |
1.2121 |
1.1574 |
0.0547 |
4.7% |
0.0054 |
0.5% |
4% |
False |
True |
43 |
| 80 |
1.2625 |
1.1574 |
0.1051 |
9.1% |
0.0054 |
0.5% |
2% |
False |
True |
39 |
| 100 |
1.2827 |
1.1574 |
0.1253 |
10.8% |
0.0049 |
0.4% |
2% |
False |
True |
32 |
| 120 |
1.2827 |
1.1574 |
0.1253 |
10.8% |
0.0048 |
0.4% |
2% |
False |
True |
29 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1889 |
|
2.618 |
1.1791 |
|
1.618 |
1.1731 |
|
1.000 |
1.1694 |
|
0.618 |
1.1671 |
|
HIGH |
1.1634 |
|
0.618 |
1.1611 |
|
0.500 |
1.1604 |
|
0.382 |
1.1597 |
|
LOW |
1.1574 |
|
0.618 |
1.1537 |
|
1.000 |
1.1514 |
|
1.618 |
1.1477 |
|
2.618 |
1.1417 |
|
4.250 |
1.1319 |
|
|
| Fisher Pivots for day following 13-Aug-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.1604 |
1.1690 |
| PP |
1.1602 |
1.1659 |
| S1 |
1.1600 |
1.1628 |
|