CME Euro FX (E) Future March 2019
| Trading Metrics calculated at close of trading on 15-Aug-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Aug-2018 |
15-Aug-2018 |
Change |
Change % |
Previous Week |
| Open |
1.1603 |
1.1536 |
-0.0067 |
-0.6% |
1.1769 |
| High |
1.1603 |
1.1546 |
-0.0057 |
-0.5% |
1.1831 |
| Low |
1.1540 |
1.1503 |
-0.0037 |
-0.3% |
1.1604 |
| Close |
1.1540 |
1.1546 |
0.0007 |
0.1% |
1.1604 |
| Range |
0.0064 |
0.0043 |
-0.0021 |
-32.3% |
0.0228 |
| ATR |
0.0058 |
0.0057 |
-0.0001 |
-1.8% |
0.0000 |
| Volume |
45 |
78 |
33 |
73.3% |
175 |
|
| Daily Pivots for day following 15-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1661 |
1.1646 |
1.1570 |
|
| R3 |
1.1618 |
1.1603 |
1.1558 |
|
| R2 |
1.1575 |
1.1575 |
1.1554 |
|
| R1 |
1.1560 |
1.1560 |
1.1550 |
1.1568 |
| PP |
1.1532 |
1.1532 |
1.1532 |
1.1535 |
| S1 |
1.1517 |
1.1517 |
1.1542 |
1.1525 |
| S2 |
1.1489 |
1.1489 |
1.1538 |
|
| S3 |
1.1446 |
1.1474 |
1.1534 |
|
| S4 |
1.1403 |
1.1431 |
1.1522 |
|
|
| 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 |
1.1807 |
1.1503 |
0.0304 |
2.6% |
0.0069 |
0.6% |
14% |
False |
True |
63 |
| 10 |
1.1884 |
1.1503 |
0.0381 |
3.3% |
0.0049 |
0.4% |
11% |
False |
True |
43 |
| 20 |
1.1959 |
1.1503 |
0.0456 |
3.9% |
0.0043 |
0.4% |
9% |
False |
True |
45 |
| 40 |
1.2003 |
1.1503 |
0.0500 |
4.3% |
0.0045 |
0.4% |
9% |
False |
True |
40 |
| 60 |
1.2121 |
1.1503 |
0.0618 |
5.4% |
0.0054 |
0.5% |
7% |
False |
True |
45 |
| 80 |
1.2578 |
1.1503 |
0.1075 |
9.3% |
0.0054 |
0.5% |
4% |
False |
True |
41 |
| 100 |
1.2827 |
1.1503 |
0.1324 |
11.5% |
0.0049 |
0.4% |
3% |
False |
True |
34 |
| 120 |
1.2827 |
1.1503 |
0.1324 |
11.5% |
0.0048 |
0.4% |
3% |
False |
True |
30 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1729 |
|
2.618 |
1.1659 |
|
1.618 |
1.1616 |
|
1.000 |
1.1589 |
|
0.618 |
1.1573 |
|
HIGH |
1.1546 |
|
0.618 |
1.1530 |
|
0.500 |
1.1525 |
|
0.382 |
1.1519 |
|
LOW |
1.1503 |
|
0.618 |
1.1476 |
|
1.000 |
1.1460 |
|
1.618 |
1.1433 |
|
2.618 |
1.1390 |
|
4.250 |
1.1320 |
|
|
| Fisher Pivots for day following 15-Aug-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.1539 |
1.1569 |
| PP |
1.1532 |
1.1561 |
| S1 |
1.1525 |
1.1554 |
|