CME Euro FX (E) Future March 2019
| Trading Metrics calculated at close of trading on 21-Aug-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Aug-2018 |
21-Aug-2018 |
Change |
Change % |
Previous Week |
| Open |
1.1630 |
1.1719 |
0.0089 |
0.8% |
1.1595 |
| High |
1.1668 |
1.1787 |
0.0119 |
1.0% |
1.1642 |
| Low |
1.1601 |
1.1694 |
0.0093 |
0.8% |
1.1503 |
| Close |
1.1664 |
1.1771 |
0.0107 |
0.9% |
1.1642 |
| Range |
0.0067 |
0.0093 |
0.0026 |
38.8% |
0.0139 |
| ATR |
0.0059 |
0.0064 |
0.0005 |
7.7% |
0.0000 |
| Volume |
11 |
30 |
19 |
172.7% |
327 |
|
| Daily Pivots for day following 21-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2029 |
1.1993 |
1.1822 |
|
| R3 |
1.1936 |
1.1900 |
1.1796 |
|
| R2 |
1.1843 |
1.1843 |
1.1788 |
|
| R1 |
1.1807 |
1.1807 |
1.1779 |
1.1825 |
| PP |
1.1750 |
1.1750 |
1.1750 |
1.1759 |
| S1 |
1.1714 |
1.1714 |
1.1762 |
1.1732 |
| S2 |
1.1657 |
1.1657 |
1.1753 |
|
| S3 |
1.1564 |
1.1621 |
1.1745 |
|
| S4 |
1.1471 |
1.1528 |
1.1719 |
|
|
| Weekly Pivots for week ending 17-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2013 |
1.1966 |
1.1718 |
|
| R3 |
1.1874 |
1.1827 |
1.1680 |
|
| R2 |
1.1735 |
1.1735 |
1.1667 |
|
| R1 |
1.1688 |
1.1688 |
1.1655 |
1.1712 |
| PP |
1.1596 |
1.1596 |
1.1596 |
1.1607 |
| S1 |
1.1549 |
1.1549 |
1.1629 |
1.1573 |
| S2 |
1.1457 |
1.1457 |
1.1617 |
|
| S3 |
1.1318 |
1.1410 |
1.1604 |
|
| S4 |
1.1179 |
1.1271 |
1.1566 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1787 |
1.1503 |
0.0284 |
2.4% |
0.0066 |
0.6% |
94% |
True |
False |
47 |
| 10 |
1.1831 |
1.1503 |
0.0328 |
2.8% |
0.0066 |
0.6% |
82% |
False |
False |
48 |
| 20 |
1.1959 |
1.1503 |
0.0456 |
3.9% |
0.0048 |
0.4% |
59% |
False |
False |
32 |
| 40 |
1.2003 |
1.1503 |
0.0500 |
4.2% |
0.0047 |
0.4% |
54% |
False |
False |
39 |
| 60 |
1.2110 |
1.1503 |
0.0607 |
5.2% |
0.0055 |
0.5% |
44% |
False |
False |
44 |
| 80 |
1.2420 |
1.1503 |
0.0917 |
7.8% |
0.0055 |
0.5% |
29% |
False |
False |
41 |
| 100 |
1.2732 |
1.1503 |
0.1229 |
10.4% |
0.0051 |
0.4% |
22% |
False |
False |
35 |
| 120 |
1.2827 |
1.1503 |
0.1324 |
11.2% |
0.0049 |
0.4% |
20% |
False |
False |
30 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2182 |
|
2.618 |
1.2030 |
|
1.618 |
1.1937 |
|
1.000 |
1.1880 |
|
0.618 |
1.1844 |
|
HIGH |
1.1787 |
|
0.618 |
1.1751 |
|
0.500 |
1.1740 |
|
0.382 |
1.1729 |
|
LOW |
1.1694 |
|
0.618 |
1.1636 |
|
1.000 |
1.1601 |
|
1.618 |
1.1543 |
|
2.618 |
1.1450 |
|
4.250 |
1.1298 |
|
|
| Fisher Pivots for day following 21-Aug-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.1760 |
1.1741 |
| PP |
1.1750 |
1.1711 |
| S1 |
1.1740 |
1.1681 |
|