CME Euro FX (E) Future March 2019
| Trading Metrics calculated at close of trading on 22-Aug-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Aug-2018 |
22-Aug-2018 |
Change |
Change % |
Previous Week |
| Open |
1.1719 |
1.1776 |
0.0058 |
0.5% |
1.1595 |
| High |
1.1787 |
1.1819 |
0.0032 |
0.3% |
1.1642 |
| Low |
1.1694 |
1.1776 |
0.0083 |
0.7% |
1.1503 |
| Close |
1.1771 |
1.1786 |
0.0015 |
0.1% |
1.1642 |
| Range |
0.0093 |
0.0043 |
-0.0051 |
-54.3% |
0.0139 |
| ATR |
0.0064 |
0.0062 |
-0.0001 |
-1.8% |
0.0000 |
| Volume |
30 |
29 |
-1 |
-3.3% |
327 |
|
| Daily Pivots for day following 22-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1921 |
1.1896 |
1.1809 |
|
| R3 |
1.1878 |
1.1853 |
1.1797 |
|
| R2 |
1.1836 |
1.1836 |
1.1793 |
|
| R1 |
1.1811 |
1.1811 |
1.1789 |
1.1823 |
| PP |
1.1793 |
1.1793 |
1.1793 |
1.1800 |
| S1 |
1.1768 |
1.1768 |
1.1782 |
1.1781 |
| S2 |
1.1751 |
1.1751 |
1.1778 |
|
| S3 |
1.1708 |
1.1726 |
1.1774 |
|
| S4 |
1.1666 |
1.1683 |
1.1762 |
|
|
| 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 |
1.1819 |
1.1538 |
0.0281 |
2.4% |
0.0066 |
0.6% |
88% |
True |
False |
37 |
| 10 |
1.1819 |
1.1503 |
0.0316 |
2.7% |
0.0067 |
0.6% |
90% |
True |
False |
50 |
| 20 |
1.1959 |
1.1503 |
0.0456 |
3.9% |
0.0048 |
0.4% |
62% |
False |
False |
33 |
| 40 |
1.2003 |
1.1503 |
0.0500 |
4.2% |
0.0046 |
0.4% |
57% |
False |
False |
39 |
| 60 |
1.2110 |
1.1503 |
0.0607 |
5.1% |
0.0052 |
0.4% |
47% |
False |
False |
42 |
| 80 |
1.2380 |
1.1503 |
0.0877 |
7.4% |
0.0056 |
0.5% |
32% |
False |
False |
42 |
| 100 |
1.2732 |
1.1503 |
0.1229 |
10.4% |
0.0051 |
0.4% |
23% |
False |
False |
35 |
| 120 |
1.2827 |
1.1503 |
0.1324 |
11.2% |
0.0050 |
0.4% |
21% |
False |
False |
30 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1999 |
|
2.618 |
1.1930 |
|
1.618 |
1.1887 |
|
1.000 |
1.1861 |
|
0.618 |
1.1845 |
|
HIGH |
1.1819 |
|
0.618 |
1.1802 |
|
0.500 |
1.1797 |
|
0.382 |
1.1792 |
|
LOW |
1.1776 |
|
0.618 |
1.1750 |
|
1.000 |
1.1734 |
|
1.618 |
1.1707 |
|
2.618 |
1.1665 |
|
4.250 |
1.1595 |
|
|
| Fisher Pivots for day following 22-Aug-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.1797 |
1.1760 |
| PP |
1.1793 |
1.1735 |
| S1 |
1.1789 |
1.1710 |
|