CME Euro FX (E) Future June 2019
| Trading Metrics calculated at close of trading on 09-Aug-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Aug-2018 |
09-Aug-2018 |
Change |
Change % |
Previous Week |
| Open |
1.1920 |
1.1845 |
-0.0076 |
-0.6% |
1.2000 |
| High |
1.1927 |
1.1845 |
-0.0083 |
-0.7% |
1.2028 |
| Low |
1.1920 |
1.1845 |
-0.0076 |
-0.6% |
1.1883 |
| Close |
1.1927 |
1.1845 |
-0.0083 |
-0.7% |
1.1886 |
| Range |
0.0007 |
0.0000 |
-0.0007 |
-100.0% |
0.0145 |
| ATR |
0.0047 |
0.0050 |
0.0003 |
5.3% |
0.0000 |
| Volume |
1 |
0 |
-1 |
-100.0% |
48 |
|
| Daily Pivots for day following 09-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1845 |
1.1845 |
1.1845 |
|
| R3 |
1.1845 |
1.1845 |
1.1845 |
|
| R2 |
1.1845 |
1.1845 |
1.1845 |
|
| R1 |
1.1845 |
1.1845 |
1.1845 |
1.1845 |
| PP |
1.1845 |
1.1845 |
1.1845 |
1.1845 |
| S1 |
1.1845 |
1.1845 |
1.1845 |
1.1845 |
| S2 |
1.1845 |
1.1845 |
1.1845 |
|
| S3 |
1.1845 |
1.1845 |
1.1845 |
|
| S4 |
1.1845 |
1.1845 |
1.1845 |
|
|
| Weekly Pivots for week ending 03-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2366 |
1.2270 |
1.1965 |
|
| R3 |
1.2221 |
1.2126 |
1.1926 |
|
| R2 |
1.2077 |
1.2077 |
1.1912 |
|
| R1 |
1.1981 |
1.1981 |
1.1899 |
1.1957 |
| PP |
1.1932 |
1.1932 |
1.1932 |
1.1920 |
| S1 |
1.1837 |
1.1837 |
1.1873 |
1.1812 |
| S2 |
1.1788 |
1.1788 |
1.1860 |
|
| S3 |
1.1643 |
1.1692 |
1.1846 |
|
| S4 |
1.1499 |
1.1548 |
1.1807 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1927 |
1.1837 |
0.0090 |
0.8% |
0.0013 |
0.1% |
8% |
False |
False |
17 |
| 10 |
1.2028 |
1.1837 |
0.0191 |
1.6% |
0.0014 |
0.1% |
4% |
False |
False |
12 |
| 20 |
1.2062 |
1.1837 |
0.0225 |
1.9% |
0.0030 |
0.3% |
3% |
False |
False |
22 |
| 40 |
1.2176 |
1.1837 |
0.0339 |
2.9% |
0.0040 |
0.3% |
2% |
False |
False |
19 |
| 60 |
1.2213 |
1.1837 |
0.0376 |
3.2% |
0.0038 |
0.3% |
2% |
False |
False |
22 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1845 |
|
2.618 |
1.1845 |
|
1.618 |
1.1845 |
|
1.000 |
1.1845 |
|
0.618 |
1.1845 |
|
HIGH |
1.1845 |
|
0.618 |
1.1845 |
|
0.500 |
1.1845 |
|
0.382 |
1.1845 |
|
LOW |
1.1845 |
|
0.618 |
1.1845 |
|
1.000 |
1.1845 |
|
1.618 |
1.1845 |
|
2.618 |
1.1845 |
|
4.250 |
1.1845 |
|
|
| Fisher Pivots for day following 09-Aug-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.1845 |
1.1886 |
| PP |
1.1845 |
1.1872 |
| S1 |
1.1845 |
1.1858 |
|