CME Euro FX (E) Future June 2019
| Trading Metrics calculated at close of trading on 20-Aug-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Aug-2018 |
20-Aug-2018 |
Change |
Change % |
Previous Week |
| Open |
1.1736 |
1.1724 |
-0.0012 |
-0.1% |
1.1678 |
| High |
1.1736 |
1.1759 |
0.0023 |
0.2% |
1.1736 |
| Low |
1.1736 |
1.1724 |
-0.0012 |
-0.1% |
1.1605 |
| Close |
1.1736 |
1.1758 |
0.0023 |
0.2% |
1.1736 |
| Range |
0.0000 |
0.0035 |
0.0035 |
|
0.0131 |
| ATR |
0.0056 |
0.0055 |
-0.0002 |
-2.7% |
0.0000 |
| Volume |
0 |
2 |
2 |
|
129 |
|
| Daily Pivots for day following 20-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1852 |
1.1840 |
1.1777 |
|
| R3 |
1.1817 |
1.1805 |
1.1768 |
|
| R2 |
1.1782 |
1.1782 |
1.1764 |
|
| R1 |
1.1770 |
1.1770 |
1.1761 |
1.1776 |
| PP |
1.1747 |
1.1747 |
1.1747 |
1.1750 |
| S1 |
1.1735 |
1.1735 |
1.1755 |
1.1741 |
| S2 |
1.1712 |
1.1712 |
1.1752 |
|
| S3 |
1.1677 |
1.1700 |
1.1748 |
|
| S4 |
1.1642 |
1.1665 |
1.1739 |
|
|
| Weekly Pivots for week ending 17-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2084 |
1.2040 |
1.1807 |
|
| R3 |
1.1953 |
1.1910 |
1.1771 |
|
| R2 |
1.1823 |
1.1823 |
1.1759 |
|
| R1 |
1.1779 |
1.1779 |
1.1747 |
1.1801 |
| PP |
1.1692 |
1.1692 |
1.1692 |
1.1703 |
| S1 |
1.1649 |
1.1649 |
1.1724 |
1.1670 |
| S2 |
1.1562 |
1.1562 |
1.1712 |
|
| S3 |
1.1431 |
1.1518 |
1.1700 |
|
| S4 |
1.1301 |
1.1388 |
1.1664 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1759 |
1.1605 |
0.0154 |
1.3% |
0.0034 |
0.3% |
100% |
True |
False |
|
| 10 |
1.1927 |
1.1605 |
0.0322 |
2.7% |
0.0035 |
0.3% |
48% |
False |
False |
21 |
| 20 |
1.2030 |
1.1605 |
0.0425 |
3.6% |
0.0029 |
0.2% |
36% |
False |
False |
24 |
| 40 |
1.2111 |
1.1605 |
0.0506 |
4.3% |
0.0036 |
0.3% |
30% |
False |
False |
21 |
| 60 |
1.2188 |
1.1605 |
0.0583 |
5.0% |
0.0041 |
0.3% |
26% |
False |
False |
22 |
| 80 |
1.2554 |
1.1605 |
0.0949 |
8.1% |
0.0038 |
0.3% |
16% |
False |
False |
19 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1907 |
|
2.618 |
1.1850 |
|
1.618 |
1.1815 |
|
1.000 |
1.1794 |
|
0.618 |
1.1780 |
|
HIGH |
1.1759 |
|
0.618 |
1.1745 |
|
0.500 |
1.1741 |
|
0.382 |
1.1737 |
|
LOW |
1.1724 |
|
0.618 |
1.1702 |
|
1.000 |
1.1689 |
|
1.618 |
1.1667 |
|
2.618 |
1.1632 |
|
4.250 |
1.1575 |
|
|
| Fisher Pivots for day following 20-Aug-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.1752 |
1.1741 |
| PP |
1.1747 |
1.1725 |
| S1 |
1.1741 |
1.1708 |
|