CME Euro FX (E) Future June 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 |
1.1820 |
1.1900 |
0.0080 |
0.7% |
1.1678 |
| High |
1.1882 |
1.1908 |
0.0026 |
0.2% |
1.1736 |
| Low |
1.1795 |
1.1857 |
0.0062 |
0.5% |
1.1605 |
| Close |
1.1865 |
1.1879 |
0.0015 |
0.1% |
1.1736 |
| Range |
0.0087 |
0.0051 |
-0.0036 |
-41.4% |
0.0131 |
| ATR |
0.0060 |
0.0059 |
-0.0001 |
-1.1% |
0.0000 |
| Volume |
91 |
22 |
-69 |
-75.8% |
129 |
|
| Daily Pivots for day following 22-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2034 |
1.2008 |
1.1907 |
|
| R3 |
1.1983 |
1.1957 |
1.1893 |
|
| R2 |
1.1932 |
1.1932 |
1.1888 |
|
| R1 |
1.1906 |
1.1906 |
1.1884 |
1.1893 |
| PP |
1.1881 |
1.1881 |
1.1881 |
1.1875 |
| S1 |
1.1855 |
1.1855 |
1.1874 |
1.1842 |
| S2 |
1.1830 |
1.1830 |
1.1870 |
|
| S3 |
1.1779 |
1.1804 |
1.1865 |
|
| S4 |
1.1728 |
1.1753 |
1.1851 |
|
|
| 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 |
1.1908 |
1.1657 |
0.0251 |
2.1% |
0.0039 |
0.3% |
89% |
True |
False |
23 |
| 10 |
1.1908 |
1.1605 |
0.0303 |
2.5% |
0.0048 |
0.4% |
91% |
True |
False |
27 |
| 20 |
1.2030 |
1.1605 |
0.0425 |
3.6% |
0.0034 |
0.3% |
64% |
False |
False |
30 |
| 40 |
1.2111 |
1.1605 |
0.0506 |
4.3% |
0.0037 |
0.3% |
54% |
False |
False |
22 |
| 60 |
1.2188 |
1.1605 |
0.0583 |
4.9% |
0.0040 |
0.3% |
47% |
False |
False |
21 |
| 80 |
1.2424 |
1.1605 |
0.0819 |
6.9% |
0.0039 |
0.3% |
33% |
False |
False |
21 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2124 |
|
2.618 |
1.2041 |
|
1.618 |
1.1990 |
|
1.000 |
1.1959 |
|
0.618 |
1.1939 |
|
HIGH |
1.1908 |
|
0.618 |
1.1888 |
|
0.500 |
1.1882 |
|
0.382 |
1.1876 |
|
LOW |
1.1857 |
|
0.618 |
1.1825 |
|
1.000 |
1.1806 |
|
1.618 |
1.1774 |
|
2.618 |
1.1723 |
|
4.250 |
1.1640 |
|
|
| Fisher Pivots for day following 22-Aug-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.1882 |
1.1858 |
| PP |
1.1881 |
1.1837 |
| S1 |
1.1880 |
1.1816 |
|