CME Euro FX (E) Future June 2019
| Trading Metrics calculated at close of trading on 23-Aug-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Aug-2018 |
23-Aug-2018 |
Change |
Change % |
Previous Week |
| Open |
1.1900 |
1.1840 |
-0.0061 |
-0.5% |
1.1678 |
| High |
1.1908 |
1.1872 |
-0.0036 |
-0.3% |
1.1736 |
| Low |
1.1857 |
1.1824 |
-0.0033 |
-0.3% |
1.1605 |
| Close |
1.1879 |
1.1824 |
-0.0055 |
-0.5% |
1.1736 |
| Range |
0.0051 |
0.0048 |
-0.0004 |
-6.9% |
0.0131 |
| ATR |
0.0059 |
0.0059 |
0.0000 |
-0.5% |
0.0000 |
| Volume |
22 |
34 |
12 |
54.5% |
129 |
|
| Daily Pivots for day following 23-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1982 |
1.1951 |
1.1850 |
|
| R3 |
1.1935 |
1.1903 |
1.1837 |
|
| R2 |
1.1887 |
1.1887 |
1.1833 |
|
| R1 |
1.1856 |
1.1856 |
1.1828 |
1.1848 |
| PP |
1.1840 |
1.1840 |
1.1840 |
1.1836 |
| S1 |
1.1808 |
1.1808 |
1.1820 |
1.1800 |
| S2 |
1.1792 |
1.1792 |
1.1815 |
|
| S3 |
1.1745 |
1.1761 |
1.1811 |
|
| S4 |
1.1697 |
1.1713 |
1.1798 |
|
|
| 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 |
1.1724 |
0.0184 |
1.6% |
0.0044 |
0.4% |
55% |
False |
False |
29 |
| 10 |
1.1908 |
1.1605 |
0.0303 |
2.6% |
0.0052 |
0.4% |
72% |
False |
False |
30 |
| 20 |
1.2028 |
1.1605 |
0.0423 |
3.6% |
0.0033 |
0.3% |
52% |
False |
False |
21 |
| 40 |
1.2111 |
1.1605 |
0.0506 |
4.3% |
0.0036 |
0.3% |
43% |
False |
False |
22 |
| 60 |
1.2188 |
1.1605 |
0.0583 |
4.9% |
0.0040 |
0.3% |
38% |
False |
False |
21 |
| 80 |
1.2413 |
1.1605 |
0.0808 |
6.8% |
0.0039 |
0.3% |
27% |
False |
False |
21 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2073 |
|
2.618 |
1.1996 |
|
1.618 |
1.1948 |
|
1.000 |
1.1919 |
|
0.618 |
1.1901 |
|
HIGH |
1.1872 |
|
0.618 |
1.1853 |
|
0.500 |
1.1848 |
|
0.382 |
1.1842 |
|
LOW |
1.1824 |
|
0.618 |
1.1795 |
|
1.000 |
1.1777 |
|
1.618 |
1.1747 |
|
2.618 |
1.1700 |
|
4.250 |
1.1622 |
|
|
| Fisher Pivots for day following 23-Aug-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.1848 |
1.1851 |
| PP |
1.1840 |
1.1842 |
| S1 |
1.1832 |
1.1833 |
|