CME Euro FX (E) Future June 2019
| Trading Metrics calculated at close of trading on 24-Aug-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Aug-2018 |
24-Aug-2018 |
Change |
Change % |
Previous Week |
| Open |
1.1840 |
1.1920 |
0.0081 |
0.7% |
1.1724 |
| High |
1.1872 |
1.1920 |
0.0049 |
0.4% |
1.1920 |
| Low |
1.1824 |
1.1910 |
0.0086 |
0.7% |
1.1724 |
| Close |
1.1824 |
1.1915 |
0.0091 |
0.8% |
1.1915 |
| Range |
0.0048 |
0.0010 |
-0.0038 |
-78.9% |
0.0197 |
| ATR |
0.0059 |
0.0062 |
0.0003 |
4.5% |
0.0000 |
| Volume |
34 |
14 |
-20 |
-58.8% |
163 |
|
| Daily Pivots for day following 24-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1945 |
1.1940 |
1.1920 |
|
| R3 |
1.1935 |
1.1930 |
1.1917 |
|
| R2 |
1.1925 |
1.1925 |
1.1916 |
|
| R1 |
1.1920 |
1.1920 |
1.1915 |
1.1917 |
| PP |
1.1915 |
1.1915 |
1.1915 |
1.1914 |
| S1 |
1.1910 |
1.1910 |
1.1914 |
1.1907 |
| S2 |
1.1905 |
1.1905 |
1.1913 |
|
| S3 |
1.1895 |
1.1900 |
1.1912 |
|
| S4 |
1.1885 |
1.1890 |
1.1909 |
|
|
| Weekly Pivots for week ending 24-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2442 |
1.2375 |
1.2023 |
|
| R3 |
1.2246 |
1.2178 |
1.1969 |
|
| R2 |
1.2049 |
1.2049 |
1.1951 |
|
| R1 |
1.1982 |
1.1982 |
1.1933 |
1.2016 |
| PP |
1.1853 |
1.1853 |
1.1853 |
1.1870 |
| S1 |
1.1785 |
1.1785 |
1.1896 |
1.1819 |
| S2 |
1.1656 |
1.1656 |
1.1878 |
|
| S3 |
1.1460 |
1.1589 |
1.1860 |
|
| S4 |
1.1263 |
1.1392 |
1.1806 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1920 |
1.1724 |
0.0197 |
1.6% |
0.0046 |
0.4% |
97% |
True |
False |
32 |
| 10 |
1.1920 |
1.1605 |
0.0315 |
2.6% |
0.0041 |
0.3% |
98% |
True |
False |
29 |
| 20 |
1.2028 |
1.1605 |
0.0423 |
3.5% |
0.0033 |
0.3% |
73% |
False |
False |
22 |
| 40 |
1.2111 |
1.1605 |
0.0506 |
4.2% |
0.0035 |
0.3% |
61% |
False |
False |
23 |
| 60 |
1.2188 |
1.1605 |
0.0583 |
4.9% |
0.0040 |
0.3% |
53% |
False |
False |
21 |
| 80 |
1.2413 |
1.1605 |
0.0808 |
6.8% |
0.0039 |
0.3% |
38% |
False |
False |
21 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1963 |
|
2.618 |
1.1946 |
|
1.618 |
1.1936 |
|
1.000 |
1.1930 |
|
0.618 |
1.1926 |
|
HIGH |
1.1920 |
|
0.618 |
1.1916 |
|
0.500 |
1.1915 |
|
0.382 |
1.1914 |
|
LOW |
1.1910 |
|
0.618 |
1.1904 |
|
1.000 |
1.1900 |
|
1.618 |
1.1894 |
|
2.618 |
1.1884 |
|
4.250 |
1.1868 |
|
|
| Fisher Pivots for day following 24-Aug-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.1915 |
1.1900 |
| PP |
1.1915 |
1.1886 |
| S1 |
1.1915 |
1.1872 |
|