CME Euro FX (E) Future September 2018
| Trading Metrics calculated at close of trading on 17-Aug-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Aug-2018 |
17-Aug-2018 |
Change |
Change % |
Previous Week |
| Open |
1.1368 |
1.1397 |
0.0029 |
0.3% |
1.1417 |
| High |
1.1433 |
1.1469 |
0.0036 |
0.3% |
1.1469 |
| Low |
1.1360 |
1.1390 |
0.0030 |
0.3% |
1.1328 |
| Close |
1.1390 |
1.1468 |
0.0078 |
0.7% |
1.1468 |
| Range |
0.0074 |
0.0079 |
0.0006 |
7.5% |
0.0141 |
| ATR |
0.0078 |
0.0078 |
0.0000 |
0.1% |
0.0000 |
| Volume |
305,497 |
251,028 |
-54,469 |
-17.8% |
1,434,545 |
|
| Daily Pivots for day following 17-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1679 |
1.1652 |
1.1511 |
|
| R3 |
1.1600 |
1.1573 |
1.1489 |
|
| R2 |
1.1521 |
1.1521 |
1.1482 |
|
| R1 |
1.1494 |
1.1494 |
1.1475 |
1.1508 |
| PP |
1.1442 |
1.1442 |
1.1442 |
1.1449 |
| S1 |
1.1415 |
1.1415 |
1.1460 |
1.1429 |
| S2 |
1.1363 |
1.1363 |
1.1453 |
|
| S3 |
1.1284 |
1.1336 |
1.1446 |
|
| S4 |
1.1205 |
1.1257 |
1.1424 |
|
|
| Weekly Pivots for week ending 17-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1844 |
1.1797 |
1.1545 |
|
| R3 |
1.1703 |
1.1656 |
1.1506 |
|
| R2 |
1.1562 |
1.1562 |
1.1493 |
|
| R1 |
1.1515 |
1.1515 |
1.1480 |
1.1539 |
| PP |
1.1421 |
1.1421 |
1.1421 |
1.1433 |
| S1 |
1.1374 |
1.1374 |
1.1455 |
1.1398 |
| S2 |
1.1280 |
1.1280 |
1.1442 |
|
| S3 |
1.1139 |
1.1233 |
1.1429 |
|
| S4 |
1.0998 |
1.1092 |
1.1390 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1469 |
1.1328 |
0.0141 |
1.2% |
0.0075 |
0.7% |
99% |
True |
False |
286,909 |
| 10 |
1.1662 |
1.1328 |
0.0335 |
2.9% |
0.0077 |
0.7% |
42% |
False |
False |
274,724 |
| 20 |
1.1801 |
1.1328 |
0.0473 |
4.1% |
0.0072 |
0.6% |
30% |
False |
False |
245,773 |
| 40 |
1.1852 |
1.1328 |
0.0524 |
4.6% |
0.0078 |
0.7% |
27% |
False |
False |
237,987 |
| 60 |
1.1940 |
1.1328 |
0.0612 |
5.3% |
0.0086 |
0.8% |
23% |
False |
False |
198,149 |
| 80 |
1.2345 |
1.1328 |
0.1017 |
8.9% |
0.0085 |
0.7% |
14% |
False |
False |
149,120 |
| 100 |
1.2579 |
1.1328 |
0.1252 |
10.9% |
0.0082 |
0.7% |
11% |
False |
False |
119,384 |
| 120 |
1.2639 |
1.1328 |
0.1312 |
11.4% |
0.0081 |
0.7% |
11% |
False |
False |
99,514 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1804 |
|
2.618 |
1.1675 |
|
1.618 |
1.1596 |
|
1.000 |
1.1548 |
|
0.618 |
1.1517 |
|
HIGH |
1.1469 |
|
0.618 |
1.1438 |
|
0.500 |
1.1429 |
|
0.382 |
1.1420 |
|
LOW |
1.1390 |
|
0.618 |
1.1341 |
|
1.000 |
1.1311 |
|
1.618 |
1.1262 |
|
2.618 |
1.1183 |
|
4.250 |
1.1054 |
|
|
| Fisher Pivots for day following 17-Aug-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.1455 |
1.1444 |
| PP |
1.1442 |
1.1421 |
| S1 |
1.1429 |
1.1398 |
|