CME Euro FX (E) Future September 2018
| Trading Metrics calculated at close of trading on 21-Aug-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Aug-2018 |
21-Aug-2018 |
Change |
Change % |
Previous Week |
| Open |
1.1461 |
1.1510 |
0.0049 |
0.4% |
1.1417 |
| High |
1.1508 |
1.1624 |
0.0116 |
1.0% |
1.1469 |
| Low |
1.1417 |
1.1507 |
0.0091 |
0.8% |
1.1328 |
| Close |
1.1490 |
1.1595 |
0.0105 |
0.9% |
1.1468 |
| Range |
0.0092 |
0.0117 |
0.0026 |
27.9% |
0.0141 |
| ATR |
0.0079 |
0.0083 |
0.0004 |
5.0% |
0.0000 |
| Volume |
214,346 |
317,259 |
102,913 |
48.0% |
1,434,545 |
|
| Daily Pivots for day following 21-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1926 |
1.1877 |
1.1659 |
|
| R3 |
1.1809 |
1.1760 |
1.1627 |
|
| R2 |
1.1692 |
1.1692 |
1.1616 |
|
| R1 |
1.1643 |
1.1643 |
1.1605 |
1.1668 |
| PP |
1.1575 |
1.1575 |
1.1575 |
1.1587 |
| S1 |
1.1526 |
1.1526 |
1.1584 |
1.1551 |
| S2 |
1.1458 |
1.1458 |
1.1573 |
|
| S3 |
1.1341 |
1.1409 |
1.1562 |
|
| S4 |
1.1224 |
1.1292 |
1.1530 |
|
|
| 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 |
1.1624 |
1.1328 |
0.0297 |
2.6% |
0.0083 |
0.7% |
90% |
True |
False |
275,564 |
| 10 |
1.1662 |
1.1328 |
0.0335 |
2.9% |
0.0088 |
0.8% |
80% |
False |
False |
285,785 |
| 20 |
1.1790 |
1.1328 |
0.0463 |
4.0% |
0.0076 |
0.7% |
58% |
False |
False |
252,986 |
| 40 |
1.1852 |
1.1328 |
0.0524 |
4.5% |
0.0080 |
0.7% |
51% |
False |
False |
239,794 |
| 60 |
1.1940 |
1.1328 |
0.0612 |
5.3% |
0.0087 |
0.8% |
44% |
False |
False |
206,662 |
| 80 |
1.2268 |
1.1328 |
0.0940 |
8.1% |
0.0085 |
0.7% |
28% |
False |
False |
155,740 |
| 100 |
1.2557 |
1.1328 |
0.1229 |
10.6% |
0.0082 |
0.7% |
22% |
False |
False |
124,693 |
| 120 |
1.2639 |
1.1328 |
0.1312 |
11.3% |
0.0082 |
0.7% |
20% |
False |
False |
103,941 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2121 |
|
2.618 |
1.1930 |
|
1.618 |
1.1813 |
|
1.000 |
1.1741 |
|
0.618 |
1.1696 |
|
HIGH |
1.1624 |
|
0.618 |
1.1579 |
|
0.500 |
1.1566 |
|
0.382 |
1.1552 |
|
LOW |
1.1507 |
|
0.618 |
1.1435 |
|
1.000 |
1.1390 |
|
1.618 |
1.1318 |
|
2.618 |
1.1201 |
|
4.250 |
1.1010 |
|
|
| Fisher Pivots for day following 21-Aug-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.1585 |
1.1565 |
| PP |
1.1575 |
1.1536 |
| S1 |
1.1566 |
1.1507 |
|