CME Euro FX (E) Future September 2018
| 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 |
1.1510 |
1.1594 |
0.0084 |
0.7% |
1.1417 |
| High |
1.1624 |
1.1645 |
0.0021 |
0.2% |
1.1469 |
| Low |
1.1507 |
1.1574 |
0.0067 |
0.6% |
1.1328 |
| Close |
1.1595 |
1.1610 |
0.0015 |
0.1% |
1.1468 |
| Range |
0.0117 |
0.0071 |
-0.0047 |
-39.7% |
0.0141 |
| ATR |
0.0083 |
0.0082 |
-0.0001 |
-1.1% |
0.0000 |
| Volume |
317,259 |
248,075 |
-69,184 |
-21.8% |
1,434,545 |
|
| Daily Pivots for day following 22-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1821 |
1.1786 |
1.1648 |
|
| R3 |
1.1750 |
1.1715 |
1.1629 |
|
| R2 |
1.1680 |
1.1680 |
1.1622 |
|
| R1 |
1.1645 |
1.1645 |
1.1616 |
1.1662 |
| PP |
1.1609 |
1.1609 |
1.1609 |
1.1618 |
| S1 |
1.1574 |
1.1574 |
1.1603 |
1.1592 |
| S2 |
1.1539 |
1.1539 |
1.1597 |
|
| S3 |
1.1468 |
1.1504 |
1.1590 |
|
| S4 |
1.1398 |
1.1433 |
1.1571 |
|
|
| 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 |
1.1645 |
1.1360 |
0.0285 |
2.5% |
0.0086 |
0.7% |
88% |
True |
False |
267,241 |
| 10 |
1.1650 |
1.1328 |
0.0323 |
2.8% |
0.0090 |
0.8% |
87% |
False |
False |
289,451 |
| 20 |
1.1790 |
1.1328 |
0.0463 |
4.0% |
0.0076 |
0.7% |
61% |
False |
False |
254,203 |
| 40 |
1.1852 |
1.1328 |
0.0524 |
4.5% |
0.0079 |
0.7% |
54% |
False |
False |
239,782 |
| 60 |
1.1940 |
1.1328 |
0.0612 |
5.3% |
0.0085 |
0.7% |
46% |
False |
False |
210,334 |
| 80 |
1.2213 |
1.1328 |
0.0885 |
7.6% |
0.0085 |
0.7% |
32% |
False |
False |
158,826 |
| 100 |
1.2557 |
1.1328 |
0.1229 |
10.6% |
0.0082 |
0.7% |
23% |
False |
False |
127,173 |
| 120 |
1.2639 |
1.1328 |
0.1312 |
11.3% |
0.0081 |
0.7% |
22% |
False |
False |
106,008 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1944 |
|
2.618 |
1.1829 |
|
1.618 |
1.1759 |
|
1.000 |
1.1715 |
|
0.618 |
1.1688 |
|
HIGH |
1.1645 |
|
0.618 |
1.1618 |
|
0.500 |
1.1609 |
|
0.382 |
1.1601 |
|
LOW |
1.1574 |
|
0.618 |
1.1530 |
|
1.000 |
1.1504 |
|
1.618 |
1.1460 |
|
2.618 |
1.1389 |
|
4.250 |
1.1274 |
|
|
| Fisher Pivots for day following 22-Aug-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.1609 |
1.1583 |
| PP |
1.1609 |
1.1557 |
| S1 |
1.1609 |
1.1531 |
|