CME Euro FX (E) Future September 2018
| 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 |
1.1594 |
1.1615 |
0.0021 |
0.2% |
1.1417 |
| High |
1.1645 |
1.1619 |
-0.0026 |
-0.2% |
1.1469 |
| Low |
1.1574 |
1.1549 |
-0.0026 |
-0.2% |
1.1328 |
| Close |
1.1610 |
1.1556 |
-0.0054 |
-0.5% |
1.1468 |
| Range |
0.0071 |
0.0071 |
0.0000 |
0.0% |
0.0141 |
| ATR |
0.0082 |
0.0081 |
-0.0001 |
-1.0% |
0.0000 |
| Volume |
248,075 |
222,981 |
-25,094 |
-10.1% |
1,434,545 |
|
| Daily Pivots for day following 23-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1786 |
1.1741 |
1.1594 |
|
| R3 |
1.1715 |
1.1671 |
1.1575 |
|
| R2 |
1.1645 |
1.1645 |
1.1568 |
|
| R1 |
1.1600 |
1.1600 |
1.1562 |
1.1587 |
| PP |
1.1574 |
1.1574 |
1.1574 |
1.1568 |
| S1 |
1.1530 |
1.1530 |
1.1549 |
1.1517 |
| S2 |
1.1504 |
1.1504 |
1.1543 |
|
| S3 |
1.1433 |
1.1459 |
1.1536 |
|
| S4 |
1.1363 |
1.1389 |
1.1517 |
|
|
| 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 |
1.1390 |
0.0255 |
2.2% |
0.0086 |
0.7% |
65% |
False |
False |
250,737 |
| 10 |
1.1645 |
1.1328 |
0.0317 |
2.7% |
0.0087 |
0.8% |
72% |
False |
False |
289,040 |
| 20 |
1.1790 |
1.1328 |
0.0463 |
4.0% |
0.0074 |
0.6% |
49% |
False |
False |
252,850 |
| 40 |
1.1852 |
1.1328 |
0.0524 |
4.5% |
0.0078 |
0.7% |
44% |
False |
False |
237,786 |
| 60 |
1.1940 |
1.1328 |
0.0612 |
5.3% |
0.0083 |
0.7% |
37% |
False |
False |
213,527 |
| 80 |
1.2156 |
1.1328 |
0.0828 |
7.2% |
0.0085 |
0.7% |
28% |
False |
False |
161,606 |
| 100 |
1.2557 |
1.1328 |
0.1229 |
10.6% |
0.0082 |
0.7% |
19% |
False |
False |
129,401 |
| 120 |
1.2639 |
1.1328 |
0.1312 |
11.3% |
0.0082 |
0.7% |
17% |
False |
False |
107,866 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1919 |
|
2.618 |
1.1804 |
|
1.618 |
1.1733 |
|
1.000 |
1.1690 |
|
0.618 |
1.1663 |
|
HIGH |
1.1619 |
|
0.618 |
1.1592 |
|
0.500 |
1.1584 |
|
0.382 |
1.1575 |
|
LOW |
1.1549 |
|
0.618 |
1.1505 |
|
1.000 |
1.1478 |
|
1.618 |
1.1434 |
|
2.618 |
1.1364 |
|
4.250 |
1.1249 |
|
|
| Fisher Pivots for day following 23-Aug-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.1584 |
1.1576 |
| PP |
1.1574 |
1.1569 |
| S1 |
1.1565 |
1.1562 |
|