CME Euro FX (E) Future September 2018
| 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 |
1.1615 |
1.1561 |
-0.0055 |
-0.5% |
1.1461 |
| High |
1.1619 |
1.1658 |
0.0039 |
0.3% |
1.1658 |
| Low |
1.1549 |
1.1553 |
0.0004 |
0.0% |
1.1417 |
| Close |
1.1556 |
1.1644 |
0.0088 |
0.8% |
1.1644 |
| Range |
0.0071 |
0.0106 |
0.0035 |
49.6% |
0.0242 |
| ATR |
0.0081 |
0.0083 |
0.0002 |
2.1% |
0.0000 |
| Volume |
222,981 |
240,625 |
17,644 |
7.9% |
1,243,286 |
|
| Daily Pivots for day following 24-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1935 |
1.1895 |
1.1702 |
|
| R3 |
1.1829 |
1.1789 |
1.1673 |
|
| R2 |
1.1724 |
1.1724 |
1.1663 |
|
| R1 |
1.1684 |
1.1684 |
1.1653 |
1.1704 |
| PP |
1.1618 |
1.1618 |
1.1618 |
1.1628 |
| S1 |
1.1578 |
1.1578 |
1.1634 |
1.1598 |
| S2 |
1.1513 |
1.1513 |
1.1624 |
|
| S3 |
1.1407 |
1.1473 |
1.1614 |
|
| S4 |
1.1302 |
1.1367 |
1.1585 |
|
|
| Weekly Pivots for week ending 24-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2297 |
1.2212 |
1.1776 |
|
| R3 |
1.2056 |
1.1970 |
1.1710 |
|
| R2 |
1.1814 |
1.1814 |
1.1688 |
|
| R1 |
1.1729 |
1.1729 |
1.1666 |
1.1772 |
| PP |
1.1573 |
1.1573 |
1.1573 |
1.1594 |
| S1 |
1.1487 |
1.1487 |
1.1621 |
1.1530 |
| S2 |
1.1331 |
1.1331 |
1.1599 |
|
| S3 |
1.1090 |
1.1246 |
1.1577 |
|
| S4 |
1.0848 |
1.1004 |
1.1511 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1658 |
1.1417 |
0.0242 |
2.1% |
0.0091 |
0.8% |
94% |
True |
False |
248,657 |
| 10 |
1.1658 |
1.1328 |
0.0331 |
2.8% |
0.0083 |
0.7% |
96% |
True |
False |
267,783 |
| 20 |
1.1790 |
1.1328 |
0.0463 |
4.0% |
0.0077 |
0.7% |
68% |
False |
False |
254,751 |
| 40 |
1.1852 |
1.1328 |
0.0524 |
4.5% |
0.0078 |
0.7% |
60% |
False |
False |
237,187 |
| 60 |
1.1940 |
1.1328 |
0.0612 |
5.3% |
0.0084 |
0.7% |
52% |
False |
False |
217,353 |
| 80 |
1.2130 |
1.1328 |
0.0803 |
6.9% |
0.0085 |
0.7% |
39% |
False |
False |
164,581 |
| 100 |
1.2557 |
1.1328 |
0.1229 |
10.6% |
0.0083 |
0.7% |
26% |
False |
False |
131,805 |
| 120 |
1.2639 |
1.1328 |
0.1312 |
11.3% |
0.0082 |
0.7% |
24% |
False |
False |
109,870 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2106 |
|
2.618 |
1.1934 |
|
1.618 |
1.1829 |
|
1.000 |
1.1764 |
|
0.618 |
1.1723 |
|
HIGH |
1.1658 |
|
0.618 |
1.1618 |
|
0.500 |
1.1605 |
|
0.382 |
1.1593 |
|
LOW |
1.1553 |
|
0.618 |
1.1487 |
|
1.000 |
1.1447 |
|
1.618 |
1.1382 |
|
2.618 |
1.1276 |
|
4.250 |
1.1104 |
|
|
| Fisher Pivots for day following 24-Aug-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.1631 |
1.1630 |
| PP |
1.1618 |
1.1617 |
| S1 |
1.1605 |
1.1603 |
|