CME Euro FX (E) Future September 2018
| Trading Metrics calculated at close of trading on 04-Sep-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Aug-2018 |
04-Sep-2018 |
Change |
Change % |
Previous Week |
| Open |
1.1678 |
1.1609 |
-0.0069 |
-0.6% |
1.1643 |
| High |
1.1703 |
1.1640 |
-0.0064 |
-0.5% |
1.1751 |
| Low |
1.1597 |
1.1541 |
-0.0056 |
-0.5% |
1.1597 |
| Close |
1.1609 |
1.1591 |
-0.0019 |
-0.2% |
1.1609 |
| Range |
0.0107 |
0.0099 |
-0.0008 |
-7.0% |
0.0154 |
| ATR |
0.0083 |
0.0084 |
0.0001 |
1.4% |
0.0000 |
| Volume |
266,773 |
347,935 |
81,162 |
30.4% |
1,186,367 |
|
| Daily Pivots for day following 04-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1887 |
1.1838 |
1.1645 |
|
| R3 |
1.1788 |
1.1739 |
1.1618 |
|
| R2 |
1.1689 |
1.1689 |
1.1609 |
|
| R1 |
1.1640 |
1.1640 |
1.1600 |
1.1615 |
| PP |
1.1590 |
1.1590 |
1.1590 |
1.1578 |
| S1 |
1.1541 |
1.1541 |
1.1581 |
1.1516 |
| S2 |
1.1491 |
1.1491 |
1.1572 |
|
| S3 |
1.1392 |
1.1442 |
1.1563 |
|
| S4 |
1.1293 |
1.1343 |
1.1536 |
|
|
| Weekly Pivots for week ending 31-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2114 |
1.2016 |
1.1694 |
|
| R3 |
1.1960 |
1.1862 |
1.1651 |
|
| R2 |
1.1806 |
1.1806 |
1.1637 |
|
| R1 |
1.1708 |
1.1708 |
1.1623 |
1.1680 |
| PP |
1.1652 |
1.1652 |
1.1652 |
1.1638 |
| S1 |
1.1554 |
1.1554 |
1.1595 |
1.1526 |
| S2 |
1.1498 |
1.1498 |
1.1581 |
|
| S3 |
1.1344 |
1.1400 |
1.1567 |
|
| S4 |
1.1190 |
1.1246 |
1.1524 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1751 |
1.1541 |
0.0210 |
1.8% |
0.0083 |
0.7% |
24% |
False |
True |
268,335 |
| 10 |
1.1751 |
1.1507 |
0.0244 |
2.1% |
0.0088 |
0.8% |
34% |
False |
False |
256,324 |
| 20 |
1.1751 |
1.1328 |
0.0423 |
3.6% |
0.0085 |
0.7% |
62% |
False |
False |
265,975 |
| 40 |
1.1823 |
1.1328 |
0.0495 |
4.3% |
0.0078 |
0.7% |
53% |
False |
False |
240,240 |
| 60 |
1.1940 |
1.1328 |
0.0612 |
5.3% |
0.0084 |
0.7% |
43% |
False |
False |
240,464 |
| 80 |
1.2108 |
1.1328 |
0.0781 |
6.7% |
0.0086 |
0.7% |
34% |
False |
False |
183,680 |
| 100 |
1.2557 |
1.1328 |
0.1229 |
10.6% |
0.0084 |
0.7% |
21% |
False |
False |
147,122 |
| 120 |
1.2639 |
1.1328 |
0.1312 |
11.3% |
0.0083 |
0.7% |
20% |
False |
False |
122,646 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2060 |
|
2.618 |
1.1899 |
|
1.618 |
1.1800 |
|
1.000 |
1.1739 |
|
0.618 |
1.1701 |
|
HIGH |
1.1640 |
|
0.618 |
1.1602 |
|
0.500 |
1.1590 |
|
0.382 |
1.1578 |
|
LOW |
1.1541 |
|
0.618 |
1.1479 |
|
1.000 |
1.1442 |
|
1.618 |
1.1380 |
|
2.618 |
1.1281 |
|
4.250 |
1.1120 |
|
|
| Fisher Pivots for day following 04-Sep-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.1590 |
1.1636 |
| PP |
1.1590 |
1.1621 |
| S1 |
1.1590 |
1.1606 |
|