CME Euro FX (E) Future September 2018
| Trading Metrics calculated at close of trading on 05-Sep-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Sep-2018 |
05-Sep-2018 |
Change |
Change % |
Previous Week |
| Open |
1.1609 |
1.1592 |
-0.0017 |
-0.1% |
1.1643 |
| High |
1.1640 |
1.1651 |
0.0011 |
0.1% |
1.1751 |
| Low |
1.1541 |
1.1552 |
0.0012 |
0.1% |
1.1597 |
| Close |
1.1591 |
1.1634 |
0.0043 |
0.4% |
1.1609 |
| Range |
0.0099 |
0.0099 |
-0.0001 |
-0.5% |
0.0154 |
| ATR |
0.0084 |
0.0085 |
0.0001 |
1.2% |
0.0000 |
| Volume |
347,935 |
300,428 |
-47,507 |
-13.7% |
1,186,367 |
|
| Daily Pivots for day following 05-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1908 |
1.1869 |
1.1688 |
|
| R3 |
1.1809 |
1.1771 |
1.1661 |
|
| R2 |
1.1711 |
1.1711 |
1.1652 |
|
| R1 |
1.1672 |
1.1672 |
1.1643 |
1.1691 |
| PP |
1.1612 |
1.1612 |
1.1612 |
1.1622 |
| S1 |
1.1574 |
1.1574 |
1.1624 |
1.1593 |
| S2 |
1.1514 |
1.1514 |
1.1615 |
|
| S3 |
1.1415 |
1.1475 |
1.1606 |
|
| S4 |
1.1317 |
1.1377 |
1.1579 |
|
|
| 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 |
1.1732 |
1.1541 |
0.0191 |
1.6% |
0.0088 |
0.8% |
49% |
False |
False |
281,827 |
| 10 |
1.1751 |
1.1541 |
0.0210 |
1.8% |
0.0086 |
0.7% |
44% |
False |
False |
254,641 |
| 20 |
1.1751 |
1.1328 |
0.0423 |
3.6% |
0.0087 |
0.7% |
72% |
False |
False |
270,213 |
| 40 |
1.1817 |
1.1328 |
0.0489 |
4.2% |
0.0079 |
0.7% |
63% |
False |
False |
243,341 |
| 60 |
1.1940 |
1.1328 |
0.0612 |
5.3% |
0.0085 |
0.7% |
50% |
False |
False |
244,382 |
| 80 |
1.2108 |
1.1328 |
0.0781 |
6.7% |
0.0086 |
0.7% |
39% |
False |
False |
187,420 |
| 100 |
1.2557 |
1.1328 |
0.1229 |
10.6% |
0.0085 |
0.7% |
25% |
False |
False |
150,126 |
| 120 |
1.2639 |
1.1328 |
0.1312 |
11.3% |
0.0083 |
0.7% |
23% |
False |
False |
125,149 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2069 |
|
2.618 |
1.1908 |
|
1.618 |
1.1810 |
|
1.000 |
1.1749 |
|
0.618 |
1.1711 |
|
HIGH |
1.1651 |
|
0.618 |
1.1613 |
|
0.500 |
1.1601 |
|
0.382 |
1.1590 |
|
LOW |
1.1552 |
|
0.618 |
1.1491 |
|
1.000 |
1.1454 |
|
1.618 |
1.1393 |
|
2.618 |
1.1294 |
|
4.250 |
1.1133 |
|
|
| Fisher Pivots for day following 05-Sep-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.1623 |
1.1630 |
| PP |
1.1612 |
1.1626 |
| S1 |
1.1601 |
1.1622 |
|