CME Euro FX (E) Future September 2018
| Trading Metrics calculated at close of trading on 11-Sep-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Sep-2018 |
11-Sep-2018 |
Change |
Change % |
Previous Week |
| Open |
1.1556 |
1.1600 |
0.0044 |
0.4% |
1.1609 |
| High |
1.1623 |
1.1649 |
0.0027 |
0.2% |
1.1667 |
| Low |
1.1531 |
1.1571 |
0.0040 |
0.3% |
1.1541 |
| Close |
1.1603 |
1.1590 |
-0.0013 |
-0.1% |
1.1572 |
| Range |
0.0092 |
0.0079 |
-0.0014 |
-14.7% |
0.0127 |
| ATR |
0.0085 |
0.0084 |
0.0000 |
-0.5% |
0.0000 |
| Volume |
218,940 |
331,638 |
112,698 |
51.5% |
1,178,657 |
|
| Daily Pivots for day following 11-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1839 |
1.1793 |
1.1633 |
|
| R3 |
1.1760 |
1.1714 |
1.1612 |
|
| R2 |
1.1682 |
1.1682 |
1.1604 |
|
| R1 |
1.1636 |
1.1636 |
1.1597 |
1.1620 |
| PP |
1.1603 |
1.1603 |
1.1603 |
1.1595 |
| S1 |
1.1557 |
1.1557 |
1.1583 |
1.1541 |
| S2 |
1.1525 |
1.1525 |
1.1576 |
|
| S3 |
1.1446 |
1.1479 |
1.1568 |
|
| S4 |
1.1368 |
1.1400 |
1.1547 |
|
|
| Weekly Pivots for week ending 07-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1973 |
1.1899 |
1.1641 |
|
| R3 |
1.1846 |
1.1772 |
1.1606 |
|
| R2 |
1.1720 |
1.1720 |
1.1595 |
|
| R1 |
1.1646 |
1.1646 |
1.1583 |
1.1619 |
| PP |
1.1593 |
1.1593 |
1.1593 |
1.1580 |
| S1 |
1.1519 |
1.1519 |
1.1560 |
1.1493 |
| S2 |
1.1467 |
1.1467 |
1.1548 |
|
| S3 |
1.1340 |
1.1393 |
1.1537 |
|
| S4 |
1.1214 |
1.1266 |
1.1502 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1667 |
1.1531 |
0.0137 |
1.2% |
0.0084 |
0.7% |
44% |
False |
False |
276,260 |
| 10 |
1.1751 |
1.1531 |
0.0220 |
1.9% |
0.0083 |
0.7% |
27% |
False |
False |
272,297 |
| 20 |
1.1751 |
1.1328 |
0.0423 |
3.6% |
0.0085 |
0.7% |
62% |
False |
False |
263,412 |
| 40 |
1.1801 |
1.1328 |
0.0473 |
4.1% |
0.0080 |
0.7% |
55% |
False |
False |
251,094 |
| 60 |
1.1852 |
1.1328 |
0.0524 |
4.5% |
0.0082 |
0.7% |
50% |
False |
False |
245,392 |
| 80 |
1.1940 |
1.1328 |
0.0612 |
5.3% |
0.0086 |
0.7% |
43% |
False |
False |
200,782 |
| 100 |
1.2490 |
1.1328 |
0.1162 |
10.0% |
0.0085 |
0.7% |
23% |
False |
False |
160,926 |
| 120 |
1.2639 |
1.1328 |
0.1312 |
11.3% |
0.0083 |
0.7% |
20% |
False |
False |
134,151 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1983 |
|
2.618 |
1.1855 |
|
1.618 |
1.1776 |
|
1.000 |
1.1728 |
|
0.618 |
1.1698 |
|
HIGH |
1.1649 |
|
0.618 |
1.1619 |
|
0.500 |
1.1610 |
|
0.382 |
1.1600 |
|
LOW |
1.1571 |
|
0.618 |
1.1522 |
|
1.000 |
1.1492 |
|
1.618 |
1.1443 |
|
2.618 |
1.1365 |
|
4.250 |
1.1237 |
|
|
| Fisher Pivots for day following 11-Sep-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.1610 |
1.1593 |
| PP |
1.1603 |
1.1592 |
| S1 |
1.1597 |
1.1591 |
|