CME Euro FX (E) Future December 2018
| Trading Metrics calculated at close of trading on 27-Aug-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Aug-2018 |
27-Aug-2018 |
Change |
Change % |
Previous Week |
| Open |
1.1644 |
1.1722 |
0.0078 |
0.7% |
1.1541 |
| High |
1.1740 |
1.1793 |
0.0053 |
0.5% |
1.1740 |
| Low |
1.1637 |
1.1696 |
0.0059 |
0.5% |
1.1500 |
| Close |
1.1727 |
1.1779 |
0.0053 |
0.4% |
1.1727 |
| Range |
0.0103 |
0.0097 |
-0.0006 |
-5.8% |
0.0241 |
| ATR |
0.0079 |
0.0081 |
0.0001 |
1.6% |
0.0000 |
| Volume |
1,669 |
2,019 |
350 |
21.0% |
21,808 |
|
| Daily Pivots for day following 27-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2047 |
1.2010 |
1.1832 |
|
| R3 |
1.1950 |
1.1913 |
1.1806 |
|
| R2 |
1.1853 |
1.1853 |
1.1797 |
|
| R1 |
1.1816 |
1.1816 |
1.1788 |
1.1835 |
| PP |
1.1756 |
1.1756 |
1.1756 |
1.1765 |
| S1 |
1.1719 |
1.1719 |
1.1770 |
1.1738 |
| S2 |
1.1659 |
1.1659 |
1.1761 |
|
| S3 |
1.1562 |
1.1622 |
1.1752 |
|
| S4 |
1.1465 |
1.1525 |
1.1726 |
|
|
| Weekly Pivots for week ending 24-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2377 |
1.2292 |
1.1859 |
|
| R3 |
1.2136 |
1.2052 |
1.1793 |
|
| R2 |
1.1896 |
1.1896 |
1.1771 |
|
| R1 |
1.1811 |
1.1811 |
1.1749 |
1.1854 |
| PP |
1.1655 |
1.1655 |
1.1655 |
1.1677 |
| S1 |
1.1571 |
1.1571 |
1.1704 |
1.1613 |
| S2 |
1.1415 |
1.1415 |
1.1682 |
|
| S3 |
1.1174 |
1.1330 |
1.1660 |
|
| S4 |
1.0934 |
1.1090 |
1.1594 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1793 |
1.1591 |
0.0203 |
1.7% |
0.0091 |
0.8% |
93% |
True |
False |
4,400 |
| 10 |
1.1793 |
1.1410 |
0.0384 |
3.3% |
0.0083 |
0.7% |
96% |
True |
False |
3,534 |
| 20 |
1.1871 |
1.1410 |
0.0462 |
3.9% |
0.0074 |
0.6% |
80% |
False |
False |
2,171 |
| 40 |
1.1936 |
1.1410 |
0.0526 |
4.5% |
0.0072 |
0.6% |
70% |
False |
False |
1,311 |
| 60 |
1.2014 |
1.1410 |
0.0604 |
5.1% |
0.0076 |
0.6% |
61% |
False |
False |
1,025 |
| 80 |
1.2208 |
1.1410 |
0.0798 |
6.8% |
0.0077 |
0.7% |
46% |
False |
False |
861 |
| 100 |
1.2653 |
1.1410 |
0.1244 |
10.6% |
0.0073 |
0.6% |
30% |
False |
False |
712 |
| 120 |
1.2735 |
1.1410 |
0.1326 |
11.3% |
0.0073 |
0.6% |
28% |
False |
False |
606 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2205 |
|
2.618 |
1.2047 |
|
1.618 |
1.1950 |
|
1.000 |
1.1890 |
|
0.618 |
1.1853 |
|
HIGH |
1.1793 |
|
0.618 |
1.1756 |
|
0.500 |
1.1745 |
|
0.382 |
1.1733 |
|
LOW |
1.1696 |
|
0.618 |
1.1636 |
|
1.000 |
1.1599 |
|
1.618 |
1.1539 |
|
2.618 |
1.1442 |
|
4.250 |
1.1284 |
|
|
| Fisher Pivots for day following 27-Aug-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.1768 |
1.1757 |
| PP |
1.1756 |
1.1734 |
| S1 |
1.1745 |
1.1712 |
|