CME Euro FX (E) Future December 2018
| Trading Metrics calculated at close of trading on 31-Aug-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Aug-2018 |
31-Aug-2018 |
Change |
Change % |
Previous Week |
| Open |
1.1805 |
1.1763 |
-0.0042 |
-0.4% |
1.1722 |
| High |
1.1814 |
1.1785 |
-0.0029 |
-0.2% |
1.1831 |
| Low |
1.1739 |
1.1680 |
-0.0059 |
-0.5% |
1.1680 |
| Close |
1.1761 |
1.1692 |
-0.0069 |
-0.6% |
1.1692 |
| Range |
0.0076 |
0.0105 |
0.0030 |
39.1% |
0.0151 |
| ATR |
0.0078 |
0.0080 |
0.0002 |
2.5% |
0.0000 |
| Volume |
7,788 |
9,823 |
2,035 |
26.1% |
36,014 |
|
| Daily Pivots for day following 31-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2034 |
1.1968 |
1.1750 |
|
| R3 |
1.1929 |
1.1863 |
1.1721 |
|
| R2 |
1.1824 |
1.1824 |
1.1711 |
|
| R1 |
1.1758 |
1.1758 |
1.1702 |
1.1739 |
| PP |
1.1719 |
1.1719 |
1.1719 |
1.1709 |
| S1 |
1.1653 |
1.1653 |
1.1682 |
1.1634 |
| S2 |
1.1614 |
1.1614 |
1.1673 |
|
| S3 |
1.1509 |
1.1548 |
1.1663 |
|
| S4 |
1.1404 |
1.1443 |
1.1634 |
|
|
| Weekly Pivots for week ending 31-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2187 |
1.2091 |
1.1775 |
|
| R3 |
1.2036 |
1.1940 |
1.1734 |
|
| R2 |
1.1885 |
1.1885 |
1.1720 |
|
| R1 |
1.1789 |
1.1789 |
1.1706 |
1.1762 |
| PP |
1.1734 |
1.1734 |
1.1734 |
1.1721 |
| S1 |
1.1638 |
1.1638 |
1.1678 |
1.1611 |
| S2 |
1.1583 |
1.1583 |
1.1664 |
|
| S3 |
1.1432 |
1.1487 |
1.1650 |
|
| S4 |
1.1281 |
1.1336 |
1.1609 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1831 |
1.1680 |
0.0151 |
1.3% |
0.0080 |
0.7% |
8% |
False |
True |
7,202 |
| 10 |
1.1831 |
1.1500 |
0.0332 |
2.8% |
0.0084 |
0.7% |
58% |
False |
False |
5,782 |
| 20 |
1.1831 |
1.1410 |
0.0422 |
3.6% |
0.0078 |
0.7% |
67% |
False |
False |
3,770 |
| 40 |
1.1936 |
1.1410 |
0.0526 |
4.5% |
0.0072 |
0.6% |
54% |
False |
False |
2,114 |
| 60 |
1.2010 |
1.1410 |
0.0601 |
5.1% |
0.0077 |
0.7% |
47% |
False |
False |
1,578 |
| 80 |
1.2194 |
1.1410 |
0.0784 |
6.7% |
0.0078 |
0.7% |
36% |
False |
False |
1,279 |
| 100 |
1.2653 |
1.1410 |
0.1244 |
10.6% |
0.0074 |
0.6% |
23% |
False |
False |
1,046 |
| 120 |
1.2735 |
1.1410 |
0.1326 |
11.3% |
0.0073 |
0.6% |
21% |
False |
False |
886 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2231 |
|
2.618 |
1.2060 |
|
1.618 |
1.1955 |
|
1.000 |
1.1890 |
|
0.618 |
1.1850 |
|
HIGH |
1.1785 |
|
0.618 |
1.1745 |
|
0.500 |
1.1733 |
|
0.382 |
1.1720 |
|
LOW |
1.1680 |
|
0.618 |
1.1615 |
|
1.000 |
1.1575 |
|
1.618 |
1.1510 |
|
2.618 |
1.1405 |
|
4.250 |
1.1234 |
|
|
| Fisher Pivots for day following 31-Aug-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.1733 |
1.1747 |
| PP |
1.1719 |
1.1729 |
| S1 |
1.1706 |
1.1710 |
|