CME Euro FX (E) Future December 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 |
1.1763 |
1.1692 |
-0.0071 |
-0.6% |
1.1722 |
| High |
1.1785 |
1.1720 |
-0.0065 |
-0.6% |
1.1831 |
| Low |
1.1680 |
1.1624 |
-0.0057 |
-0.5% |
1.1680 |
| Close |
1.1692 |
1.1674 |
-0.0019 |
-0.2% |
1.1692 |
| Range |
0.0105 |
0.0097 |
-0.0009 |
-8.1% |
0.0151 |
| ATR |
0.0080 |
0.0081 |
0.0001 |
1.5% |
0.0000 |
| Volume |
9,823 |
16,049 |
6,226 |
63.4% |
36,014 |
|
| Daily Pivots for day following 04-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1962 |
1.1914 |
1.1727 |
|
| R3 |
1.1865 |
1.1818 |
1.1700 |
|
| R2 |
1.1769 |
1.1769 |
1.1691 |
|
| R1 |
1.1721 |
1.1721 |
1.1682 |
1.1697 |
| PP |
1.1672 |
1.1672 |
1.1672 |
1.1660 |
| S1 |
1.1625 |
1.1625 |
1.1665 |
1.1600 |
| S2 |
1.1576 |
1.1576 |
1.1656 |
|
| S3 |
1.1479 |
1.1528 |
1.1647 |
|
| S4 |
1.1383 |
1.1432 |
1.1620 |
|
|
| 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 |
1.1624 |
0.0208 |
1.8% |
0.0079 |
0.7% |
24% |
False |
True |
10,008 |
| 10 |
1.1831 |
1.1591 |
0.0241 |
2.1% |
0.0085 |
0.7% |
35% |
False |
False |
7,204 |
| 20 |
1.1831 |
1.1410 |
0.0422 |
3.6% |
0.0081 |
0.7% |
63% |
False |
False |
4,539 |
| 40 |
1.1908 |
1.1410 |
0.0498 |
4.3% |
0.0073 |
0.6% |
53% |
False |
False |
2,459 |
| 60 |
1.2010 |
1.1410 |
0.0601 |
5.1% |
0.0078 |
0.7% |
44% |
False |
False |
1,844 |
| 80 |
1.2194 |
1.1410 |
0.0784 |
6.7% |
0.0078 |
0.7% |
34% |
False |
False |
1,479 |
| 100 |
1.2653 |
1.1410 |
0.1244 |
10.7% |
0.0075 |
0.6% |
21% |
False |
False |
1,206 |
| 120 |
1.2735 |
1.1410 |
0.1326 |
11.4% |
0.0073 |
0.6% |
20% |
False |
False |
1,019 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2130 |
|
2.618 |
1.1973 |
|
1.618 |
1.1876 |
|
1.000 |
1.1817 |
|
0.618 |
1.1780 |
|
HIGH |
1.1720 |
|
0.618 |
1.1683 |
|
0.500 |
1.1672 |
|
0.382 |
1.1660 |
|
LOW |
1.1624 |
|
0.618 |
1.1564 |
|
1.000 |
1.1527 |
|
1.618 |
1.1467 |
|
2.618 |
1.1371 |
|
4.250 |
1.1213 |
|
|
| Fisher Pivots for day following 04-Sep-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.1673 |
1.1719 |
| PP |
1.1672 |
1.1704 |
| S1 |
1.1672 |
1.1689 |
|