CME Euro FX (E) Future December 2018
| Trading Metrics calculated at close of trading on 10-Sep-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Sep-2018 |
10-Sep-2018 |
Change |
Change % |
Previous Week |
| Open |
1.1712 |
1.1640 |
-0.0073 |
-0.6% |
1.1692 |
| High |
1.1738 |
1.1704 |
-0.0034 |
-0.3% |
1.1750 |
| Low |
1.1639 |
1.1613 |
-0.0027 |
-0.2% |
1.1624 |
| Close |
1.1654 |
1.1685 |
0.0031 |
0.3% |
1.1654 |
| Range |
0.0099 |
0.0092 |
-0.0008 |
-7.6% |
0.0127 |
| ATR |
0.0081 |
0.0082 |
0.0001 |
0.9% |
0.0000 |
| Volume |
31,242 |
57,442 |
26,200 |
83.9% |
82,268 |
|
| Daily Pivots for day following 10-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1942 |
1.1905 |
1.1735 |
|
| R3 |
1.1850 |
1.1813 |
1.1710 |
|
| R2 |
1.1759 |
1.1759 |
1.1701 |
|
| R1 |
1.1722 |
1.1722 |
1.1693 |
1.1740 |
| PP |
1.1667 |
1.1667 |
1.1667 |
1.1676 |
| S1 |
1.1630 |
1.1630 |
1.1676 |
1.1649 |
| S2 |
1.1576 |
1.1576 |
1.1668 |
|
| S3 |
1.1484 |
1.1539 |
1.1659 |
|
| S4 |
1.1393 |
1.1447 |
1.1634 |
|
|
| Weekly Pivots for week ending 07-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2055 |
1.1981 |
1.1723 |
|
| R3 |
1.1929 |
1.1854 |
1.1688 |
|
| R2 |
1.1802 |
1.1802 |
1.1677 |
|
| R1 |
1.1728 |
1.1728 |
1.1665 |
1.1702 |
| PP |
1.1676 |
1.1676 |
1.1676 |
1.1663 |
| S1 |
1.1601 |
1.1601 |
1.1642 |
1.1575 |
| S2 |
1.1549 |
1.1549 |
1.1630 |
|
| S3 |
1.1423 |
1.1475 |
1.1619 |
|
| S4 |
1.1296 |
1.1348 |
1.1584 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1750 |
1.1613 |
0.0138 |
1.2% |
0.0088 |
0.8% |
52% |
False |
True |
27,942 |
| 10 |
1.1831 |
1.1613 |
0.0219 |
1.9% |
0.0084 |
0.7% |
33% |
False |
True |
17,572 |
| 20 |
1.1831 |
1.1410 |
0.0422 |
3.6% |
0.0082 |
0.7% |
65% |
False |
False |
10,534 |
| 40 |
1.1881 |
1.1410 |
0.0471 |
4.0% |
0.0075 |
0.6% |
58% |
False |
False |
5,528 |
| 60 |
1.1936 |
1.1410 |
0.0526 |
4.5% |
0.0077 |
0.7% |
52% |
False |
False |
3,878 |
| 80 |
1.2033 |
1.1410 |
0.0624 |
5.3% |
0.0078 |
0.7% |
44% |
False |
False |
3,013 |
| 100 |
1.2637 |
1.1410 |
0.1227 |
10.5% |
0.0076 |
0.7% |
22% |
False |
False |
2,441 |
| 120 |
1.2735 |
1.1410 |
0.1326 |
11.3% |
0.0073 |
0.6% |
21% |
False |
False |
2,047 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2093 |
|
2.618 |
1.1944 |
|
1.618 |
1.1852 |
|
1.000 |
1.1796 |
|
0.618 |
1.1761 |
|
HIGH |
1.1704 |
|
0.618 |
1.1669 |
|
0.500 |
1.1658 |
|
0.382 |
1.1647 |
|
LOW |
1.1613 |
|
0.618 |
1.1556 |
|
1.000 |
1.1521 |
|
1.618 |
1.1464 |
|
2.618 |
1.1373 |
|
4.250 |
1.1224 |
|
|
| Fisher Pivots for day following 10-Sep-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.1676 |
1.1683 |
| PP |
1.1667 |
1.1682 |
| S1 |
1.1658 |
1.1681 |
|