CME Euro FX (E) Future December 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 |
1.1640 |
1.1683 |
0.0043 |
0.4% |
1.1692 |
| High |
1.1704 |
1.1731 |
0.0027 |
0.2% |
1.1750 |
| Low |
1.1613 |
1.1653 |
0.0040 |
0.3% |
1.1624 |
| Close |
1.1685 |
1.1672 |
-0.0013 |
-0.1% |
1.1654 |
| Range |
0.0092 |
0.0079 |
-0.0013 |
-14.2% |
0.0127 |
| ATR |
0.0082 |
0.0082 |
0.0000 |
-0.3% |
0.0000 |
| Volume |
57,442 |
160,854 |
103,412 |
180.0% |
82,268 |
|
| Daily Pivots for day following 11-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1921 |
1.1875 |
1.1715 |
|
| R3 |
1.1842 |
1.1796 |
1.1694 |
|
| R2 |
1.1764 |
1.1764 |
1.1686 |
|
| R1 |
1.1718 |
1.1718 |
1.1679 |
1.1702 |
| PP |
1.1685 |
1.1685 |
1.1685 |
1.1677 |
| S1 |
1.1639 |
1.1639 |
1.1665 |
1.1623 |
| S2 |
1.1607 |
1.1607 |
1.1658 |
|
| S3 |
1.1528 |
1.1561 |
1.1650 |
|
| S4 |
1.1450 |
1.1482 |
1.1629 |
|
|
| 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% |
0.0084 |
0.7% |
43% |
False |
False |
56,903 |
| 10 |
1.1831 |
1.1613 |
0.0219 |
1.9% |
0.0082 |
0.7% |
27% |
False |
False |
33,455 |
| 20 |
1.1831 |
1.1410 |
0.0422 |
3.6% |
0.0082 |
0.7% |
62% |
False |
False |
18,495 |
| 40 |
1.1881 |
1.1410 |
0.0471 |
4.0% |
0.0076 |
0.7% |
56% |
False |
False |
9,542 |
| 60 |
1.1936 |
1.1410 |
0.0526 |
4.5% |
0.0076 |
0.7% |
50% |
False |
False |
6,540 |
| 80 |
1.2019 |
1.1410 |
0.0610 |
5.2% |
0.0078 |
0.7% |
43% |
False |
False |
5,012 |
| 100 |
1.2549 |
1.1410 |
0.1140 |
9.8% |
0.0076 |
0.7% |
23% |
False |
False |
4,048 |
| 120 |
1.2735 |
1.1410 |
0.1326 |
11.4% |
0.0073 |
0.6% |
20% |
False |
False |
3,387 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2065 |
|
2.618 |
1.1937 |
|
1.618 |
1.1858 |
|
1.000 |
1.1810 |
|
0.618 |
1.1780 |
|
HIGH |
1.1731 |
|
0.618 |
1.1701 |
|
0.500 |
1.1692 |
|
0.382 |
1.1682 |
|
LOW |
1.1653 |
|
0.618 |
1.1604 |
|
1.000 |
1.1574 |
|
1.618 |
1.1525 |
|
2.618 |
1.1447 |
|
4.250 |
1.1319 |
|
|
| Fisher Pivots for day following 11-Sep-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.1692 |
1.1675 |
| PP |
1.1685 |
1.1674 |
| S1 |
1.1679 |
1.1673 |
|