CME Euro FX (E) Future December 2018
| Trading Metrics calculated at close of trading on 12-Sep-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Sep-2018 |
12-Sep-2018 |
Change |
Change % |
Previous Week |
| Open |
1.1683 |
1.1688 |
0.0005 |
0.0% |
1.1692 |
| High |
1.1731 |
1.1736 |
0.0005 |
0.0% |
1.1750 |
| Low |
1.1653 |
1.1656 |
0.0004 |
0.0% |
1.1624 |
| Close |
1.1672 |
1.1718 |
0.0046 |
0.4% |
1.1654 |
| Range |
0.0079 |
0.0080 |
0.0001 |
1.3% |
0.0127 |
| ATR |
0.0082 |
0.0082 |
0.0000 |
-0.2% |
0.0000 |
| Volume |
160,854 |
168,716 |
7,862 |
4.9% |
82,268 |
|
| Daily Pivots for day following 12-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1942 |
1.1909 |
1.1762 |
|
| R3 |
1.1862 |
1.1830 |
1.1740 |
|
| R2 |
1.1783 |
1.1783 |
1.1733 |
|
| R1 |
1.1750 |
1.1750 |
1.1725 |
1.1767 |
| PP |
1.1703 |
1.1703 |
1.1703 |
1.1711 |
| S1 |
1.1671 |
1.1671 |
1.1711 |
1.1687 |
| S2 |
1.1624 |
1.1624 |
1.1703 |
|
| S3 |
1.1544 |
1.1591 |
1.1696 |
|
| S4 |
1.1465 |
1.1512 |
1.1674 |
|
|
| 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% |
0.0081 |
0.7% |
77% |
False |
False |
87,581 |
| 10 |
1.1814 |
1.1613 |
0.0202 |
1.7% |
0.0083 |
0.7% |
52% |
False |
False |
49,874 |
| 20 |
1.1831 |
1.1410 |
0.0422 |
3.6% |
0.0082 |
0.7% |
73% |
False |
False |
26,868 |
| 40 |
1.1880 |
1.1410 |
0.0470 |
4.0% |
0.0076 |
0.6% |
66% |
False |
False |
13,755 |
| 60 |
1.1936 |
1.1410 |
0.0526 |
4.5% |
0.0077 |
0.7% |
59% |
False |
False |
9,343 |
| 80 |
1.2019 |
1.1410 |
0.0610 |
5.2% |
0.0078 |
0.7% |
51% |
False |
False |
7,120 |
| 100 |
1.2510 |
1.1410 |
0.1100 |
9.4% |
0.0077 |
0.7% |
28% |
False |
False |
5,734 |
| 120 |
1.2735 |
1.1410 |
0.1326 |
11.3% |
0.0073 |
0.6% |
23% |
False |
False |
4,793 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2073 |
|
2.618 |
1.1944 |
|
1.618 |
1.1864 |
|
1.000 |
1.1815 |
|
0.618 |
1.1785 |
|
HIGH |
1.1736 |
|
0.618 |
1.1705 |
|
0.500 |
1.1696 |
|
0.382 |
1.1686 |
|
LOW |
1.1656 |
|
0.618 |
1.1607 |
|
1.000 |
1.1577 |
|
1.618 |
1.1527 |
|
2.618 |
1.1448 |
|
4.250 |
1.1318 |
|
|
| Fisher Pivots for day following 12-Sep-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.1711 |
1.1703 |
| PP |
1.1703 |
1.1689 |
| S1 |
1.1696 |
1.1674 |
|