CME Euro FX (E) Future December 2018
| Trading Metrics calculated at close of trading on 19-Sep-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Sep-2018 |
19-Sep-2018 |
Change |
Change % |
Previous Week |
| Open |
1.1767 |
1.1753 |
-0.0015 |
-0.1% |
1.1640 |
| High |
1.1807 |
1.1797 |
-0.0011 |
-0.1% |
1.1806 |
| Low |
1.1734 |
1.1731 |
-0.0003 |
0.0% |
1.1613 |
| Close |
1.1749 |
1.1755 |
0.0006 |
0.1% |
1.1716 |
| Range |
0.0074 |
0.0066 |
-0.0008 |
-10.2% |
0.0193 |
| ATR |
0.0083 |
0.0082 |
-0.0001 |
-1.5% |
0.0000 |
| Volume |
223,559 |
194,266 |
-29,293 |
-13.1% |
965,859 |
|
| Daily Pivots for day following 19-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1959 |
1.1923 |
1.1791 |
|
| R3 |
1.1893 |
1.1857 |
1.1773 |
|
| R2 |
1.1827 |
1.1827 |
1.1767 |
|
| R1 |
1.1791 |
1.1791 |
1.1761 |
1.1809 |
| PP |
1.1761 |
1.1761 |
1.1761 |
1.1770 |
| S1 |
1.1725 |
1.1725 |
1.1748 |
1.1743 |
| S2 |
1.1695 |
1.1695 |
1.1742 |
|
| S3 |
1.1629 |
1.1659 |
1.1736 |
|
| S4 |
1.1563 |
1.1593 |
1.1718 |
|
|
| Weekly Pivots for week ending 14-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2290 |
1.2196 |
1.1822 |
|
| R3 |
1.2097 |
1.2003 |
1.1769 |
|
| R2 |
1.1904 |
1.1904 |
1.1751 |
|
| R1 |
1.1810 |
1.1810 |
1.1733 |
1.1857 |
| PP |
1.1711 |
1.1711 |
1.1711 |
1.1735 |
| S1 |
1.1617 |
1.1617 |
1.1698 |
1.1664 |
| S2 |
1.1518 |
1.1518 |
1.1680 |
|
| S3 |
1.1325 |
1.1424 |
1.1662 |
|
| S4 |
1.1132 |
1.1231 |
1.1609 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1807 |
1.1693 |
0.0115 |
1.0% |
0.0083 |
0.7% |
54% |
False |
False |
231,950 |
| 10 |
1.1807 |
1.1613 |
0.0195 |
1.7% |
0.0082 |
0.7% |
73% |
False |
False |
159,765 |
| 20 |
1.1831 |
1.1613 |
0.0219 |
1.9% |
0.0083 |
0.7% |
65% |
False |
False |
83,987 |
| 40 |
1.1871 |
1.1410 |
0.0462 |
3.9% |
0.0077 |
0.7% |
75% |
False |
False |
42,707 |
| 60 |
1.1936 |
1.1410 |
0.0526 |
4.5% |
0.0076 |
0.7% |
66% |
False |
False |
28,618 |
| 80 |
1.2014 |
1.1410 |
0.0604 |
5.1% |
0.0080 |
0.7% |
57% |
False |
False |
21,592 |
| 100 |
1.2338 |
1.1410 |
0.0928 |
7.9% |
0.0078 |
0.7% |
37% |
False |
False |
17,322 |
| 120 |
1.2653 |
1.1410 |
0.1244 |
10.6% |
0.0074 |
0.6% |
28% |
False |
False |
14,454 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2077 |
|
2.618 |
1.1969 |
|
1.618 |
1.1903 |
|
1.000 |
1.1863 |
|
0.618 |
1.1837 |
|
HIGH |
1.1797 |
|
0.618 |
1.1771 |
|
0.500 |
1.1764 |
|
0.382 |
1.1756 |
|
LOW |
1.1731 |
|
0.618 |
1.1690 |
|
1.000 |
1.1665 |
|
1.618 |
1.1624 |
|
2.618 |
1.1558 |
|
4.250 |
1.1450 |
|
|
| Fisher Pivots for day following 19-Sep-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.1764 |
1.1754 |
| PP |
1.1761 |
1.1754 |
| S1 |
1.1758 |
1.1754 |
|