CME Euro FX (E) Future December 2018
| Trading Metrics calculated at close of trading on 20-Sep-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Sep-2018 |
20-Sep-2018 |
Change |
Change % |
Previous Week |
| Open |
1.1753 |
1.1753 |
0.0000 |
0.0% |
1.1640 |
| High |
1.1797 |
1.1864 |
0.0068 |
0.6% |
1.1806 |
| Low |
1.1731 |
1.1747 |
0.0017 |
0.1% |
1.1613 |
| Close |
1.1755 |
1.1855 |
0.0101 |
0.9% |
1.1716 |
| Range |
0.0066 |
0.0117 |
0.0051 |
77.3% |
0.0193 |
| ATR |
0.0082 |
0.0084 |
0.0003 |
3.1% |
0.0000 |
| Volume |
194,266 |
266,685 |
72,419 |
37.3% |
965,859 |
|
| Daily Pivots for day following 20-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2173 |
1.2131 |
1.1919 |
|
| R3 |
1.2056 |
1.2014 |
1.1887 |
|
| R2 |
1.1939 |
1.1939 |
1.1876 |
|
| R1 |
1.1897 |
1.1897 |
1.1866 |
1.1918 |
| PP |
1.1822 |
1.1822 |
1.1822 |
1.1833 |
| S1 |
1.1780 |
1.1780 |
1.1844 |
1.1801 |
| S2 |
1.1705 |
1.1705 |
1.1834 |
|
| S3 |
1.1588 |
1.1663 |
1.1823 |
|
| S4 |
1.1471 |
1.1546 |
1.1791 |
|
|
| 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 |
1.1864 |
1.1700 |
0.0164 |
1.4% |
0.0088 |
0.7% |
95% |
True |
False |
226,192 |
| 10 |
1.1864 |
1.1613 |
0.0252 |
2.1% |
0.0088 |
0.7% |
96% |
True |
False |
184,468 |
| 20 |
1.1864 |
1.1613 |
0.0252 |
2.1% |
0.0085 |
0.7% |
96% |
True |
False |
96,853 |
| 40 |
1.1871 |
1.1410 |
0.0462 |
3.9% |
0.0078 |
0.7% |
97% |
False |
False |
49,365 |
| 60 |
1.1936 |
1.1410 |
0.0526 |
4.4% |
0.0077 |
0.7% |
85% |
False |
False |
33,060 |
| 80 |
1.2014 |
1.1410 |
0.0604 |
5.1% |
0.0078 |
0.7% |
74% |
False |
False |
24,910 |
| 100 |
1.2301 |
1.1410 |
0.0891 |
7.5% |
0.0078 |
0.7% |
50% |
False |
False |
19,988 |
| 120 |
1.2653 |
1.1410 |
0.1244 |
10.5% |
0.0074 |
0.6% |
36% |
False |
False |
16,675 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2361 |
|
2.618 |
1.2170 |
|
1.618 |
1.2053 |
|
1.000 |
1.1981 |
|
0.618 |
1.1936 |
|
HIGH |
1.1864 |
|
0.618 |
1.1819 |
|
0.500 |
1.1806 |
|
0.382 |
1.1792 |
|
LOW |
1.1747 |
|
0.618 |
1.1675 |
|
1.000 |
1.1630 |
|
1.618 |
1.1558 |
|
2.618 |
1.1441 |
|
4.250 |
1.1250 |
|
|
| Fisher Pivots for day following 20-Sep-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.1839 |
1.1836 |
| PP |
1.1822 |
1.1817 |
| S1 |
1.1806 |
1.1797 |
|