CME Euro FX (E) Future December 2018
| Trading Metrics calculated at close of trading on 21-Sep-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Sep-2018 |
21-Sep-2018 |
Change |
Change % |
Previous Week |
| Open |
1.1753 |
1.1857 |
0.0105 |
0.9% |
1.1711 |
| High |
1.1864 |
1.1882 |
0.0018 |
0.1% |
1.1882 |
| Low |
1.1747 |
1.1811 |
0.0064 |
0.5% |
1.1700 |
| Close |
1.1855 |
1.1826 |
-0.0030 |
-0.2% |
1.1826 |
| Range |
0.0117 |
0.0071 |
-0.0047 |
-39.7% |
0.0182 |
| ATR |
0.0084 |
0.0083 |
-0.0001 |
-1.2% |
0.0000 |
| Volume |
266,685 |
237,666 |
-29,019 |
-10.9% |
1,085,254 |
|
| Daily Pivots for day following 21-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2051 |
1.2009 |
1.1864 |
|
| R3 |
1.1980 |
1.1938 |
1.1845 |
|
| R2 |
1.1910 |
1.1910 |
1.1838 |
|
| R1 |
1.1868 |
1.1868 |
1.1832 |
1.1854 |
| PP |
1.1839 |
1.1839 |
1.1839 |
1.1832 |
| S1 |
1.1797 |
1.1797 |
1.1819 |
1.1783 |
| S2 |
1.1769 |
1.1769 |
1.1813 |
|
| S3 |
1.1698 |
1.1727 |
1.1806 |
|
| S4 |
1.1628 |
1.1656 |
1.1787 |
|
|
| Weekly Pivots for week ending 21-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2347 |
1.2268 |
1.1925 |
|
| R3 |
1.2165 |
1.2086 |
1.1875 |
|
| R2 |
1.1984 |
1.1984 |
1.1859 |
|
| R1 |
1.1905 |
1.1905 |
1.1842 |
1.1944 |
| PP |
1.1802 |
1.1802 |
1.1802 |
1.1822 |
| S1 |
1.1723 |
1.1723 |
1.1809 |
1.1763 |
| S2 |
1.1621 |
1.1621 |
1.1792 |
|
| S3 |
1.1439 |
1.1542 |
1.1776 |
|
| S4 |
1.1258 |
1.1360 |
1.1726 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1882 |
1.1700 |
0.0182 |
1.5% |
0.0082 |
0.7% |
69% |
True |
False |
217,050 |
| 10 |
1.1882 |
1.1613 |
0.0269 |
2.3% |
0.0085 |
0.7% |
79% |
True |
False |
205,111 |
| 20 |
1.1882 |
1.1613 |
0.0269 |
2.3% |
0.0085 |
0.7% |
79% |
True |
False |
108,553 |
| 40 |
1.1882 |
1.1410 |
0.0472 |
4.0% |
0.0077 |
0.7% |
88% |
True |
False |
55,297 |
| 60 |
1.1936 |
1.1410 |
0.0526 |
4.4% |
0.0076 |
0.6% |
79% |
False |
False |
37,010 |
| 80 |
1.2014 |
1.1410 |
0.0604 |
5.1% |
0.0078 |
0.7% |
69% |
False |
False |
27,867 |
| 100 |
1.2248 |
1.1410 |
0.0839 |
7.1% |
0.0078 |
0.7% |
50% |
False |
False |
22,364 |
| 120 |
1.2653 |
1.1410 |
0.1244 |
10.5% |
0.0074 |
0.6% |
33% |
False |
False |
18,656 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2181 |
|
2.618 |
1.2066 |
|
1.618 |
1.1996 |
|
1.000 |
1.1952 |
|
0.618 |
1.1925 |
|
HIGH |
1.1882 |
|
0.618 |
1.1855 |
|
0.500 |
1.1846 |
|
0.382 |
1.1838 |
|
LOW |
1.1811 |
|
0.618 |
1.1767 |
|
1.000 |
1.1741 |
|
1.618 |
1.1697 |
|
2.618 |
1.1626 |
|
4.250 |
1.1511 |
|
|
| Fisher Pivots for day following 21-Sep-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.1846 |
1.1819 |
| PP |
1.1839 |
1.1813 |
| S1 |
1.1832 |
1.1806 |
|