CME Euro FX (E) Future December 2018
| Trading Metrics calculated at close of trading on 27-Sep-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Sep-2018 |
27-Sep-2018 |
Change |
Change % |
Previous Week |
| Open |
1.1843 |
1.1818 |
-0.0025 |
-0.2% |
1.1711 |
| High |
1.1875 |
1.1831 |
-0.0045 |
-0.4% |
1.1882 |
| Low |
1.1801 |
1.1711 |
-0.0090 |
-0.8% |
1.1700 |
| Close |
1.1837 |
1.1731 |
-0.0107 |
-0.9% |
1.1826 |
| Range |
0.0074 |
0.0120 |
0.0046 |
61.5% |
0.0182 |
| ATR |
0.0082 |
0.0085 |
0.0003 |
3.9% |
0.0000 |
| Volume |
264,250 |
309,543 |
45,293 |
17.1% |
1,085,254 |
|
| Daily Pivots for day following 27-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2116 |
1.2043 |
1.1796 |
|
| R3 |
1.1996 |
1.1923 |
1.1763 |
|
| R2 |
1.1877 |
1.1877 |
1.1752 |
|
| R1 |
1.1804 |
1.1804 |
1.1741 |
1.1781 |
| PP |
1.1757 |
1.1757 |
1.1757 |
1.1746 |
| S1 |
1.1684 |
1.1684 |
1.1720 |
1.1661 |
| S2 |
1.1638 |
1.1638 |
1.1709 |
|
| S3 |
1.1518 |
1.1565 |
1.1698 |
|
| S4 |
1.1399 |
1.1445 |
1.1665 |
|
|
| 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 |
1.1893 |
1.1711 |
0.0182 |
1.6% |
0.0084 |
0.7% |
11% |
False |
True |
252,731 |
| 10 |
1.1893 |
1.1700 |
0.0193 |
1.6% |
0.0086 |
0.7% |
16% |
False |
False |
239,461 |
| 20 |
1.1893 |
1.1613 |
0.0281 |
2.4% |
0.0086 |
0.7% |
42% |
False |
False |
158,849 |
| 40 |
1.1893 |
1.1410 |
0.0484 |
4.1% |
0.0081 |
0.7% |
66% |
False |
False |
80,903 |
| 60 |
1.1936 |
1.1410 |
0.0526 |
4.5% |
0.0077 |
0.7% |
61% |
False |
False |
54,088 |
| 80 |
1.2014 |
1.1410 |
0.0604 |
5.1% |
0.0078 |
0.7% |
53% |
False |
False |
40,680 |
| 100 |
1.2194 |
1.1410 |
0.0784 |
6.7% |
0.0079 |
0.7% |
41% |
False |
False |
32,620 |
| 120 |
1.2653 |
1.1410 |
0.1244 |
10.6% |
0.0075 |
0.6% |
26% |
False |
False |
27,201 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2338 |
|
2.618 |
1.2143 |
|
1.618 |
1.2024 |
|
1.000 |
1.1950 |
|
0.618 |
1.1904 |
|
HIGH |
1.1831 |
|
0.618 |
1.1785 |
|
0.500 |
1.1771 |
|
0.382 |
1.1757 |
|
LOW |
1.1711 |
|
0.618 |
1.1637 |
|
1.000 |
1.1592 |
|
1.618 |
1.1518 |
|
2.618 |
1.1398 |
|
4.250 |
1.1203 |
|
|
| Fisher Pivots for day following 27-Sep-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.1771 |
1.1793 |
| PP |
1.1757 |
1.1772 |
| S1 |
1.1744 |
1.1751 |
|