CME Euro FX (E) Future March 2019
| Trading Metrics calculated at close of trading on 30-Aug-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Aug-2018 |
30-Aug-2018 |
Change |
Change % |
Previous Week |
| Open |
1.1868 |
1.1890 |
0.0023 |
0.2% |
1.1630 |
| High |
1.1898 |
1.1909 |
0.0011 |
0.1% |
1.1828 |
| Low |
1.1848 |
1.1834 |
-0.0014 |
-0.1% |
1.1601 |
| Close |
1.1893 |
1.1855 |
-0.0038 |
-0.3% |
1.1820 |
| Range |
0.0050 |
0.0075 |
0.0025 |
50.0% |
0.0227 |
| ATR |
0.0063 |
0.0064 |
0.0001 |
1.3% |
0.0000 |
| Volume |
133 |
223 |
90 |
67.7% |
140 |
|
| Daily Pivots for day following 30-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2091 |
1.2048 |
1.1896 |
|
| R3 |
1.2016 |
1.1973 |
1.1875 |
|
| R2 |
1.1941 |
1.1941 |
1.1868 |
|
| R1 |
1.1898 |
1.1898 |
1.1861 |
1.1882 |
| PP |
1.1866 |
1.1866 |
1.1866 |
1.1858 |
| S1 |
1.1823 |
1.1823 |
1.1848 |
1.1807 |
| S2 |
1.1791 |
1.1791 |
1.1841 |
|
| S3 |
1.1716 |
1.1748 |
1.1834 |
|
| S4 |
1.1641 |
1.1673 |
1.1813 |
|
|
| Weekly Pivots for week ending 24-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2431 |
1.2352 |
1.1945 |
|
| R3 |
1.2204 |
1.2125 |
1.1882 |
|
| R2 |
1.1977 |
1.1977 |
1.1862 |
|
| R1 |
1.1898 |
1.1898 |
1.1841 |
1.1938 |
| PP |
1.1750 |
1.1750 |
1.1750 |
1.1769 |
| S1 |
1.1671 |
1.1671 |
1.1799 |
1.1711 |
| S2 |
1.1523 |
1.1523 |
1.1778 |
|
| S3 |
1.1296 |
1.1444 |
1.1758 |
|
| S4 |
1.1069 |
1.1217 |
1.1695 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1927 |
1.1745 |
0.0183 |
1.5% |
0.0067 |
0.6% |
60% |
False |
False |
130 |
| 10 |
1.1927 |
1.1576 |
0.0351 |
3.0% |
0.0063 |
0.5% |
79% |
False |
False |
79 |
| 20 |
1.1927 |
1.1503 |
0.0424 |
3.6% |
0.0055 |
0.5% |
83% |
False |
False |
62 |
| 40 |
1.2003 |
1.1503 |
0.0500 |
4.2% |
0.0048 |
0.4% |
70% |
False |
False |
51 |
| 60 |
1.2110 |
1.1503 |
0.0607 |
5.1% |
0.0051 |
0.4% |
58% |
False |
False |
48 |
| 80 |
1.2296 |
1.1503 |
0.0793 |
6.7% |
0.0056 |
0.5% |
44% |
False |
False |
46 |
| 100 |
1.2732 |
1.1503 |
0.1229 |
10.4% |
0.0053 |
0.4% |
29% |
False |
False |
42 |
| 120 |
1.2827 |
1.1503 |
0.1324 |
11.2% |
0.0050 |
0.4% |
27% |
False |
False |
35 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2228 |
|
2.618 |
1.2105 |
|
1.618 |
1.2030 |
|
1.000 |
1.1984 |
|
0.618 |
1.1955 |
|
HIGH |
1.1909 |
|
0.618 |
1.1880 |
|
0.500 |
1.1872 |
|
0.382 |
1.1863 |
|
LOW |
1.1834 |
|
0.618 |
1.1788 |
|
1.000 |
1.1759 |
|
1.618 |
1.1713 |
|
2.618 |
1.1638 |
|
4.250 |
1.1515 |
|
|
| Fisher Pivots for day following 30-Aug-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.1872 |
1.1881 |
| PP |
1.1866 |
1.1872 |
| S1 |
1.1860 |
1.1863 |
|