CME Euro FX (E) Future March 2019
| Trading Metrics calculated at close of trading on 10-Sep-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Sep-2018 |
10-Sep-2018 |
Change |
Change % |
Previous Week |
| Open |
1.1818 |
1.1735 |
-0.0084 |
-0.7% |
1.1788 |
| High |
1.1830 |
1.1799 |
-0.0031 |
-0.3% |
1.1837 |
| Low |
1.1735 |
1.1728 |
-0.0007 |
-0.1% |
1.1735 |
| Close |
1.1748 |
1.1780 |
0.0032 |
0.3% |
1.1748 |
| Range |
0.0096 |
0.0072 |
-0.0024 |
-25.1% |
0.0102 |
| ATR |
0.0066 |
0.0066 |
0.0000 |
0.6% |
0.0000 |
| Volume |
56 |
199 |
143 |
255.4% |
459 |
|
| Daily Pivots for day following 10-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1983 |
1.1953 |
1.1819 |
|
| R3 |
1.1912 |
1.1882 |
1.1800 |
|
| R2 |
1.1840 |
1.1840 |
1.1793 |
|
| R1 |
1.1810 |
1.1810 |
1.1787 |
1.1825 |
| PP |
1.1769 |
1.1769 |
1.1769 |
1.1776 |
| S1 |
1.1739 |
1.1739 |
1.1773 |
1.1754 |
| S2 |
1.1697 |
1.1697 |
1.1767 |
|
| S3 |
1.1626 |
1.1667 |
1.1760 |
|
| S4 |
1.1554 |
1.1596 |
1.1741 |
|
|
| Weekly Pivots for week ending 07-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2079 |
1.2016 |
1.1804 |
|
| R3 |
1.1977 |
1.1914 |
1.1776 |
|
| R2 |
1.1875 |
1.1875 |
1.1767 |
|
| R1 |
1.1812 |
1.1812 |
1.1757 |
1.1792 |
| PP |
1.1773 |
1.1773 |
1.1773 |
1.1763 |
| S1 |
1.1710 |
1.1710 |
1.1739 |
1.1690 |
| S2 |
1.1671 |
1.1671 |
1.1729 |
|
| S3 |
1.1569 |
1.1608 |
1.1720 |
|
| S4 |
1.1467 |
1.1506 |
1.1692 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1837 |
1.1728 |
0.0109 |
0.9% |
0.0067 |
0.6% |
48% |
False |
True |
131 |
| 10 |
1.1927 |
1.1728 |
0.0200 |
1.7% |
0.0067 |
0.6% |
26% |
False |
True |
133 |
| 20 |
1.1927 |
1.1503 |
0.0424 |
3.6% |
0.0064 |
0.5% |
65% |
False |
False |
89 |
| 40 |
1.1959 |
1.1503 |
0.0456 |
3.9% |
0.0052 |
0.4% |
61% |
False |
False |
65 |
| 60 |
1.2003 |
1.1503 |
0.0500 |
4.2% |
0.0051 |
0.4% |
55% |
False |
False |
55 |
| 80 |
1.2122 |
1.1503 |
0.0619 |
5.3% |
0.0056 |
0.5% |
45% |
False |
False |
53 |
| 100 |
1.2728 |
1.1503 |
0.1225 |
10.4% |
0.0056 |
0.5% |
23% |
False |
False |
49 |
| 120 |
1.2827 |
1.1503 |
0.1324 |
11.2% |
0.0051 |
0.4% |
21% |
False |
False |
41 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2103 |
|
2.618 |
1.1986 |
|
1.618 |
1.1915 |
|
1.000 |
1.1871 |
|
0.618 |
1.1843 |
|
HIGH |
1.1799 |
|
0.618 |
1.1772 |
|
0.500 |
1.1763 |
|
0.382 |
1.1755 |
|
LOW |
1.1728 |
|
0.618 |
1.1683 |
|
1.000 |
1.1656 |
|
1.618 |
1.1612 |
|
2.618 |
1.1540 |
|
4.250 |
1.1424 |
|
|
| Fisher Pivots for day following 10-Sep-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.1774 |
1.1782 |
| PP |
1.1769 |
1.1781 |
| S1 |
1.1763 |
1.1781 |
|