CME Euro FX (E) Future March 2019
| Trading Metrics calculated at close of trading on 14-Sep-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Sep-2018 |
14-Sep-2018 |
Change |
Change % |
Previous Week |
| Open |
1.1812 |
1.1874 |
0.0062 |
0.5% |
1.1735 |
| High |
1.1884 |
1.1888 |
0.0004 |
0.0% |
1.1888 |
| Low |
1.1812 |
1.1808 |
-0.0004 |
0.0% |
1.1728 |
| Close |
1.1874 |
1.1813 |
-0.0061 |
-0.5% |
1.1813 |
| Range |
0.0073 |
0.0080 |
0.0007 |
9.7% |
0.0160 |
| ATR |
0.0066 |
0.0067 |
0.0001 |
1.4% |
0.0000 |
| Volume |
263 |
192 |
-71 |
-27.0% |
930 |
|
| Daily Pivots for day following 14-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2075 |
1.2023 |
1.1857 |
|
| R3 |
1.1995 |
1.1944 |
1.1835 |
|
| R2 |
1.1916 |
1.1916 |
1.1828 |
|
| R1 |
1.1864 |
1.1864 |
1.1820 |
1.1850 |
| PP |
1.1836 |
1.1836 |
1.1836 |
1.1829 |
| S1 |
1.1785 |
1.1785 |
1.1806 |
1.1771 |
| S2 |
1.1757 |
1.1757 |
1.1798 |
|
| S3 |
1.1677 |
1.1705 |
1.1791 |
|
| S4 |
1.1598 |
1.1626 |
1.1769 |
|
|
| Weekly Pivots for week ending 14-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2289 |
1.2211 |
1.1901 |
|
| R3 |
1.2129 |
1.2051 |
1.1857 |
|
| R2 |
1.1969 |
1.1969 |
1.1842 |
|
| R1 |
1.1891 |
1.1891 |
1.1828 |
1.1930 |
| PP |
1.1809 |
1.1809 |
1.1809 |
1.1829 |
| S1 |
1.1731 |
1.1731 |
1.1798 |
1.1770 |
| S2 |
1.1649 |
1.1649 |
1.1784 |
|
| S3 |
1.1489 |
1.1571 |
1.1769 |
|
| S4 |
1.1329 |
1.1411 |
1.1725 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1888 |
1.1728 |
0.0160 |
1.4% |
0.0070 |
0.6% |
53% |
True |
False |
186 |
| 10 |
1.1888 |
1.1728 |
0.0160 |
1.4% |
0.0070 |
0.6% |
53% |
True |
False |
146 |
| 20 |
1.1927 |
1.1576 |
0.0351 |
3.0% |
0.0067 |
0.6% |
68% |
False |
False |
112 |
| 40 |
1.1959 |
1.1503 |
0.0456 |
3.9% |
0.0054 |
0.5% |
68% |
False |
False |
74 |
| 60 |
1.2003 |
1.1503 |
0.0500 |
4.2% |
0.0053 |
0.4% |
62% |
False |
False |
64 |
| 80 |
1.2110 |
1.1503 |
0.0607 |
5.1% |
0.0057 |
0.5% |
51% |
False |
False |
62 |
| 100 |
1.2538 |
1.1503 |
0.1035 |
8.8% |
0.0057 |
0.5% |
30% |
False |
False |
56 |
| 120 |
1.2766 |
1.1503 |
0.1263 |
10.7% |
0.0052 |
0.4% |
25% |
False |
False |
47 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2225 |
|
2.618 |
1.2096 |
|
1.618 |
1.2016 |
|
1.000 |
1.1967 |
|
0.618 |
1.1937 |
|
HIGH |
1.1888 |
|
0.618 |
1.1857 |
|
0.500 |
1.1848 |
|
0.382 |
1.1838 |
|
LOW |
1.1808 |
|
0.618 |
1.1759 |
|
1.000 |
1.1729 |
|
1.618 |
1.1679 |
|
2.618 |
1.1600 |
|
4.250 |
1.1470 |
|
|
| Fisher Pivots for day following 14-Sep-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.1848 |
1.1824 |
| PP |
1.1836 |
1.1821 |
| S1 |
1.1825 |
1.1817 |
|