CME Euro FX (E) Future March 2019
| Trading Metrics calculated at close of trading on 18-Sep-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Sep-2018 |
18-Sep-2018 |
Change |
Change % |
Previous Week |
| Open |
1.1813 |
1.1852 |
0.0039 |
0.3% |
1.1735 |
| High |
1.1877 |
1.1903 |
0.0026 |
0.2% |
1.1888 |
| Low |
1.1800 |
1.1835 |
0.0035 |
0.3% |
1.1728 |
| Close |
1.1866 |
1.1845 |
-0.0021 |
-0.2% |
1.1813 |
| Range |
0.0077 |
0.0068 |
-0.0010 |
-12.3% |
0.0160 |
| ATR |
0.0068 |
0.0068 |
0.0000 |
-0.1% |
0.0000 |
| Volume |
129 |
141 |
12 |
9.3% |
930 |
|
| Daily Pivots for day following 18-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2063 |
1.2022 |
1.1882 |
|
| R3 |
1.1996 |
1.1954 |
1.1864 |
|
| R2 |
1.1928 |
1.1928 |
1.1857 |
|
| R1 |
1.1887 |
1.1887 |
1.1851 |
1.1874 |
| PP |
1.1861 |
1.1861 |
1.1861 |
1.1854 |
| S1 |
1.1819 |
1.1819 |
1.1839 |
1.1806 |
| S2 |
1.1793 |
1.1793 |
1.1833 |
|
| S3 |
1.1726 |
1.1752 |
1.1826 |
|
| S4 |
1.1658 |
1.1684 |
1.1808 |
|
|
| 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 |
1.1903 |
1.1761 |
0.0142 |
1.2% |
0.0073 |
0.6% |
59% |
True |
False |
174 |
| 10 |
1.1903 |
1.1728 |
0.0175 |
1.5% |
0.0069 |
0.6% |
67% |
True |
False |
153 |
| 20 |
1.1927 |
1.1694 |
0.0234 |
2.0% |
0.0067 |
0.6% |
65% |
False |
False |
123 |
| 40 |
1.1959 |
1.1503 |
0.0456 |
3.8% |
0.0055 |
0.5% |
75% |
False |
False |
78 |
| 60 |
1.2003 |
1.1503 |
0.0500 |
4.2% |
0.0053 |
0.4% |
68% |
False |
False |
66 |
| 80 |
1.2110 |
1.1503 |
0.0607 |
5.1% |
0.0058 |
0.5% |
56% |
False |
False |
64 |
| 100 |
1.2460 |
1.1503 |
0.0957 |
8.1% |
0.0057 |
0.5% |
36% |
False |
False |
58 |
| 120 |
1.2732 |
1.1503 |
0.1229 |
10.4% |
0.0053 |
0.4% |
28% |
False |
False |
49 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2189 |
|
2.618 |
1.2079 |
|
1.618 |
1.2012 |
|
1.000 |
1.1970 |
|
0.618 |
1.1944 |
|
HIGH |
1.1903 |
|
0.618 |
1.1877 |
|
0.500 |
1.1869 |
|
0.382 |
1.1861 |
|
LOW |
1.1835 |
|
0.618 |
1.1793 |
|
1.000 |
1.1768 |
|
1.618 |
1.1726 |
|
2.618 |
1.1658 |
|
4.250 |
1.1548 |
|
|
| Fisher Pivots for day following 18-Sep-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.1869 |
1.1851 |
| PP |
1.1861 |
1.1849 |
| S1 |
1.1853 |
1.1847 |
|