CME Euro FX (E) Future March 2019
| Trading Metrics calculated at close of trading on 21-Sep-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Sep-2018 |
21-Sep-2018 |
Change |
Change % |
Previous Week |
| Open |
1.1858 |
1.1952 |
0.0094 |
0.8% |
1.1813 |
| High |
1.1961 |
1.1975 |
0.0014 |
0.1% |
1.1975 |
| Low |
1.1854 |
1.1912 |
0.0058 |
0.5% |
1.1800 |
| Close |
1.1953 |
1.1924 |
-0.0030 |
-0.2% |
1.1924 |
| Range |
0.0108 |
0.0064 |
-0.0044 |
-40.9% |
0.0175 |
| ATR |
0.0070 |
0.0069 |
0.0000 |
-0.6% |
0.0000 |
| Volume |
674 |
315 |
-359 |
-53.3% |
1,674 |
|
| Daily Pivots for day following 21-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2127 |
1.2089 |
1.1958 |
|
| R3 |
1.2064 |
1.2025 |
1.1941 |
|
| R2 |
1.2000 |
1.2000 |
1.1935 |
|
| R1 |
1.1962 |
1.1962 |
1.1929 |
1.1949 |
| PP |
1.1937 |
1.1937 |
1.1937 |
1.1930 |
| S1 |
1.1898 |
1.1898 |
1.1918 |
1.1886 |
| S2 |
1.1873 |
1.1873 |
1.1912 |
|
| S3 |
1.1810 |
1.1835 |
1.1906 |
|
| S4 |
1.1746 |
1.1771 |
1.1889 |
|
|
| Weekly Pivots for week ending 21-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2425 |
1.2349 |
1.2020 |
|
| R3 |
1.2250 |
1.2174 |
1.1972 |
|
| R2 |
1.2075 |
1.2075 |
1.1956 |
|
| R1 |
1.1999 |
1.1999 |
1.1940 |
1.2037 |
| PP |
1.1900 |
1.1900 |
1.1900 |
1.1918 |
| S1 |
1.1824 |
1.1824 |
1.1907 |
1.1862 |
| S2 |
1.1725 |
1.1725 |
1.1891 |
|
| S3 |
1.1550 |
1.1649 |
1.1875 |
|
| S4 |
1.1375 |
1.1474 |
1.1827 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1975 |
1.1800 |
0.0175 |
1.5% |
0.0073 |
0.6% |
71% |
True |
False |
334 |
| 10 |
1.1975 |
1.1728 |
0.0248 |
2.1% |
0.0072 |
0.6% |
79% |
True |
False |
260 |
| 20 |
1.1975 |
1.1728 |
0.0248 |
2.1% |
0.0070 |
0.6% |
79% |
True |
False |
189 |
| 40 |
1.1975 |
1.1503 |
0.0472 |
4.0% |
0.0058 |
0.5% |
89% |
True |
False |
111 |
| 60 |
1.2003 |
1.1503 |
0.0500 |
4.2% |
0.0053 |
0.4% |
84% |
False |
False |
89 |
| 80 |
1.2110 |
1.1503 |
0.0607 |
5.1% |
0.0056 |
0.5% |
69% |
False |
False |
78 |
| 100 |
1.2340 |
1.1503 |
0.0837 |
7.0% |
0.0058 |
0.5% |
50% |
False |
False |
71 |
| 120 |
1.2732 |
1.1503 |
0.1229 |
10.3% |
0.0055 |
0.5% |
34% |
False |
False |
61 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2245 |
|
2.618 |
1.2141 |
|
1.618 |
1.2078 |
|
1.000 |
1.2039 |
|
0.618 |
1.2014 |
|
HIGH |
1.1975 |
|
0.618 |
1.1951 |
|
0.500 |
1.1943 |
|
0.382 |
1.1936 |
|
LOW |
1.1912 |
|
0.618 |
1.1872 |
|
1.000 |
1.1848 |
|
1.618 |
1.1809 |
|
2.618 |
1.1745 |
|
4.250 |
1.1642 |
|
|
| Fisher Pivots for day following 21-Sep-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.1943 |
1.1918 |
| PP |
1.1937 |
1.1913 |
| S1 |
1.1930 |
1.1908 |
|