CME Euro FX (E) Future March 2019
| Trading Metrics calculated at close of trading on 24-Sep-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Sep-2018 |
24-Sep-2018 |
Change |
Change % |
Previous Week |
| Open |
1.1952 |
1.1924 |
-0.0028 |
-0.2% |
1.1813 |
| High |
1.1975 |
1.1989 |
0.0014 |
0.1% |
1.1975 |
| Low |
1.1912 |
1.1903 |
-0.0009 |
-0.1% |
1.1800 |
| Close |
1.1924 |
1.1935 |
0.0011 |
0.1% |
1.1924 |
| Range |
0.0064 |
0.0087 |
0.0023 |
36.2% |
0.0175 |
| ATR |
0.0069 |
0.0071 |
0.0001 |
1.8% |
0.0000 |
| Volume |
315 |
312 |
-3 |
-1.0% |
1,674 |
|
| Daily Pivots for day following 24-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2202 |
1.2155 |
1.1982 |
|
| R3 |
1.2115 |
1.2068 |
1.1958 |
|
| R2 |
1.2029 |
1.2029 |
1.1950 |
|
| R1 |
1.1982 |
1.1982 |
1.1942 |
1.2005 |
| PP |
1.1942 |
1.1942 |
1.1942 |
1.1954 |
| S1 |
1.1895 |
1.1895 |
1.1927 |
1.1919 |
| S2 |
1.1856 |
1.1856 |
1.1919 |
|
| S3 |
1.1769 |
1.1809 |
1.1911 |
|
| S4 |
1.1683 |
1.1722 |
1.1887 |
|
|
| 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 |
1.1989 |
1.1835 |
0.0154 |
1.3% |
0.0075 |
0.6% |
65% |
True |
False |
371 |
| 10 |
1.1989 |
1.1761 |
0.0228 |
1.9% |
0.0073 |
0.6% |
76% |
True |
False |
271 |
| 20 |
1.1989 |
1.1728 |
0.0262 |
2.2% |
0.0070 |
0.6% |
79% |
True |
False |
202 |
| 40 |
1.1989 |
1.1503 |
0.0486 |
4.1% |
0.0059 |
0.5% |
89% |
True |
False |
119 |
| 60 |
1.2003 |
1.1503 |
0.0500 |
4.2% |
0.0053 |
0.4% |
86% |
False |
False |
94 |
| 80 |
1.2110 |
1.1503 |
0.0607 |
5.1% |
0.0056 |
0.5% |
71% |
False |
False |
81 |
| 100 |
1.2315 |
1.1503 |
0.0812 |
6.8% |
0.0058 |
0.5% |
53% |
False |
False |
73 |
| 120 |
1.2732 |
1.1503 |
0.1229 |
10.3% |
0.0055 |
0.5% |
35% |
False |
False |
64 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2357 |
|
2.618 |
1.2215 |
|
1.618 |
1.2129 |
|
1.000 |
1.2076 |
|
0.618 |
1.2042 |
|
HIGH |
1.1989 |
|
0.618 |
1.1956 |
|
0.500 |
1.1946 |
|
0.382 |
1.1936 |
|
LOW |
1.1903 |
|
0.618 |
1.1849 |
|
1.000 |
1.1816 |
|
1.618 |
1.1763 |
|
2.618 |
1.1676 |
|
4.250 |
1.1535 |
|
|
| Fisher Pivots for day following 24-Sep-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.1946 |
1.1930 |
| PP |
1.1942 |
1.1926 |
| S1 |
1.1938 |
1.1921 |
|