CME Euro FX (E) Future March 2019
| Trading Metrics calculated at close of trading on 26-Sep-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Sep-2018 |
26-Sep-2018 |
Change |
Change % |
Previous Week |
| Open |
1.1928 |
1.1933 |
0.0005 |
0.0% |
1.1813 |
| High |
1.1967 |
1.1969 |
0.0003 |
0.0% |
1.1975 |
| Low |
1.1917 |
1.1907 |
-0.0010 |
-0.1% |
1.1800 |
| Close |
1.1942 |
1.1935 |
-0.0007 |
-0.1% |
1.1924 |
| Range |
0.0050 |
0.0062 |
0.0013 |
25.3% |
0.0175 |
| ATR |
0.0069 |
0.0069 |
-0.0001 |
-0.7% |
0.0000 |
| Volume |
146 |
66 |
-80 |
-54.8% |
1,674 |
|
| Daily Pivots for day following 26-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2123 |
1.2091 |
1.1969 |
|
| R3 |
1.2061 |
1.2029 |
1.1952 |
|
| R2 |
1.1999 |
1.1999 |
1.1946 |
|
| R1 |
1.1967 |
1.1967 |
1.1941 |
1.1983 |
| PP |
1.1937 |
1.1937 |
1.1937 |
1.1945 |
| S1 |
1.1905 |
1.1905 |
1.1929 |
1.1921 |
| S2 |
1.1875 |
1.1875 |
1.1924 |
|
| S3 |
1.1813 |
1.1843 |
1.1918 |
|
| S4 |
1.1751 |
1.1781 |
1.1901 |
|
|
| 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 |
1.1854 |
0.0136 |
1.1% |
0.0074 |
0.6% |
60% |
False |
False |
302 |
| 10 |
1.1989 |
1.1800 |
0.0189 |
1.6% |
0.0072 |
0.6% |
71% |
False |
False |
265 |
| 20 |
1.1989 |
1.1728 |
0.0262 |
2.2% |
0.0070 |
0.6% |
79% |
False |
False |
201 |
| 40 |
1.1989 |
1.1503 |
0.0486 |
4.1% |
0.0061 |
0.5% |
89% |
False |
False |
123 |
| 60 |
1.2003 |
1.1503 |
0.0500 |
4.2% |
0.0053 |
0.4% |
86% |
False |
False |
96 |
| 80 |
1.2110 |
1.1503 |
0.0607 |
5.1% |
0.0056 |
0.5% |
71% |
False |
False |
83 |
| 100 |
1.2296 |
1.1503 |
0.0793 |
6.6% |
0.0059 |
0.5% |
55% |
False |
False |
74 |
| 120 |
1.2732 |
1.1503 |
0.1229 |
10.3% |
0.0055 |
0.5% |
35% |
False |
False |
65 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2233 |
|
2.618 |
1.2131 |
|
1.618 |
1.2069 |
|
1.000 |
1.2031 |
|
0.618 |
1.2007 |
|
HIGH |
1.1969 |
|
0.618 |
1.1945 |
|
0.500 |
1.1938 |
|
0.382 |
1.1931 |
|
LOW |
1.1907 |
|
0.618 |
1.1869 |
|
1.000 |
1.1845 |
|
1.618 |
1.1807 |
|
2.618 |
1.1745 |
|
4.250 |
1.1644 |
|
|
| Fisher Pivots for day following 26-Sep-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.1938 |
1.1946 |
| PP |
1.1937 |
1.1942 |
| S1 |
1.1936 |
1.1939 |
|