CME Euro FX (E) Future June 2019
| Trading Metrics calculated at close of trading on 28-Aug-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Aug-2018 |
28-Aug-2018 |
Change |
Change % |
Previous Week |
| Open |
1.1897 |
1.2004 |
0.0107 |
0.9% |
1.1724 |
| High |
1.1980 |
1.2012 |
0.0032 |
0.3% |
1.1920 |
| Low |
1.1897 |
1.1985 |
0.0088 |
0.7% |
1.1724 |
| Close |
1.1968 |
1.1985 |
0.0017 |
0.1% |
1.1915 |
| Range |
0.0083 |
0.0027 |
-0.0056 |
-67.9% |
0.0197 |
| ATR |
0.0063 |
0.0062 |
-0.0001 |
-2.2% |
0.0000 |
| Volume |
45 |
36 |
-9 |
-20.0% |
163 |
|
| Daily Pivots for day following 28-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2073 |
1.2056 |
1.2000 |
|
| R3 |
1.2047 |
1.2029 |
1.1992 |
|
| R2 |
1.2020 |
1.2020 |
1.1990 |
|
| R1 |
1.2003 |
1.2003 |
1.1987 |
1.1998 |
| PP |
1.1994 |
1.1994 |
1.1994 |
1.1992 |
| S1 |
1.1976 |
1.1976 |
1.1983 |
1.1972 |
| S2 |
1.1967 |
1.1967 |
1.1980 |
|
| S3 |
1.1941 |
1.1950 |
1.1978 |
|
| S4 |
1.1914 |
1.1923 |
1.1970 |
|
|
| Weekly Pivots for week ending 24-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2442 |
1.2375 |
1.2023 |
|
| R3 |
1.2246 |
1.2178 |
1.1969 |
|
| R2 |
1.2049 |
1.2049 |
1.1951 |
|
| R1 |
1.1982 |
1.1982 |
1.1933 |
1.2016 |
| PP |
1.1853 |
1.1853 |
1.1853 |
1.1870 |
| S1 |
1.1785 |
1.1785 |
1.1896 |
1.1819 |
| S2 |
1.1656 |
1.1656 |
1.1878 |
|
| S3 |
1.1460 |
1.1589 |
1.1860 |
|
| S4 |
1.1263 |
1.1392 |
1.1806 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2012 |
1.1824 |
0.0188 |
1.6% |
0.0044 |
0.4% |
86% |
True |
False |
30 |
| 10 |
1.2012 |
1.1605 |
0.0407 |
3.4% |
0.0039 |
0.3% |
93% |
True |
False |
24 |
| 20 |
1.2012 |
1.1605 |
0.0407 |
3.4% |
0.0037 |
0.3% |
93% |
True |
False |
24 |
| 40 |
1.2111 |
1.1605 |
0.0506 |
4.2% |
0.0035 |
0.3% |
75% |
False |
False |
23 |
| 60 |
1.2188 |
1.1605 |
0.0583 |
4.9% |
0.0041 |
0.3% |
65% |
False |
False |
22 |
| 80 |
1.2363 |
1.1605 |
0.0758 |
6.3% |
0.0039 |
0.3% |
50% |
False |
False |
22 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2124 |
|
2.618 |
1.2081 |
|
1.618 |
1.2054 |
|
1.000 |
1.2038 |
|
0.618 |
1.2028 |
|
HIGH |
1.2012 |
|
0.618 |
1.2001 |
|
0.500 |
1.1998 |
|
0.382 |
1.1995 |
|
LOW |
1.1985 |
|
0.618 |
1.1969 |
|
1.000 |
1.1959 |
|
1.618 |
1.1942 |
|
2.618 |
1.1916 |
|
4.250 |
1.1872 |
|
|
| Fisher Pivots for day following 28-Aug-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.1998 |
1.1975 |
| PP |
1.1994 |
1.1965 |
| S1 |
1.1989 |
1.1954 |
|