CME Euro FX (E) Future June 2019
| Trading Metrics calculated at close of trading on 07-Sep-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Sep-2018 |
07-Sep-2018 |
Change |
Change % |
Previous Week |
| Open |
1.1892 |
1.1921 |
0.0029 |
0.2% |
1.1880 |
| High |
1.1926 |
1.1921 |
-0.0005 |
0.0% |
1.1926 |
| Low |
1.1892 |
1.1845 |
-0.0048 |
-0.4% |
1.1823 |
| Close |
1.1905 |
1.1845 |
-0.0061 |
-0.5% |
1.1845 |
| Range |
0.0034 |
0.0077 |
0.0043 |
125.0% |
0.0104 |
| ATR |
0.0061 |
0.0062 |
0.0001 |
1.8% |
0.0000 |
| Volume |
33 |
56 |
23 |
69.7% |
330 |
|
| Daily Pivots for day following 07-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2100 |
1.2049 |
1.1887 |
|
| R3 |
1.2023 |
1.1972 |
1.1866 |
|
| R2 |
1.1947 |
1.1947 |
1.1859 |
|
| R1 |
1.1896 |
1.1896 |
1.1852 |
1.1883 |
| PP |
1.1870 |
1.1870 |
1.1870 |
1.1864 |
| S1 |
1.1819 |
1.1819 |
1.1837 |
1.1806 |
| S2 |
1.1794 |
1.1794 |
1.1830 |
|
| S3 |
1.1717 |
1.1743 |
1.1823 |
|
| S4 |
1.1641 |
1.1666 |
1.1802 |
|
|
| Weekly Pivots for week ending 07-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2175 |
1.2113 |
1.1901 |
|
| R3 |
1.2071 |
1.2010 |
1.1873 |
|
| R2 |
1.1968 |
1.1968 |
1.1863 |
|
| R1 |
1.1906 |
1.1906 |
1.1854 |
1.1885 |
| PP |
1.1864 |
1.1864 |
1.1864 |
1.1854 |
| S1 |
1.1803 |
1.1803 |
1.1835 |
1.1782 |
| S2 |
1.1761 |
1.1761 |
1.1826 |
|
| S3 |
1.1657 |
1.1699 |
1.1816 |
|
| S4 |
1.1554 |
1.1596 |
1.1788 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1964 |
1.1823 |
0.0141 |
1.2% |
0.0067 |
0.6% |
16% |
False |
False |
76 |
| 10 |
1.2012 |
1.1823 |
0.0189 |
1.6% |
0.0056 |
0.5% |
12% |
False |
False |
60 |
| 20 |
1.2012 |
1.1605 |
0.0407 |
3.4% |
0.0054 |
0.5% |
59% |
False |
False |
45 |
| 40 |
1.2062 |
1.1605 |
0.0457 |
3.9% |
0.0042 |
0.4% |
52% |
False |
False |
34 |
| 60 |
1.2176 |
1.1605 |
0.0571 |
4.8% |
0.0044 |
0.4% |
42% |
False |
False |
28 |
| 80 |
1.2213 |
1.1605 |
0.0608 |
5.1% |
0.0042 |
0.4% |
39% |
False |
False |
27 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2246 |
|
2.618 |
1.2121 |
|
1.618 |
1.2045 |
|
1.000 |
1.1998 |
|
0.618 |
1.1968 |
|
HIGH |
1.1921 |
|
0.618 |
1.1892 |
|
0.500 |
1.1883 |
|
0.382 |
1.1874 |
|
LOW |
1.1845 |
|
0.618 |
1.1797 |
|
1.000 |
1.1768 |
|
1.618 |
1.1721 |
|
2.618 |
1.1644 |
|
4.250 |
1.1519 |
|
|
| Fisher Pivots for day following 07-Sep-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.1883 |
1.1881 |
| PP |
1.1870 |
1.1869 |
| S1 |
1.1857 |
1.1857 |
|