CME Euro FX (E) Future June 2019
| Trading Metrics calculated at close of trading on 10-Sep-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Sep-2018 |
10-Sep-2018 |
Change |
Change % |
Previous Week |
| Open |
1.1921 |
1.1822 |
-0.0099 |
-0.8% |
1.1880 |
| High |
1.1921 |
1.1887 |
-0.0034 |
-0.3% |
1.1926 |
| Low |
1.1845 |
1.1816 |
-0.0029 |
-0.2% |
1.1823 |
| Close |
1.1845 |
1.1876 |
0.0032 |
0.3% |
1.1845 |
| Range |
0.0077 |
0.0072 |
-0.0005 |
-6.5% |
0.0104 |
| ATR |
0.0062 |
0.0063 |
0.0001 |
1.1% |
0.0000 |
| Volume |
56 |
22 |
-34 |
-60.7% |
330 |
|
| Daily Pivots for day following 10-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2074 |
1.2047 |
1.1915 |
|
| R3 |
1.2003 |
1.1975 |
1.1896 |
|
| R2 |
1.1931 |
1.1931 |
1.1889 |
|
| R1 |
1.1904 |
1.1904 |
1.1883 |
1.1917 |
| PP |
1.1860 |
1.1860 |
1.1860 |
1.1866 |
| S1 |
1.1832 |
1.1832 |
1.1869 |
1.1846 |
| S2 |
1.1788 |
1.1788 |
1.1863 |
|
| S3 |
1.1717 |
1.1761 |
1.1856 |
|
| S4 |
1.1645 |
1.1689 |
1.1837 |
|
|
| 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 |
1.1926 |
1.1816 |
0.0111 |
0.9% |
0.0064 |
0.5% |
55% |
False |
True |
70 |
| 10 |
1.2012 |
1.1816 |
0.0196 |
1.7% |
0.0062 |
0.5% |
31% |
False |
True |
61 |
| 20 |
1.2012 |
1.1605 |
0.0407 |
3.4% |
0.0051 |
0.4% |
67% |
False |
False |
45 |
| 40 |
1.2062 |
1.1605 |
0.0457 |
3.8% |
0.0043 |
0.4% |
59% |
False |
False |
34 |
| 60 |
1.2111 |
1.1605 |
0.0506 |
4.3% |
0.0042 |
0.4% |
54% |
False |
False |
28 |
| 80 |
1.2196 |
1.1605 |
0.0591 |
5.0% |
0.0043 |
0.4% |
46% |
False |
False |
28 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2191 |
|
2.618 |
1.2074 |
|
1.618 |
1.2003 |
|
1.000 |
1.1959 |
|
0.618 |
1.1931 |
|
HIGH |
1.1887 |
|
0.618 |
1.1860 |
|
0.500 |
1.1851 |
|
0.382 |
1.1843 |
|
LOW |
1.1816 |
|
0.618 |
1.1771 |
|
1.000 |
1.1744 |
|
1.618 |
1.1700 |
|
2.618 |
1.1628 |
|
4.250 |
1.1512 |
|
|
| Fisher Pivots for day following 10-Sep-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.1868 |
1.1874 |
| PP |
1.1860 |
1.1873 |
| S1 |
1.1851 |
1.1871 |
|