CME Euro FX (E) Future June 2019
| Trading Metrics calculated at close of trading on 13-Sep-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Sep-2018 |
13-Sep-2018 |
Change |
Change % |
Previous Week |
| Open |
1.1874 |
1.1975 |
0.0101 |
0.9% |
1.1880 |
| High |
1.1918 |
1.1975 |
0.0058 |
0.5% |
1.1926 |
| Low |
1.1861 |
1.1899 |
0.0038 |
0.3% |
1.1823 |
| Close |
1.1912 |
1.1971 |
0.0059 |
0.5% |
1.1845 |
| Range |
0.0057 |
0.0076 |
0.0020 |
34.5% |
0.0104 |
| ATR |
0.0061 |
0.0062 |
0.0001 |
1.7% |
0.0000 |
| Volume |
54 |
18 |
-36 |
-66.7% |
330 |
|
| Daily Pivots for day following 13-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2176 |
1.2149 |
1.2012 |
|
| R3 |
1.2100 |
1.2073 |
1.1991 |
|
| R2 |
1.2024 |
1.2024 |
1.1984 |
|
| R1 |
1.1997 |
1.1997 |
1.1977 |
1.1973 |
| PP |
1.1948 |
1.1948 |
1.1948 |
1.1936 |
| S1 |
1.1921 |
1.1921 |
1.1964 |
1.1897 |
| S2 |
1.1872 |
1.1872 |
1.1957 |
|
| S3 |
1.1796 |
1.1845 |
1.1950 |
|
| S4 |
1.1720 |
1.1769 |
1.1929 |
|
|
| 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 |
1.1975 |
1.1816 |
0.0160 |
1.3% |
0.0066 |
0.6% |
97% |
True |
False |
34 |
| 10 |
1.1993 |
1.1816 |
0.0178 |
1.5% |
0.0065 |
0.5% |
87% |
False |
False |
59 |
| 20 |
1.2012 |
1.1657 |
0.0355 |
3.0% |
0.0052 |
0.4% |
88% |
False |
False |
43 |
| 40 |
1.2048 |
1.1605 |
0.0443 |
3.7% |
0.0044 |
0.4% |
83% |
False |
False |
35 |
| 60 |
1.2111 |
1.1605 |
0.0506 |
4.2% |
0.0043 |
0.4% |
72% |
False |
False |
29 |
| 80 |
1.2188 |
1.1605 |
0.0583 |
4.9% |
0.0044 |
0.4% |
63% |
False |
False |
29 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2298 |
|
2.618 |
1.2174 |
|
1.618 |
1.2098 |
|
1.000 |
1.2051 |
|
0.618 |
1.2022 |
|
HIGH |
1.1975 |
|
0.618 |
1.1946 |
|
0.500 |
1.1937 |
|
0.382 |
1.1928 |
|
LOW |
1.1899 |
|
0.618 |
1.1852 |
|
1.000 |
1.1823 |
|
1.618 |
1.1776 |
|
2.618 |
1.1700 |
|
4.250 |
1.1576 |
|
|
| Fisher Pivots for day following 13-Sep-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.1959 |
1.1953 |
| PP |
1.1948 |
1.1935 |
| S1 |
1.1937 |
1.1917 |
|