CME Euro FX (E) Future June 2019
| Trading Metrics calculated at close of trading on 24-Sep-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Sep-2018 |
24-Sep-2018 |
Change |
Change % |
Previous Week |
| Open |
1.2028 |
1.2068 |
0.0040 |
0.3% |
1.1910 |
| High |
1.2029 |
1.2069 |
0.0040 |
0.3% |
1.2053 |
| Low |
1.2014 |
1.2033 |
0.0019 |
0.2% |
1.1910 |
| Close |
1.2023 |
1.2033 |
0.0011 |
0.1% |
1.2023 |
| Range |
0.0015 |
0.0036 |
0.0021 |
144.8% |
0.0143 |
| ATR |
0.0062 |
0.0061 |
-0.0001 |
-1.8% |
0.0000 |
| Volume |
36 |
8 |
-28 |
-77.8% |
123 |
|
| Daily Pivots for day following 24-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2151 |
1.2128 |
1.2053 |
|
| R3 |
1.2116 |
1.2092 |
1.2043 |
|
| R2 |
1.2080 |
1.2080 |
1.2040 |
|
| R1 |
1.2057 |
1.2057 |
1.2036 |
1.2051 |
| PP |
1.2045 |
1.2045 |
1.2045 |
1.2042 |
| S1 |
1.2021 |
1.2021 |
1.2030 |
1.2015 |
| S2 |
1.2009 |
1.2009 |
1.2026 |
|
| S3 |
1.1974 |
1.1986 |
1.2023 |
|
| S4 |
1.1938 |
1.1950 |
1.2013 |
|
|
| Weekly Pivots for week ending 21-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2424 |
1.2366 |
1.2101 |
|
| R3 |
1.2281 |
1.2223 |
1.2062 |
|
| R2 |
1.2138 |
1.2138 |
1.2049 |
|
| R1 |
1.2080 |
1.2080 |
1.2036 |
1.2109 |
| PP |
1.1995 |
1.1995 |
1.1995 |
1.2009 |
| S1 |
1.1937 |
1.1937 |
1.2009 |
1.1966 |
| S2 |
1.1852 |
1.1852 |
1.1996 |
|
| S3 |
1.1709 |
1.1794 |
1.1983 |
|
| S4 |
1.1566 |
1.1651 |
1.1944 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2069 |
1.1935 |
0.0134 |
1.1% |
0.0035 |
0.3% |
74% |
True |
False |
23 |
| 10 |
1.2069 |
1.1858 |
0.0211 |
1.7% |
0.0049 |
0.4% |
83% |
True |
False |
24 |
| 20 |
1.2069 |
1.1816 |
0.0253 |
2.1% |
0.0055 |
0.5% |
86% |
True |
False |
43 |
| 40 |
1.2069 |
1.1605 |
0.0464 |
3.9% |
0.0044 |
0.4% |
92% |
True |
False |
32 |
| 60 |
1.2111 |
1.1605 |
0.0506 |
4.2% |
0.0042 |
0.3% |
85% |
False |
False |
29 |
| 80 |
1.2188 |
1.1605 |
0.0583 |
4.8% |
0.0044 |
0.4% |
73% |
False |
False |
26 |
| 100 |
1.2413 |
1.1605 |
0.0808 |
6.7% |
0.0042 |
0.4% |
53% |
False |
False |
25 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2219 |
|
2.618 |
1.2161 |
|
1.618 |
1.2126 |
|
1.000 |
1.2104 |
|
0.618 |
1.2090 |
|
HIGH |
1.2069 |
|
0.618 |
1.2055 |
|
0.500 |
1.2051 |
|
0.382 |
1.2047 |
|
LOW |
1.2033 |
|
0.618 |
1.2011 |
|
1.000 |
1.1998 |
|
1.618 |
1.1976 |
|
2.618 |
1.1940 |
|
4.250 |
1.1882 |
|
|
| Fisher Pivots for day following 24-Sep-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.2051 |
1.2041 |
| PP |
1.2045 |
1.2039 |
| S1 |
1.2039 |
1.2036 |
|