CME Euro FX (E) Future June 2019
| Trading Metrics calculated at close of trading on 25-Sep-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Sep-2018 |
25-Sep-2018 |
Change |
Change % |
Previous Week |
| Open |
1.2068 |
1.2066 |
-0.0002 |
0.0% |
1.1910 |
| High |
1.2069 |
1.2066 |
-0.0003 |
0.0% |
1.2053 |
| Low |
1.2033 |
1.2041 |
0.0008 |
0.1% |
1.1910 |
| Close |
1.2033 |
1.2041 |
0.0008 |
0.1% |
1.2023 |
| Range |
0.0036 |
0.0025 |
-0.0011 |
-29.6% |
0.0143 |
| ATR |
0.0061 |
0.0059 |
-0.0002 |
-3.3% |
0.0000 |
| Volume |
8 |
12 |
4 |
50.0% |
123 |
|
| Daily Pivots for day following 25-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2124 |
1.2108 |
1.2055 |
|
| R3 |
1.2099 |
1.2083 |
1.2048 |
|
| R2 |
1.2074 |
1.2074 |
1.2046 |
|
| R1 |
1.2058 |
1.2058 |
1.2043 |
1.2054 |
| PP |
1.2049 |
1.2049 |
1.2049 |
1.2047 |
| S1 |
1.2033 |
1.2033 |
1.2039 |
1.2029 |
| S2 |
1.2024 |
1.2024 |
1.2036 |
|
| S3 |
1.1999 |
1.2008 |
1.2034 |
|
| S4 |
1.1974 |
1.1983 |
1.2027 |
|
|
| 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% |
0.0028 |
0.2% |
79% |
False |
False |
17 |
| 10 |
1.2069 |
1.1861 |
0.0208 |
1.7% |
0.0046 |
0.4% |
87% |
False |
False |
23 |
| 20 |
1.2069 |
1.1816 |
0.0253 |
2.1% |
0.0052 |
0.4% |
89% |
False |
False |
41 |
| 40 |
1.2069 |
1.1605 |
0.0464 |
3.8% |
0.0044 |
0.4% |
94% |
False |
False |
32 |
| 60 |
1.2111 |
1.1605 |
0.0506 |
4.2% |
0.0041 |
0.3% |
86% |
False |
False |
29 |
| 80 |
1.2188 |
1.1605 |
0.0583 |
4.8% |
0.0043 |
0.4% |
75% |
False |
False |
26 |
| 100 |
1.2382 |
1.1605 |
0.0777 |
6.5% |
0.0042 |
0.4% |
56% |
False |
False |
25 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2172 |
|
2.618 |
1.2131 |
|
1.618 |
1.2106 |
|
1.000 |
1.2091 |
|
0.618 |
1.2081 |
|
HIGH |
1.2066 |
|
0.618 |
1.2056 |
|
0.500 |
1.2054 |
|
0.382 |
1.2051 |
|
LOW |
1.2041 |
|
0.618 |
1.2026 |
|
1.000 |
1.2016 |
|
1.618 |
1.2001 |
|
2.618 |
1.1976 |
|
4.250 |
1.1935 |
|
|
| Fisher Pivots for day following 25-Sep-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.2054 |
1.2041 |
| PP |
1.2049 |
1.2041 |
| S1 |
1.2045 |
1.2041 |
|