CME Euro FX (E) Future June 2019
| Trading Metrics calculated at close of trading on 26-Sep-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Sep-2018 |
26-Sep-2018 |
Change |
Change % |
Previous Week |
| Open |
1.2066 |
1.2008 |
-0.0058 |
-0.5% |
1.1910 |
| High |
1.2066 |
1.2060 |
-0.0007 |
-0.1% |
1.2053 |
| Low |
1.2041 |
1.2000 |
-0.0042 |
-0.3% |
1.1910 |
| Close |
1.2041 |
1.2034 |
-0.0007 |
-0.1% |
1.2023 |
| Range |
0.0025 |
0.0060 |
0.0035 |
140.0% |
0.0143 |
| ATR |
0.0059 |
0.0059 |
0.0000 |
0.2% |
0.0000 |
| Volume |
12 |
14 |
2 |
16.7% |
123 |
|
| Daily Pivots for day following 26-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2211 |
1.2183 |
1.2067 |
|
| R3 |
1.2151 |
1.2123 |
1.2051 |
|
| R2 |
1.2091 |
1.2091 |
1.2045 |
|
| R1 |
1.2063 |
1.2063 |
1.2040 |
1.2077 |
| PP |
1.2031 |
1.2031 |
1.2031 |
1.2038 |
| S1 |
1.2003 |
1.2003 |
1.2029 |
1.2017 |
| S2 |
1.1971 |
1.1971 |
1.2023 |
|
| S3 |
1.1911 |
1.1943 |
1.2018 |
|
| S4 |
1.1851 |
1.1883 |
1.2001 |
|
|
| 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 |
1.2000 |
0.0069 |
0.6% |
0.0034 |
0.3% |
50% |
False |
True |
16 |
| 10 |
1.2069 |
1.1899 |
0.0170 |
1.4% |
0.0047 |
0.4% |
80% |
False |
False |
19 |
| 20 |
1.2069 |
1.1816 |
0.0253 |
2.1% |
0.0054 |
0.4% |
86% |
False |
False |
40 |
| 40 |
1.2069 |
1.1605 |
0.0464 |
3.9% |
0.0045 |
0.4% |
93% |
False |
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% |
74% |
False |
False |
26 |
| 100 |
1.2363 |
1.1605 |
0.0758 |
6.3% |
0.0042 |
0.4% |
57% |
False |
False |
25 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2315 |
|
2.618 |
1.2217 |
|
1.618 |
1.2157 |
|
1.000 |
1.2120 |
|
0.618 |
1.2097 |
|
HIGH |
1.2060 |
|
0.618 |
1.2037 |
|
0.500 |
1.2030 |
|
0.382 |
1.2022 |
|
LOW |
1.2000 |
|
0.618 |
1.1962 |
|
1.000 |
1.1940 |
|
1.618 |
1.1902 |
|
2.618 |
1.1842 |
|
4.250 |
1.1745 |
|
|
| Fisher Pivots for day following 26-Sep-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.2033 |
1.2034 |
| PP |
1.2031 |
1.2034 |
| S1 |
1.2030 |
1.2034 |
|