CME Euro FX (E) Future September 2018
| Trading Metrics calculated at close of trading on 20-Aug-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Aug-2018 |
20-Aug-2018 |
Change |
Change % |
Previous Week |
| Open |
1.1397 |
1.1461 |
0.0065 |
0.6% |
1.1417 |
| High |
1.1469 |
1.1508 |
0.0040 |
0.3% |
1.1469 |
| Low |
1.1390 |
1.1417 |
0.0027 |
0.2% |
1.1328 |
| Close |
1.1468 |
1.1490 |
0.0023 |
0.2% |
1.1468 |
| Range |
0.0079 |
0.0092 |
0.0013 |
15.8% |
0.0141 |
| ATR |
0.0078 |
0.0079 |
0.0001 |
1.2% |
0.0000 |
| Volume |
251,028 |
214,346 |
-36,682 |
-14.6% |
1,434,545 |
|
| Daily Pivots for day following 20-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1746 |
1.1710 |
1.1540 |
|
| R3 |
1.1655 |
1.1618 |
1.1515 |
|
| R2 |
1.1563 |
1.1563 |
1.1507 |
|
| R1 |
1.1527 |
1.1527 |
1.1498 |
1.1545 |
| PP |
1.1472 |
1.1472 |
1.1472 |
1.1481 |
| S1 |
1.1435 |
1.1435 |
1.1482 |
1.1453 |
| S2 |
1.1380 |
1.1380 |
1.1473 |
|
| S3 |
1.1289 |
1.1344 |
1.1465 |
|
| S4 |
1.1197 |
1.1252 |
1.1440 |
|
|
| Weekly Pivots for week ending 17-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1844 |
1.1797 |
1.1545 |
|
| R3 |
1.1703 |
1.1656 |
1.1506 |
|
| R2 |
1.1562 |
1.1562 |
1.1493 |
|
| R1 |
1.1515 |
1.1515 |
1.1480 |
1.1539 |
| PP |
1.1421 |
1.1421 |
1.1421 |
1.1433 |
| S1 |
1.1374 |
1.1374 |
1.1455 |
1.1398 |
| S2 |
1.1280 |
1.1280 |
1.1442 |
|
| S3 |
1.1139 |
1.1233 |
1.1429 |
|
| S4 |
1.0998 |
1.1092 |
1.1390 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1508 |
1.1328 |
0.0181 |
1.6% |
0.0080 |
0.7% |
90% |
True |
False |
264,739 |
| 10 |
1.1662 |
1.1328 |
0.0335 |
2.9% |
0.0082 |
0.7% |
49% |
False |
False |
275,627 |
| 20 |
1.1790 |
1.1328 |
0.0463 |
4.0% |
0.0074 |
0.6% |
35% |
False |
False |
247,115 |
| 40 |
1.1852 |
1.1328 |
0.0524 |
4.6% |
0.0079 |
0.7% |
31% |
False |
False |
237,300 |
| 60 |
1.1940 |
1.1328 |
0.0612 |
5.3% |
0.0087 |
0.8% |
27% |
False |
False |
201,578 |
| 80 |
1.2268 |
1.1328 |
0.0940 |
8.2% |
0.0085 |
0.7% |
17% |
False |
False |
151,780 |
| 100 |
1.2557 |
1.1328 |
0.1229 |
10.7% |
0.0081 |
0.7% |
13% |
False |
False |
121,523 |
| 120 |
1.2639 |
1.1328 |
0.1312 |
11.4% |
0.0081 |
0.7% |
12% |
False |
False |
101,299 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1897 |
|
2.618 |
1.1748 |
|
1.618 |
1.1656 |
|
1.000 |
1.1600 |
|
0.618 |
1.1565 |
|
HIGH |
1.1508 |
|
0.618 |
1.1473 |
|
0.500 |
1.1462 |
|
0.382 |
1.1451 |
|
LOW |
1.1417 |
|
0.618 |
1.1360 |
|
1.000 |
1.1325 |
|
1.618 |
1.1268 |
|
2.618 |
1.1177 |
|
4.250 |
1.1028 |
|
|
| Fisher Pivots for day following 20-Aug-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.1481 |
1.1471 |
| PP |
1.1472 |
1.1453 |
| S1 |
1.1462 |
1.1434 |
|