CME Euro FX (E) Future September 2018
| Trading Metrics calculated at close of trading on 13-Aug-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Aug-2018 |
13-Aug-2018 |
Change |
Change % |
Previous Week |
| Open |
1.1558 |
1.1417 |
-0.0141 |
-1.2% |
1.1605 |
| High |
1.1566 |
1.1462 |
-0.0105 |
-0.9% |
1.1662 |
| Low |
1.1417 |
1.1394 |
-0.0023 |
-0.2% |
1.1417 |
| Close |
1.1429 |
1.1423 |
-0.0007 |
-0.1% |
1.1429 |
| Range |
0.0149 |
0.0068 |
-0.0082 |
-54.7% |
0.0245 |
| ATR |
0.0080 |
0.0079 |
-0.0001 |
-1.1% |
0.0000 |
| Volume |
453,203 |
325,193 |
-128,010 |
-28.2% |
1,312,704 |
|
| Daily Pivots for day following 13-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1629 |
1.1593 |
1.1460 |
|
| R3 |
1.1561 |
1.1526 |
1.1441 |
|
| R2 |
1.1494 |
1.1494 |
1.1435 |
|
| R1 |
1.1458 |
1.1458 |
1.1429 |
1.1476 |
| PP |
1.1426 |
1.1426 |
1.1426 |
1.1435 |
| S1 |
1.1391 |
1.1391 |
1.1416 |
1.1408 |
| S2 |
1.1359 |
1.1359 |
1.1410 |
|
| S3 |
1.1291 |
1.1323 |
1.1404 |
|
| S4 |
1.1224 |
1.1256 |
1.1385 |
|
|
| Weekly Pivots for week ending 10-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2238 |
1.2078 |
1.1564 |
|
| R3 |
1.1993 |
1.1833 |
1.1496 |
|
| R2 |
1.1748 |
1.1748 |
1.1474 |
|
| R1 |
1.1588 |
1.1588 |
1.1451 |
1.1546 |
| PP |
1.1503 |
1.1503 |
1.1503 |
1.1481 |
| S1 |
1.1343 |
1.1343 |
1.1407 |
1.1301 |
| S2 |
1.1258 |
1.1258 |
1.1384 |
|
| S3 |
1.1013 |
1.1098 |
1.1362 |
|
| S4 |
1.0768 |
1.0853 |
1.1294 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1662 |
1.1394 |
0.0268 |
2.3% |
0.0085 |
0.7% |
11% |
False |
True |
286,515 |
| 10 |
1.1790 |
1.1394 |
0.0396 |
3.5% |
0.0071 |
0.6% |
7% |
False |
True |
255,843 |
| 20 |
1.1801 |
1.1394 |
0.0407 |
3.6% |
0.0076 |
0.7% |
7% |
False |
True |
238,776 |
| 40 |
1.1852 |
1.1394 |
0.0458 |
4.0% |
0.0080 |
0.7% |
6% |
False |
True |
236,382 |
| 60 |
1.1940 |
1.1394 |
0.0546 |
4.8% |
0.0087 |
0.8% |
5% |
False |
True |
179,906 |
| 80 |
1.2490 |
1.1394 |
0.1096 |
9.6% |
0.0085 |
0.7% |
3% |
False |
True |
135,305 |
| 100 |
1.2639 |
1.1394 |
0.1245 |
10.9% |
0.0082 |
0.7% |
2% |
False |
True |
108,299 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1748 |
|
2.618 |
1.1638 |
|
1.618 |
1.1571 |
|
1.000 |
1.1529 |
|
0.618 |
1.1503 |
|
HIGH |
1.1462 |
|
0.618 |
1.1436 |
|
0.500 |
1.1428 |
|
0.382 |
1.1420 |
|
LOW |
1.1394 |
|
0.618 |
1.1352 |
|
1.000 |
1.1327 |
|
1.618 |
1.1285 |
|
2.618 |
1.1217 |
|
4.250 |
1.1107 |
|
|
| Fisher Pivots for day following 13-Aug-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.1428 |
1.1522 |
| PP |
1.1426 |
1.1489 |
| S1 |
1.1424 |
1.1456 |
|