CME Euro FX (E) Future September 2018
| Trading Metrics calculated at close of trading on 14-Aug-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Aug-2018 |
14-Aug-2018 |
Change |
Change % |
Previous Week |
| Open |
1.1417 |
1.1432 |
0.0015 |
0.1% |
1.1605 |
| High |
1.1462 |
1.1457 |
-0.0005 |
0.0% |
1.1662 |
| Low |
1.1394 |
1.1357 |
-0.0037 |
-0.3% |
1.1417 |
| Close |
1.1423 |
1.1366 |
-0.0057 |
-0.5% |
1.1429 |
| Range |
0.0068 |
0.0100 |
0.0033 |
48.1% |
0.0245 |
| ATR |
0.0079 |
0.0080 |
0.0002 |
1.9% |
0.0000 |
| Volume |
325,193 |
263,133 |
-62,060 |
-19.1% |
1,312,704 |
|
| Daily Pivots for day following 14-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1693 |
1.1630 |
1.1421 |
|
| R3 |
1.1593 |
1.1530 |
1.1394 |
|
| R2 |
1.1493 |
1.1493 |
1.1384 |
|
| R1 |
1.1430 |
1.1430 |
1.1375 |
1.1412 |
| PP |
1.1393 |
1.1393 |
1.1393 |
1.1384 |
| S1 |
1.1330 |
1.1330 |
1.1357 |
1.1312 |
| S2 |
1.1293 |
1.1293 |
1.1348 |
|
| S3 |
1.1193 |
1.1230 |
1.1339 |
|
| S4 |
1.1093 |
1.1130 |
1.1311 |
|
|
| 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 |
1.1357 |
0.0305 |
2.7% |
0.0094 |
0.8% |
3% |
False |
True |
296,006 |
| 10 |
1.1739 |
1.1357 |
0.0382 |
3.4% |
0.0075 |
0.7% |
2% |
False |
True |
259,361 |
| 20 |
1.1801 |
1.1357 |
0.0444 |
3.9% |
0.0076 |
0.7% |
2% |
False |
True |
242,262 |
| 40 |
1.1852 |
1.1357 |
0.0495 |
4.4% |
0.0081 |
0.7% |
2% |
False |
True |
238,416 |
| 60 |
1.1940 |
1.1357 |
0.0583 |
5.1% |
0.0087 |
0.8% |
2% |
False |
True |
184,269 |
| 80 |
1.2427 |
1.1357 |
0.1070 |
9.4% |
0.0085 |
0.8% |
1% |
False |
True |
138,578 |
| 100 |
1.2639 |
1.1357 |
0.1282 |
11.3% |
0.0082 |
0.7% |
1% |
False |
True |
110,927 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1882 |
|
2.618 |
1.1719 |
|
1.618 |
1.1619 |
|
1.000 |
1.1557 |
|
0.618 |
1.1519 |
|
HIGH |
1.1457 |
|
0.618 |
1.1419 |
|
0.500 |
1.1407 |
|
0.382 |
1.1395 |
|
LOW |
1.1357 |
|
0.618 |
1.1295 |
|
1.000 |
1.1257 |
|
1.618 |
1.1195 |
|
2.618 |
1.1095 |
|
4.250 |
1.0932 |
|
|
| Fisher Pivots for day following 14-Aug-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.1407 |
1.1462 |
| PP |
1.1393 |
1.1430 |
| S1 |
1.1380 |
1.1398 |
|