CME Euro FX (E) Future September 2018
| Trading Metrics calculated at close of trading on 16-Aug-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Aug-2018 |
16-Aug-2018 |
Change |
Change % |
Previous Week |
| Open |
1.1371 |
1.1368 |
-0.0003 |
0.0% |
1.1605 |
| High |
1.1382 |
1.1433 |
0.0052 |
0.5% |
1.1662 |
| Low |
1.1328 |
1.1360 |
0.0032 |
0.3% |
1.1417 |
| Close |
1.1373 |
1.1390 |
0.0017 |
0.1% |
1.1429 |
| Range |
0.0054 |
0.0074 |
0.0020 |
36.1% |
0.0245 |
| ATR |
0.0078 |
0.0078 |
0.0000 |
-0.4% |
0.0000 |
| Volume |
289,694 |
305,497 |
15,803 |
5.5% |
1,312,704 |
|
| Daily Pivots for day following 16-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1615 |
1.1576 |
1.1430 |
|
| R3 |
1.1541 |
1.1502 |
1.1410 |
|
| R2 |
1.1468 |
1.1468 |
1.1403 |
|
| R1 |
1.1429 |
1.1429 |
1.1396 |
1.1448 |
| PP |
1.1394 |
1.1394 |
1.1394 |
1.1404 |
| S1 |
1.1355 |
1.1355 |
1.1383 |
1.1375 |
| S2 |
1.1321 |
1.1321 |
1.1376 |
|
| S3 |
1.1247 |
1.1282 |
1.1369 |
|
| S4 |
1.1174 |
1.1208 |
1.1349 |
|
|
| 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 |
1.1566 |
1.1328 |
0.0239 |
2.1% |
0.0089 |
0.8% |
26% |
False |
False |
327,344 |
| 10 |
1.1662 |
1.1328 |
0.0335 |
2.9% |
0.0075 |
0.7% |
19% |
False |
False |
276,331 |
| 20 |
1.1801 |
1.1328 |
0.0473 |
4.2% |
0.0074 |
0.7% |
13% |
False |
False |
247,767 |
| 40 |
1.1852 |
1.1328 |
0.0524 |
4.6% |
0.0080 |
0.7% |
12% |
False |
False |
240,059 |
| 60 |
1.1940 |
1.1328 |
0.0612 |
5.4% |
0.0087 |
0.8% |
10% |
False |
False |
194,098 |
| 80 |
1.2373 |
1.1328 |
0.1046 |
9.2% |
0.0085 |
0.7% |
6% |
False |
False |
145,998 |
| 100 |
1.2639 |
1.1328 |
0.1312 |
11.5% |
0.0082 |
0.7% |
5% |
False |
False |
116,875 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1745 |
|
2.618 |
1.1625 |
|
1.618 |
1.1552 |
|
1.000 |
1.1507 |
|
0.618 |
1.1478 |
|
HIGH |
1.1433 |
|
0.618 |
1.1405 |
|
0.500 |
1.1396 |
|
0.382 |
1.1388 |
|
LOW |
1.1360 |
|
0.618 |
1.1314 |
|
1.000 |
1.1286 |
|
1.618 |
1.1241 |
|
2.618 |
1.1167 |
|
4.250 |
1.1047 |
|
|
| Fisher Pivots for day following 16-Aug-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.1396 |
1.1392 |
| PP |
1.1394 |
1.1391 |
| S1 |
1.1392 |
1.1390 |
|