CME Euro FX (E) Future September 2018
| Trading Metrics calculated at close of trading on 27-Aug-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Aug-2018 |
27-Aug-2018 |
Change |
Change % |
Previous Week |
| Open |
1.1561 |
1.1643 |
0.0083 |
0.7% |
1.1461 |
| High |
1.1658 |
1.1712 |
0.0054 |
0.5% |
1.1658 |
| Low |
1.1553 |
1.1612 |
0.0060 |
0.5% |
1.1417 |
| Close |
1.1644 |
1.1696 |
0.0053 |
0.5% |
1.1644 |
| Range |
0.0106 |
0.0100 |
-0.0006 |
-5.7% |
0.0242 |
| ATR |
0.0083 |
0.0084 |
0.0001 |
1.4% |
0.0000 |
| Volume |
240,625 |
192,624 |
-48,001 |
-19.9% |
1,243,286 |
|
| Daily Pivots for day following 27-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1972 |
1.1933 |
1.1751 |
|
| R3 |
1.1872 |
1.1834 |
1.1723 |
|
| R2 |
1.1773 |
1.1773 |
1.1714 |
|
| R1 |
1.1734 |
1.1734 |
1.1705 |
1.1754 |
| PP |
1.1673 |
1.1673 |
1.1673 |
1.1683 |
| S1 |
1.1635 |
1.1635 |
1.1687 |
1.1654 |
| S2 |
1.1574 |
1.1574 |
1.1678 |
|
| S3 |
1.1474 |
1.1535 |
1.1669 |
|
| S4 |
1.1375 |
1.1436 |
1.1641 |
|
|
| Weekly Pivots for week ending 24-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2297 |
1.2212 |
1.1776 |
|
| R3 |
1.2056 |
1.1970 |
1.1710 |
|
| R2 |
1.1814 |
1.1814 |
1.1688 |
|
| R1 |
1.1729 |
1.1729 |
1.1666 |
1.1772 |
| PP |
1.1573 |
1.1573 |
1.1573 |
1.1594 |
| S1 |
1.1487 |
1.1487 |
1.1621 |
1.1530 |
| S2 |
1.1331 |
1.1331 |
1.1599 |
|
| S3 |
1.1090 |
1.1246 |
1.1577 |
|
| S4 |
1.0848 |
1.1004 |
1.1511 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1712 |
1.1507 |
0.0205 |
1.7% |
0.0093 |
0.8% |
92% |
True |
False |
244,312 |
| 10 |
1.1712 |
1.1328 |
0.0384 |
3.3% |
0.0086 |
0.7% |
96% |
True |
False |
254,526 |
| 20 |
1.1790 |
1.1328 |
0.0463 |
4.0% |
0.0079 |
0.7% |
80% |
False |
False |
255,184 |
| 40 |
1.1852 |
1.1328 |
0.0524 |
4.5% |
0.0078 |
0.7% |
70% |
False |
False |
233,538 |
| 60 |
1.1940 |
1.1328 |
0.0612 |
5.2% |
0.0084 |
0.7% |
60% |
False |
False |
220,128 |
| 80 |
1.2114 |
1.1328 |
0.0787 |
6.7% |
0.0086 |
0.7% |
47% |
False |
False |
166,972 |
| 100 |
1.2557 |
1.1328 |
0.1229 |
10.5% |
0.0083 |
0.7% |
30% |
False |
False |
133,728 |
| 120 |
1.2639 |
1.1328 |
0.1312 |
11.2% |
0.0082 |
0.7% |
28% |
False |
False |
111,473 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2134 |
|
2.618 |
1.1972 |
|
1.618 |
1.1872 |
|
1.000 |
1.1811 |
|
0.618 |
1.1773 |
|
HIGH |
1.1712 |
|
0.618 |
1.1673 |
|
0.500 |
1.1662 |
|
0.382 |
1.1650 |
|
LOW |
1.1612 |
|
0.618 |
1.1551 |
|
1.000 |
1.1513 |
|
1.618 |
1.1451 |
|
2.618 |
1.1352 |
|
4.250 |
1.1189 |
|
|
| Fisher Pivots for day following 27-Aug-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.1685 |
1.1674 |
| PP |
1.1673 |
1.1652 |
| S1 |
1.1662 |
1.1630 |
|