CME Euro FX (E) Future September 2018
| Trading Metrics calculated at close of trading on 28-Aug-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Aug-2018 |
28-Aug-2018 |
Change |
Change % |
Previous Week |
| Open |
1.1643 |
1.1697 |
0.0054 |
0.5% |
1.1461 |
| High |
1.1712 |
1.1751 |
0.0039 |
0.3% |
1.1658 |
| Low |
1.1612 |
1.1680 |
0.0068 |
0.6% |
1.1417 |
| Close |
1.1696 |
1.1711 |
0.0015 |
0.1% |
1.1644 |
| Range |
0.0100 |
0.0071 |
-0.0029 |
-28.6% |
0.0242 |
| ATR |
0.0084 |
0.0083 |
-0.0001 |
-1.1% |
0.0000 |
| Volume |
192,624 |
232,968 |
40,344 |
20.9% |
1,243,286 |
|
| Daily Pivots for day following 28-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1927 |
1.1890 |
1.1750 |
|
| R3 |
1.1856 |
1.1819 |
1.1731 |
|
| R2 |
1.1785 |
1.1785 |
1.1724 |
|
| R1 |
1.1748 |
1.1748 |
1.1718 |
1.1766 |
| PP |
1.1714 |
1.1714 |
1.1714 |
1.1723 |
| S1 |
1.1677 |
1.1677 |
1.1704 |
1.1695 |
| S2 |
1.1643 |
1.1643 |
1.1698 |
|
| S3 |
1.1572 |
1.1606 |
1.1691 |
|
| S4 |
1.1501 |
1.1535 |
1.1672 |
|
|
| 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 |
1.1751 |
1.1549 |
0.0202 |
1.7% |
0.0083 |
0.7% |
80% |
True |
False |
227,454 |
| 10 |
1.1751 |
1.1328 |
0.0423 |
3.6% |
0.0083 |
0.7% |
91% |
True |
False |
251,509 |
| 20 |
1.1751 |
1.1328 |
0.0423 |
3.6% |
0.0079 |
0.7% |
91% |
True |
False |
255,435 |
| 40 |
1.1852 |
1.1328 |
0.0524 |
4.5% |
0.0077 |
0.7% |
73% |
False |
False |
234,551 |
| 60 |
1.1940 |
1.1328 |
0.0612 |
5.2% |
0.0084 |
0.7% |
63% |
False |
False |
223,682 |
| 80 |
1.2108 |
1.1328 |
0.0781 |
6.7% |
0.0086 |
0.7% |
49% |
False |
False |
169,875 |
| 100 |
1.2557 |
1.1328 |
0.1229 |
10.5% |
0.0083 |
0.7% |
31% |
False |
False |
136,051 |
| 120 |
1.2639 |
1.1328 |
0.1312 |
11.2% |
0.0082 |
0.7% |
29% |
False |
False |
113,413 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2052 |
|
2.618 |
1.1936 |
|
1.618 |
1.1865 |
|
1.000 |
1.1822 |
|
0.618 |
1.1794 |
|
HIGH |
1.1751 |
|
0.618 |
1.1723 |
|
0.500 |
1.1715 |
|
0.382 |
1.1707 |
|
LOW |
1.1680 |
|
0.618 |
1.1636 |
|
1.000 |
1.1609 |
|
1.618 |
1.1565 |
|
2.618 |
1.1494 |
|
4.250 |
1.1378 |
|
|
| Fisher Pivots for day following 28-Aug-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.1715 |
1.1691 |
| PP |
1.1714 |
1.1671 |
| S1 |
1.1712 |
1.1652 |
|