CME Euro FX (E) Future September 2018
| Trading Metrics calculated at close of trading on 29-Aug-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Aug-2018 |
29-Aug-2018 |
Change |
Change % |
Previous Week |
| Open |
1.1697 |
1.1708 |
0.0011 |
0.1% |
1.1461 |
| High |
1.1751 |
1.1727 |
-0.0024 |
-0.2% |
1.1658 |
| Low |
1.1680 |
1.1668 |
-0.0012 |
-0.1% |
1.1417 |
| Close |
1.1711 |
1.1715 |
0.0004 |
0.0% |
1.1644 |
| Range |
0.0071 |
0.0059 |
-0.0013 |
-17.6% |
0.0242 |
| ATR |
0.0083 |
0.0081 |
-0.0002 |
-2.1% |
0.0000 |
| Volume |
232,968 |
247,248 |
14,280 |
6.1% |
1,243,286 |
|
| Daily Pivots for day following 29-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1879 |
1.1855 |
1.1747 |
|
| R3 |
1.1820 |
1.1797 |
1.1731 |
|
| R2 |
1.1762 |
1.1762 |
1.1725 |
|
| R1 |
1.1738 |
1.1738 |
1.1720 |
1.1750 |
| PP |
1.1703 |
1.1703 |
1.1703 |
1.1709 |
| S1 |
1.1680 |
1.1680 |
1.1709 |
1.1691 |
| S2 |
1.1645 |
1.1645 |
1.1704 |
|
| S3 |
1.1586 |
1.1621 |
1.1698 |
|
| S4 |
1.1528 |
1.1563 |
1.1682 |
|
|
| 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% |
0.0081 |
0.7% |
82% |
False |
False |
227,289 |
| 10 |
1.1751 |
1.1360 |
0.0391 |
3.3% |
0.0084 |
0.7% |
91% |
False |
False |
247,265 |
| 20 |
1.1751 |
1.1328 |
0.0423 |
3.6% |
0.0080 |
0.7% |
91% |
False |
False |
258,114 |
| 40 |
1.1852 |
1.1328 |
0.0524 |
4.5% |
0.0077 |
0.7% |
74% |
False |
False |
236,320 |
| 60 |
1.1940 |
1.1328 |
0.0612 |
5.2% |
0.0083 |
0.7% |
63% |
False |
False |
227,630 |
| 80 |
1.2108 |
1.1328 |
0.0781 |
6.7% |
0.0086 |
0.7% |
50% |
False |
False |
172,956 |
| 100 |
1.2557 |
1.1328 |
0.1229 |
10.5% |
0.0083 |
0.7% |
31% |
False |
False |
138,521 |
| 120 |
1.2639 |
1.1328 |
0.1312 |
11.2% |
0.0082 |
0.7% |
30% |
False |
False |
115,473 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1975 |
|
2.618 |
1.1880 |
|
1.618 |
1.1821 |
|
1.000 |
1.1785 |
|
0.618 |
1.1763 |
|
HIGH |
1.1727 |
|
0.618 |
1.1704 |
|
0.500 |
1.1697 |
|
0.382 |
1.1690 |
|
LOW |
1.1668 |
|
0.618 |
1.1632 |
|
1.000 |
1.1610 |
|
1.618 |
1.1573 |
|
2.618 |
1.1515 |
|
4.250 |
1.1419 |
|
|
| Fisher Pivots for day following 29-Aug-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.1709 |
1.1703 |
| PP |
1.1703 |
1.1692 |
| S1 |
1.1697 |
1.1681 |
|