CME Euro FX (E) Future September 2018
| Trading Metrics calculated at close of trading on 30-Aug-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Aug-2018 |
30-Aug-2018 |
Change |
Change % |
Previous Week |
| Open |
1.1708 |
1.1722 |
0.0014 |
0.1% |
1.1461 |
| High |
1.1727 |
1.1732 |
0.0005 |
0.0% |
1.1658 |
| Low |
1.1668 |
1.1654 |
-0.0014 |
-0.1% |
1.1417 |
| Close |
1.1715 |
1.1677 |
-0.0038 |
-0.3% |
1.1644 |
| Range |
0.0059 |
0.0078 |
0.0019 |
32.5% |
0.0242 |
| ATR |
0.0081 |
0.0081 |
0.0000 |
-0.4% |
0.0000 |
| Volume |
247,248 |
246,754 |
-494 |
-0.2% |
1,243,286 |
|
| Daily Pivots for day following 30-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1920 |
1.1876 |
1.1720 |
|
| R3 |
1.1843 |
1.1799 |
1.1698 |
|
| R2 |
1.1765 |
1.1765 |
1.1691 |
|
| R1 |
1.1721 |
1.1721 |
1.1684 |
1.1704 |
| PP |
1.1688 |
1.1688 |
1.1688 |
1.1679 |
| S1 |
1.1644 |
1.1644 |
1.1670 |
1.1627 |
| S2 |
1.1610 |
1.1610 |
1.1663 |
|
| S3 |
1.1533 |
1.1566 |
1.1656 |
|
| S4 |
1.1455 |
1.1489 |
1.1634 |
|
|
| 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 |
1.1553 |
0.0198 |
1.7% |
0.0082 |
0.7% |
63% |
False |
False |
232,043 |
| 10 |
1.1751 |
1.1390 |
0.0361 |
3.1% |
0.0084 |
0.7% |
80% |
False |
False |
241,390 |
| 20 |
1.1751 |
1.1328 |
0.0423 |
3.6% |
0.0079 |
0.7% |
83% |
False |
False |
258,861 |
| 40 |
1.1852 |
1.1328 |
0.0524 |
4.5% |
0.0077 |
0.7% |
67% |
False |
False |
235,137 |
| 60 |
1.1940 |
1.1328 |
0.0612 |
5.2% |
0.0083 |
0.7% |
57% |
False |
False |
231,135 |
| 80 |
1.2108 |
1.1328 |
0.0781 |
6.7% |
0.0085 |
0.7% |
45% |
False |
False |
176,031 |
| 100 |
1.2557 |
1.1328 |
0.1229 |
10.5% |
0.0083 |
0.7% |
28% |
False |
False |
140,984 |
| 120 |
1.2639 |
1.1328 |
0.1312 |
11.2% |
0.0082 |
0.7% |
27% |
False |
False |
117,528 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2061 |
|
2.618 |
1.1934 |
|
1.618 |
1.1857 |
|
1.000 |
1.1809 |
|
0.618 |
1.1779 |
|
HIGH |
1.1732 |
|
0.618 |
1.1702 |
|
0.500 |
1.1693 |
|
0.382 |
1.1684 |
|
LOW |
1.1654 |
|
0.618 |
1.1606 |
|
1.000 |
1.1577 |
|
1.618 |
1.1529 |
|
2.618 |
1.1451 |
|
4.250 |
1.1325 |
|
|
| Fisher Pivots for day following 30-Aug-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.1693 |
1.1702 |
| PP |
1.1688 |
1.1694 |
| S1 |
1.1682 |
1.1685 |
|