CME Euro FX (E) Future September 2018
| Trading Metrics calculated at close of trading on 31-Aug-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Aug-2018 |
31-Aug-2018 |
Change |
Change % |
Previous Week |
| Open |
1.1722 |
1.1678 |
-0.0044 |
-0.4% |
1.1643 |
| High |
1.1732 |
1.1703 |
-0.0029 |
-0.2% |
1.1751 |
| Low |
1.1654 |
1.1597 |
-0.0058 |
-0.5% |
1.1597 |
| Close |
1.1677 |
1.1609 |
-0.0068 |
-0.6% |
1.1609 |
| Range |
0.0078 |
0.0107 |
0.0029 |
37.4% |
0.0154 |
| ATR |
0.0081 |
0.0083 |
0.0002 |
2.2% |
0.0000 |
| Volume |
246,754 |
266,773 |
20,019 |
8.1% |
1,186,367 |
|
| Daily Pivots for day following 31-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1956 |
1.1889 |
1.1668 |
|
| R3 |
1.1849 |
1.1782 |
1.1638 |
|
| R2 |
1.1743 |
1.1743 |
1.1629 |
|
| R1 |
1.1676 |
1.1676 |
1.1619 |
1.1656 |
| PP |
1.1636 |
1.1636 |
1.1636 |
1.1626 |
| S1 |
1.1569 |
1.1569 |
1.1599 |
1.1550 |
| S2 |
1.1530 |
1.1530 |
1.1589 |
|
| S3 |
1.1423 |
1.1463 |
1.1580 |
|
| S4 |
1.1317 |
1.1356 |
1.1550 |
|
|
| Weekly Pivots for week ending 31-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2114 |
1.2016 |
1.1694 |
|
| R3 |
1.1960 |
1.1862 |
1.1651 |
|
| R2 |
1.1806 |
1.1806 |
1.1637 |
|
| R1 |
1.1708 |
1.1708 |
1.1623 |
1.1680 |
| PP |
1.1652 |
1.1652 |
1.1652 |
1.1638 |
| S1 |
1.1554 |
1.1554 |
1.1595 |
1.1526 |
| S2 |
1.1498 |
1.1498 |
1.1581 |
|
| S3 |
1.1344 |
1.1400 |
1.1567 |
|
| S4 |
1.1190 |
1.1246 |
1.1524 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1751 |
1.1597 |
0.0154 |
1.3% |
0.0083 |
0.7% |
8% |
False |
True |
237,273 |
| 10 |
1.1751 |
1.1417 |
0.0334 |
2.9% |
0.0087 |
0.7% |
58% |
False |
False |
242,965 |
| 20 |
1.1751 |
1.1328 |
0.0423 |
3.6% |
0.0082 |
0.7% |
67% |
False |
False |
258,845 |
| 40 |
1.1852 |
1.1328 |
0.0524 |
4.5% |
0.0077 |
0.7% |
54% |
False |
False |
236,198 |
| 60 |
1.1940 |
1.1328 |
0.0612 |
5.3% |
0.0084 |
0.7% |
46% |
False |
False |
235,039 |
| 80 |
1.2108 |
1.1328 |
0.0781 |
6.7% |
0.0086 |
0.7% |
36% |
False |
False |
179,357 |
| 100 |
1.2557 |
1.1328 |
0.1229 |
10.6% |
0.0084 |
0.7% |
23% |
False |
False |
143,650 |
| 120 |
1.2639 |
1.1328 |
0.1312 |
11.3% |
0.0082 |
0.7% |
21% |
False |
False |
119,749 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2156 |
|
2.618 |
1.1982 |
|
1.618 |
1.1875 |
|
1.000 |
1.1810 |
|
0.618 |
1.1769 |
|
HIGH |
1.1703 |
|
0.618 |
1.1662 |
|
0.500 |
1.1650 |
|
0.382 |
1.1637 |
|
LOW |
1.1597 |
|
0.618 |
1.1531 |
|
1.000 |
1.1490 |
|
1.618 |
1.1424 |
|
2.618 |
1.1318 |
|
4.250 |
1.1144 |
|
|
| Fisher Pivots for day following 31-Aug-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.1650 |
1.1664 |
| PP |
1.1636 |
1.1646 |
| S1 |
1.1623 |
1.1627 |
|