CME Euro FX (E) Future September 2018
| Trading Metrics calculated at close of trading on 06-Sep-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Sep-2018 |
06-Sep-2018 |
Change |
Change % |
Previous Week |
| Open |
1.1592 |
1.1640 |
0.0048 |
0.4% |
1.1643 |
| High |
1.1651 |
1.1667 |
0.0017 |
0.1% |
1.1751 |
| Low |
1.1552 |
1.1613 |
0.0061 |
0.5% |
1.1597 |
| Close |
1.1634 |
1.1634 |
0.0000 |
0.0% |
1.1609 |
| Range |
0.0099 |
0.0054 |
-0.0045 |
-45.2% |
0.0154 |
| ATR |
0.0085 |
0.0083 |
-0.0002 |
-2.6% |
0.0000 |
| Volume |
300,428 |
238,352 |
-62,076 |
-20.7% |
1,186,367 |
|
| Daily Pivots for day following 06-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1800 |
1.1771 |
1.1663 |
|
| R3 |
1.1746 |
1.1717 |
1.1648 |
|
| R2 |
1.1692 |
1.1692 |
1.1643 |
|
| R1 |
1.1663 |
1.1663 |
1.1638 |
1.1650 |
| PP |
1.1638 |
1.1638 |
1.1638 |
1.1632 |
| S1 |
1.1609 |
1.1609 |
1.1629 |
1.1596 |
| S2 |
1.1584 |
1.1584 |
1.1624 |
|
| S3 |
1.1530 |
1.1555 |
1.1619 |
|
| S4 |
1.1476 |
1.1501 |
1.1604 |
|
|
| 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 |
1.1732 |
1.1541 |
0.0191 |
1.6% |
0.0087 |
0.7% |
49% |
False |
False |
280,048 |
| 10 |
1.1751 |
1.1541 |
0.0210 |
1.8% |
0.0084 |
0.7% |
44% |
False |
False |
253,668 |
| 20 |
1.1751 |
1.1328 |
0.0423 |
3.6% |
0.0087 |
0.7% |
72% |
False |
False |
271,560 |
| 40 |
1.1801 |
1.1328 |
0.0473 |
4.1% |
0.0078 |
0.7% |
65% |
False |
False |
242,960 |
| 60 |
1.1940 |
1.1328 |
0.0612 |
5.3% |
0.0085 |
0.7% |
50% |
False |
False |
246,121 |
| 80 |
1.2049 |
1.1328 |
0.0721 |
6.2% |
0.0086 |
0.7% |
42% |
False |
False |
190,366 |
| 100 |
1.2557 |
1.1328 |
0.1229 |
10.6% |
0.0084 |
0.7% |
25% |
False |
False |
152,508 |
| 120 |
1.2639 |
1.1328 |
0.1312 |
11.3% |
0.0083 |
0.7% |
23% |
False |
False |
127,135 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1897 |
|
2.618 |
1.1808 |
|
1.618 |
1.1754 |
|
1.000 |
1.1721 |
|
0.618 |
1.1700 |
|
HIGH |
1.1667 |
|
0.618 |
1.1646 |
|
0.500 |
1.1640 |
|
0.382 |
1.1634 |
|
LOW |
1.1613 |
|
0.618 |
1.1580 |
|
1.000 |
1.1559 |
|
1.618 |
1.1526 |
|
2.618 |
1.1472 |
|
4.250 |
1.1384 |
|
|
| Fisher Pivots for day following 06-Sep-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.1640 |
1.1624 |
| PP |
1.1638 |
1.1614 |
| S1 |
1.1636 |
1.1604 |
|