CME Euro FX (E) Future September 2018
| Trading Metrics calculated at close of trading on 07-Sep-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Sep-2018 |
07-Sep-2018 |
Change |
Change % |
Previous Week |
| Open |
1.1640 |
1.1632 |
-0.0008 |
-0.1% |
1.1609 |
| High |
1.1667 |
1.1656 |
-0.0011 |
-0.1% |
1.1667 |
| Low |
1.1613 |
1.1557 |
-0.0056 |
-0.5% |
1.1541 |
| Close |
1.1634 |
1.1572 |
-0.0062 |
-0.5% |
1.1572 |
| Range |
0.0054 |
0.0099 |
0.0045 |
83.3% |
0.0127 |
| ATR |
0.0083 |
0.0084 |
0.0001 |
1.4% |
0.0000 |
| Volume |
238,352 |
291,942 |
53,590 |
22.5% |
1,178,657 |
|
| Daily Pivots for day following 07-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1892 |
1.1831 |
1.1626 |
|
| R3 |
1.1793 |
1.1732 |
1.1599 |
|
| R2 |
1.1694 |
1.1694 |
1.1590 |
|
| R1 |
1.1633 |
1.1633 |
1.1581 |
1.1614 |
| PP |
1.1595 |
1.1595 |
1.1595 |
1.1585 |
| S1 |
1.1534 |
1.1534 |
1.1562 |
1.1515 |
| S2 |
1.1496 |
1.1496 |
1.1553 |
|
| S3 |
1.1397 |
1.1435 |
1.1544 |
|
| S4 |
1.1298 |
1.1336 |
1.1517 |
|
|
| Weekly Pivots for week ending 07-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1973 |
1.1899 |
1.1641 |
|
| R3 |
1.1846 |
1.1772 |
1.1606 |
|
| R2 |
1.1720 |
1.1720 |
1.1595 |
|
| R1 |
1.1646 |
1.1646 |
1.1583 |
1.1619 |
| PP |
1.1593 |
1.1593 |
1.1593 |
1.1580 |
| S1 |
1.1519 |
1.1519 |
1.1560 |
1.1493 |
| S2 |
1.1467 |
1.1467 |
1.1548 |
|
| S3 |
1.1340 |
1.1393 |
1.1537 |
|
| S4 |
1.1214 |
1.1266 |
1.1502 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1703 |
1.1541 |
0.0163 |
1.4% |
0.0091 |
0.8% |
19% |
False |
False |
289,086 |
| 10 |
1.1751 |
1.1541 |
0.0210 |
1.8% |
0.0087 |
0.8% |
15% |
False |
False |
260,564 |
| 20 |
1.1751 |
1.1328 |
0.0423 |
3.7% |
0.0087 |
0.8% |
58% |
False |
False |
274,802 |
| 40 |
1.1801 |
1.1328 |
0.0473 |
4.1% |
0.0079 |
0.7% |
52% |
False |
False |
246,029 |
| 60 |
1.1940 |
1.1328 |
0.0612 |
5.3% |
0.0085 |
0.7% |
40% |
False |
False |
246,974 |
| 80 |
1.1965 |
1.1328 |
0.0638 |
5.5% |
0.0086 |
0.7% |
38% |
False |
False |
193,991 |
| 100 |
1.2543 |
1.1328 |
0.1215 |
10.5% |
0.0085 |
0.7% |
20% |
False |
False |
155,424 |
| 120 |
1.2639 |
1.1328 |
0.1312 |
11.3% |
0.0083 |
0.7% |
19% |
False |
False |
129,567 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2077 |
|
2.618 |
1.1915 |
|
1.618 |
1.1816 |
|
1.000 |
1.1755 |
|
0.618 |
1.1717 |
|
HIGH |
1.1656 |
|
0.618 |
1.1618 |
|
0.500 |
1.1607 |
|
0.382 |
1.1595 |
|
LOW |
1.1557 |
|
0.618 |
1.1496 |
|
1.000 |
1.1458 |
|
1.618 |
1.1397 |
|
2.618 |
1.1298 |
|
4.250 |
1.1136 |
|
|
| Fisher Pivots for day following 07-Sep-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.1607 |
1.1610 |
| PP |
1.1595 |
1.1597 |
| S1 |
1.1583 |
1.1584 |
|