CME Euro FX (E) Future September 2018
| Trading Metrics calculated at close of trading on 10-Sep-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Sep-2018 |
10-Sep-2018 |
Change |
Change % |
Previous Week |
| Open |
1.1632 |
1.1556 |
-0.0076 |
-0.7% |
1.1609 |
| High |
1.1656 |
1.1623 |
-0.0034 |
-0.3% |
1.1667 |
| Low |
1.1557 |
1.1531 |
-0.0027 |
-0.2% |
1.1541 |
| Close |
1.1572 |
1.1603 |
0.0031 |
0.3% |
1.1572 |
| Range |
0.0099 |
0.0092 |
-0.0007 |
-7.1% |
0.0127 |
| ATR |
0.0084 |
0.0085 |
0.0001 |
0.7% |
0.0000 |
| Volume |
291,942 |
218,940 |
-73,002 |
-25.0% |
1,178,657 |
|
| Daily Pivots for day following 10-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1861 |
1.1824 |
1.1653 |
|
| R3 |
1.1769 |
1.1732 |
1.1628 |
|
| R2 |
1.1677 |
1.1677 |
1.1619 |
|
| R1 |
1.1640 |
1.1640 |
1.1611 |
1.1659 |
| PP |
1.1585 |
1.1585 |
1.1585 |
1.1595 |
| S1 |
1.1548 |
1.1548 |
1.1594 |
1.1567 |
| S2 |
1.1493 |
1.1493 |
1.1586 |
|
| S3 |
1.1401 |
1.1456 |
1.1577 |
|
| S4 |
1.1309 |
1.1364 |
1.1552 |
|
|
| 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 |
1.1667 |
1.1531 |
0.0137 |
1.2% |
0.0089 |
0.8% |
53% |
False |
True |
279,519 |
| 10 |
1.1751 |
1.1531 |
0.0220 |
1.9% |
0.0086 |
0.7% |
33% |
False |
True |
258,396 |
| 20 |
1.1751 |
1.1328 |
0.0423 |
3.6% |
0.0084 |
0.7% |
65% |
False |
False |
263,089 |
| 40 |
1.1801 |
1.1328 |
0.0473 |
4.1% |
0.0080 |
0.7% |
58% |
False |
False |
246,559 |
| 60 |
1.1852 |
1.1328 |
0.0524 |
4.5% |
0.0082 |
0.7% |
52% |
False |
False |
245,225 |
| 80 |
1.1943 |
1.1328 |
0.0615 |
5.3% |
0.0086 |
0.7% |
45% |
False |
False |
196,659 |
| 100 |
1.2543 |
1.1328 |
0.1215 |
10.5% |
0.0085 |
0.7% |
23% |
False |
False |
157,612 |
| 120 |
1.2639 |
1.1328 |
0.1312 |
11.3% |
0.0083 |
0.7% |
21% |
False |
False |
131,390 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2014 |
|
2.618 |
1.1863 |
|
1.618 |
1.1771 |
|
1.000 |
1.1715 |
|
0.618 |
1.1679 |
|
HIGH |
1.1623 |
|
0.618 |
1.1587 |
|
0.500 |
1.1577 |
|
0.382 |
1.1566 |
|
LOW |
1.1531 |
|
0.618 |
1.1474 |
|
1.000 |
1.1439 |
|
1.618 |
1.1382 |
|
2.618 |
1.1290 |
|
4.250 |
1.1140 |
|
|
| Fisher Pivots for day following 10-Sep-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.1594 |
1.1601 |
| PP |
1.1585 |
1.1600 |
| S1 |
1.1577 |
1.1599 |
|