CME Euro FX (E) Future September 2018
| Trading Metrics calculated at close of trading on 12-Sep-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Sep-2018 |
12-Sep-2018 |
Change |
Change % |
Previous Week |
| Open |
1.1600 |
1.1605 |
0.0005 |
0.0% |
1.1609 |
| High |
1.1649 |
1.1654 |
0.0005 |
0.0% |
1.1667 |
| Low |
1.1571 |
1.1574 |
0.0004 |
0.0% |
1.1541 |
| Close |
1.1590 |
1.1637 |
0.0047 |
0.4% |
1.1572 |
| Range |
0.0079 |
0.0080 |
0.0002 |
1.9% |
0.0127 |
| ATR |
0.0084 |
0.0084 |
0.0000 |
-0.4% |
0.0000 |
| Volume |
331,638 |
345,733 |
14,095 |
4.3% |
1,178,657 |
|
| Daily Pivots for day following 12-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1862 |
1.1829 |
1.1681 |
|
| R3 |
1.1782 |
1.1749 |
1.1659 |
|
| R2 |
1.1702 |
1.1702 |
1.1651 |
|
| R1 |
1.1669 |
1.1669 |
1.1644 |
1.1685 |
| PP |
1.1622 |
1.1622 |
1.1622 |
1.1630 |
| S1 |
1.1589 |
1.1589 |
1.1629 |
1.1605 |
| S2 |
1.1542 |
1.1542 |
1.1622 |
|
| S3 |
1.1462 |
1.1509 |
1.1615 |
|
| S4 |
1.1382 |
1.1429 |
1.1593 |
|
|
| 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% |
0.0081 |
0.7% |
78% |
False |
False |
285,321 |
| 10 |
1.1732 |
1.1531 |
0.0201 |
1.7% |
0.0084 |
0.7% |
53% |
False |
False |
283,574 |
| 20 |
1.1751 |
1.1328 |
0.0423 |
3.6% |
0.0084 |
0.7% |
73% |
False |
False |
267,542 |
| 40 |
1.1801 |
1.1328 |
0.0473 |
4.1% |
0.0080 |
0.7% |
65% |
False |
False |
254,902 |
| 60 |
1.1852 |
1.1328 |
0.0524 |
4.5% |
0.0082 |
0.7% |
59% |
False |
False |
248,124 |
| 80 |
1.1940 |
1.1328 |
0.0612 |
5.3% |
0.0086 |
0.7% |
50% |
False |
False |
205,087 |
| 100 |
1.2427 |
1.1328 |
0.1099 |
9.4% |
0.0085 |
0.7% |
28% |
False |
False |
164,371 |
| 120 |
1.2639 |
1.1328 |
0.1312 |
11.3% |
0.0082 |
0.7% |
24% |
False |
False |
137,030 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1994 |
|
2.618 |
1.1863 |
|
1.618 |
1.1783 |
|
1.000 |
1.1734 |
|
0.618 |
1.1703 |
|
HIGH |
1.1654 |
|
0.618 |
1.1623 |
|
0.500 |
1.1614 |
|
0.382 |
1.1605 |
|
LOW |
1.1574 |
|
0.618 |
1.1525 |
|
1.000 |
1.1494 |
|
1.618 |
1.1445 |
|
2.618 |
1.1365 |
|
4.250 |
1.1234 |
|
|
| Fisher Pivots for day following 12-Sep-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.1629 |
1.1622 |
| PP |
1.1622 |
1.1607 |
| S1 |
1.1614 |
1.1592 |
|