CME Euro FX (E) Future September 2018
| Trading Metrics calculated at close of trading on 13-Sep-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Sep-2018 |
13-Sep-2018 |
Change |
Change % |
Previous Week |
| Open |
1.1605 |
1.1632 |
0.0028 |
0.2% |
1.1609 |
| High |
1.1654 |
1.1703 |
0.0049 |
0.4% |
1.1667 |
| Low |
1.1574 |
1.1611 |
0.0037 |
0.3% |
1.1541 |
| Close |
1.1637 |
1.1694 |
0.0057 |
0.5% |
1.1572 |
| Range |
0.0080 |
0.0093 |
0.0013 |
15.6% |
0.0127 |
| ATR |
0.0084 |
0.0085 |
0.0001 |
0.7% |
0.0000 |
| Volume |
345,733 |
447,496 |
101,763 |
29.4% |
1,178,657 |
|
| Daily Pivots for day following 13-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1947 |
1.1913 |
1.1744 |
|
| R3 |
1.1854 |
1.1820 |
1.1719 |
|
| R2 |
1.1762 |
1.1762 |
1.1710 |
|
| R1 |
1.1728 |
1.1728 |
1.1702 |
1.1745 |
| PP |
1.1669 |
1.1669 |
1.1669 |
1.1678 |
| S1 |
1.1635 |
1.1635 |
1.1685 |
1.1652 |
| S2 |
1.1577 |
1.1577 |
1.1677 |
|
| S3 |
1.1484 |
1.1543 |
1.1668 |
|
| S4 |
1.1392 |
1.1450 |
1.1643 |
|
|
| 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 |
1.1531 |
0.0173 |
1.5% |
0.0088 |
0.8% |
94% |
True |
False |
327,149 |
| 10 |
1.1732 |
1.1531 |
0.0201 |
1.7% |
0.0088 |
0.8% |
81% |
False |
False |
303,599 |
| 20 |
1.1751 |
1.1360 |
0.0391 |
3.3% |
0.0086 |
0.7% |
85% |
False |
False |
275,432 |
| 40 |
1.1801 |
1.1328 |
0.0473 |
4.0% |
0.0081 |
0.7% |
77% |
False |
False |
260,976 |
| 60 |
1.1852 |
1.1328 |
0.0524 |
4.5% |
0.0082 |
0.7% |
70% |
False |
False |
250,658 |
| 80 |
1.1940 |
1.1328 |
0.0612 |
5.2% |
0.0086 |
0.7% |
60% |
False |
False |
210,649 |
| 100 |
1.2382 |
1.1328 |
0.1054 |
9.0% |
0.0085 |
0.7% |
35% |
False |
False |
168,840 |
| 120 |
1.2639 |
1.1328 |
0.1312 |
11.2% |
0.0083 |
0.7% |
28% |
False |
False |
140,757 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2096 |
|
2.618 |
1.1945 |
|
1.618 |
1.1853 |
|
1.000 |
1.1796 |
|
0.618 |
1.1760 |
|
HIGH |
1.1703 |
|
0.618 |
1.1668 |
|
0.500 |
1.1657 |
|
0.382 |
1.1646 |
|
LOW |
1.1611 |
|
0.618 |
1.1553 |
|
1.000 |
1.1518 |
|
1.618 |
1.1461 |
|
2.618 |
1.1368 |
|
4.250 |
1.1217 |
|
|
| Fisher Pivots for day following 13-Sep-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.1681 |
1.1675 |
| PP |
1.1669 |
1.1656 |
| S1 |
1.1657 |
1.1637 |
|