CME Euro FX (E) Future September 2018
| Trading Metrics calculated at close of trading on 14-Sep-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Sep-2018 |
14-Sep-2018 |
Change |
Change % |
Previous Week |
| Open |
1.1632 |
1.1691 |
0.0059 |
0.5% |
1.1556 |
| High |
1.1703 |
1.1723 |
0.0020 |
0.2% |
1.1723 |
| Low |
1.1611 |
1.1621 |
0.0010 |
0.1% |
1.1531 |
| Close |
1.1694 |
1.1634 |
-0.0060 |
-0.5% |
1.1634 |
| Range |
0.0093 |
0.0102 |
0.0010 |
10.3% |
0.0192 |
| ATR |
0.0085 |
0.0086 |
0.0001 |
1.5% |
0.0000 |
| Volume |
447,496 |
126,923 |
-320,573 |
-71.6% |
1,470,730 |
|
| Daily Pivots for day following 14-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1965 |
1.1901 |
1.1690 |
|
| R3 |
1.1863 |
1.1799 |
1.1662 |
|
| R2 |
1.1761 |
1.1761 |
1.1652 |
|
| R1 |
1.1697 |
1.1697 |
1.1643 |
1.1678 |
| PP |
1.1659 |
1.1659 |
1.1659 |
1.1649 |
| S1 |
1.1595 |
1.1595 |
1.1624 |
1.1576 |
| S2 |
1.1557 |
1.1557 |
1.1615 |
|
| S3 |
1.1455 |
1.1493 |
1.1605 |
|
| S4 |
1.1353 |
1.1391 |
1.1577 |
|
|
| Weekly Pivots for week ending 14-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2205 |
1.2111 |
1.1739 |
|
| R3 |
1.2013 |
1.1919 |
1.1686 |
|
| R2 |
1.1821 |
1.1821 |
1.1669 |
|
| R1 |
1.1727 |
1.1727 |
1.1651 |
1.1774 |
| PP |
1.1629 |
1.1629 |
1.1629 |
1.1652 |
| S1 |
1.1535 |
1.1535 |
1.1616 |
1.1582 |
| S2 |
1.1437 |
1.1437 |
1.1598 |
|
| S3 |
1.1245 |
1.1343 |
1.1581 |
|
| S4 |
1.1053 |
1.1151 |
1.1528 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1723 |
1.1531 |
0.0192 |
1.7% |
0.0089 |
0.8% |
54% |
True |
False |
294,146 |
| 10 |
1.1723 |
1.1531 |
0.0192 |
1.7% |
0.0090 |
0.8% |
54% |
True |
False |
291,616 |
| 20 |
1.1751 |
1.1390 |
0.0361 |
3.1% |
0.0087 |
0.7% |
68% |
False |
False |
266,503 |
| 40 |
1.1801 |
1.1328 |
0.0473 |
4.1% |
0.0081 |
0.7% |
65% |
False |
False |
257,135 |
| 60 |
1.1852 |
1.1328 |
0.0524 |
4.5% |
0.0082 |
0.7% |
58% |
False |
False |
248,874 |
| 80 |
1.1940 |
1.1328 |
0.0612 |
5.3% |
0.0087 |
0.7% |
50% |
False |
False |
212,199 |
| 100 |
1.2373 |
1.1328 |
0.1046 |
9.0% |
0.0086 |
0.7% |
29% |
False |
False |
170,099 |
| 120 |
1.2639 |
1.1328 |
0.1312 |
11.3% |
0.0083 |
0.7% |
23% |
False |
False |
141,813 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2156 |
|
2.618 |
1.1990 |
|
1.618 |
1.1888 |
|
1.000 |
1.1825 |
|
0.618 |
1.1786 |
|
HIGH |
1.1723 |
|
0.618 |
1.1684 |
|
0.500 |
1.1672 |
|
0.382 |
1.1659 |
|
LOW |
1.1621 |
|
0.618 |
1.1557 |
|
1.000 |
1.1519 |
|
1.618 |
1.1455 |
|
2.618 |
1.1353 |
|
4.250 |
1.1187 |
|
|
| Fisher Pivots for day following 14-Sep-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.1672 |
1.1648 |
| PP |
1.1659 |
1.1643 |
| S1 |
1.1646 |
1.1638 |
|