CME Euro FX (E) Future December 2018
| Trading Metrics calculated at close of trading on 28-Aug-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Aug-2018 |
28-Aug-2018 |
Change |
Change % |
Previous Week |
| Open |
1.1722 |
1.1779 |
0.0057 |
0.5% |
1.1541 |
| High |
1.1793 |
1.1831 |
0.0038 |
0.3% |
1.1740 |
| Low |
1.1696 |
1.1766 |
0.0070 |
0.6% |
1.1500 |
| Close |
1.1779 |
1.1795 |
0.0016 |
0.1% |
1.1727 |
| Range |
0.0097 |
0.0065 |
-0.0032 |
-33.0% |
0.0241 |
| ATR |
0.0081 |
0.0080 |
-0.0001 |
-1.4% |
0.0000 |
| Volume |
2,019 |
4,527 |
2,508 |
124.2% |
21,808 |
|
| Daily Pivots for day following 28-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1992 |
1.1958 |
1.1830 |
|
| R3 |
1.1927 |
1.1893 |
1.1812 |
|
| R2 |
1.1862 |
1.1862 |
1.1806 |
|
| R1 |
1.1828 |
1.1828 |
1.1800 |
1.1845 |
| PP |
1.1797 |
1.1797 |
1.1797 |
1.1806 |
| S1 |
1.1763 |
1.1763 |
1.1789 |
1.1780 |
| S2 |
1.1732 |
1.1732 |
1.1783 |
|
| S3 |
1.1667 |
1.1698 |
1.1777 |
|
| S4 |
1.1602 |
1.1633 |
1.1759 |
|
|
| Weekly Pivots for week ending 24-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2377 |
1.2292 |
1.1859 |
|
| R3 |
1.2136 |
1.2052 |
1.1793 |
|
| R2 |
1.1896 |
1.1896 |
1.1771 |
|
| R1 |
1.1811 |
1.1811 |
1.1749 |
1.1854 |
| PP |
1.1655 |
1.1655 |
1.1655 |
1.1677 |
| S1 |
1.1571 |
1.1571 |
1.1704 |
1.1613 |
| S2 |
1.1415 |
1.1415 |
1.1682 |
|
| S3 |
1.1174 |
1.1330 |
1.1660 |
|
| S4 |
1.0934 |
1.1090 |
1.1594 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1831 |
1.1631 |
0.0201 |
1.7% |
0.0081 |
0.7% |
82% |
True |
False |
4,251 |
| 10 |
1.1831 |
1.1410 |
0.0422 |
3.6% |
0.0080 |
0.7% |
91% |
True |
False |
3,861 |
| 20 |
1.1831 |
1.1410 |
0.0422 |
3.6% |
0.0075 |
0.6% |
91% |
True |
False |
2,380 |
| 40 |
1.1936 |
1.1410 |
0.0526 |
4.5% |
0.0071 |
0.6% |
73% |
False |
False |
1,419 |
| 60 |
1.2014 |
1.1410 |
0.0604 |
5.1% |
0.0076 |
0.6% |
64% |
False |
False |
1,099 |
| 80 |
1.2194 |
1.1410 |
0.0784 |
6.6% |
0.0077 |
0.7% |
49% |
False |
False |
916 |
| 100 |
1.2653 |
1.1410 |
0.1244 |
10.5% |
0.0073 |
0.6% |
31% |
False |
False |
754 |
| 120 |
1.2735 |
1.1410 |
0.1326 |
11.2% |
0.0072 |
0.6% |
29% |
False |
False |
643 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2107 |
|
2.618 |
1.2001 |
|
1.618 |
1.1936 |
|
1.000 |
1.1896 |
|
0.618 |
1.1871 |
|
HIGH |
1.1831 |
|
0.618 |
1.1806 |
|
0.500 |
1.1799 |
|
0.382 |
1.1791 |
|
LOW |
1.1766 |
|
0.618 |
1.1726 |
|
1.000 |
1.1701 |
|
1.618 |
1.1661 |
|
2.618 |
1.1596 |
|
4.250 |
1.1490 |
|
|
| Fisher Pivots for day following 28-Aug-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.1799 |
1.1774 |
| PP |
1.1797 |
1.1754 |
| S1 |
1.1796 |
1.1734 |
|