CME Euro FX (E) Future December 2018
| Trading Metrics calculated at close of trading on 29-Aug-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Aug-2018 |
29-Aug-2018 |
Change |
Change % |
Previous Week |
| Open |
1.1779 |
1.1794 |
0.0015 |
0.1% |
1.1541 |
| High |
1.1831 |
1.1807 |
-0.0025 |
-0.2% |
1.1740 |
| Low |
1.1766 |
1.1752 |
-0.0015 |
-0.1% |
1.1500 |
| Close |
1.1795 |
1.1798 |
0.0003 |
0.0% |
1.1727 |
| Range |
0.0065 |
0.0055 |
-0.0010 |
-15.4% |
0.0241 |
| ATR |
0.0080 |
0.0078 |
-0.0002 |
-2.2% |
0.0000 |
| Volume |
4,527 |
11,857 |
7,330 |
161.9% |
21,808 |
|
| Daily Pivots for day following 29-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1950 |
1.1929 |
1.1828 |
|
| R3 |
1.1895 |
1.1874 |
1.1813 |
|
| R2 |
1.1840 |
1.1840 |
1.1808 |
|
| R1 |
1.1819 |
1.1819 |
1.1803 |
1.1830 |
| PP |
1.1785 |
1.1785 |
1.1785 |
1.1791 |
| S1 |
1.1764 |
1.1764 |
1.1792 |
1.1775 |
| S2 |
1.1730 |
1.1730 |
1.1787 |
|
| S3 |
1.1675 |
1.1709 |
1.1782 |
|
| S4 |
1.1620 |
1.1654 |
1.1767 |
|
|
| 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% |
0.0078 |
0.7% |
83% |
False |
False |
4,749 |
| 10 |
1.1831 |
1.1445 |
0.0386 |
3.3% |
0.0080 |
0.7% |
91% |
False |
False |
4,908 |
| 20 |
1.1831 |
1.1410 |
0.0422 |
3.6% |
0.0076 |
0.6% |
92% |
False |
False |
2,957 |
| 40 |
1.1936 |
1.1410 |
0.0526 |
4.5% |
0.0072 |
0.6% |
74% |
False |
False |
1,707 |
| 60 |
1.2014 |
1.1410 |
0.0604 |
5.1% |
0.0076 |
0.6% |
64% |
False |
False |
1,290 |
| 80 |
1.2194 |
1.1410 |
0.0784 |
6.6% |
0.0077 |
0.7% |
49% |
False |
False |
1,063 |
| 100 |
1.2653 |
1.1410 |
0.1244 |
10.5% |
0.0073 |
0.6% |
31% |
False |
False |
871 |
| 120 |
1.2735 |
1.1410 |
0.1326 |
11.2% |
0.0072 |
0.6% |
29% |
False |
False |
742 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2040 |
|
2.618 |
1.1950 |
|
1.618 |
1.1895 |
|
1.000 |
1.1862 |
|
0.618 |
1.1840 |
|
HIGH |
1.1807 |
|
0.618 |
1.1785 |
|
0.500 |
1.1779 |
|
0.382 |
1.1773 |
|
LOW |
1.1752 |
|
0.618 |
1.1718 |
|
1.000 |
1.1697 |
|
1.618 |
1.1663 |
|
2.618 |
1.1608 |
|
4.250 |
1.1518 |
|
|
| Fisher Pivots for day following 29-Aug-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.1791 |
1.1786 |
| PP |
1.1785 |
1.1775 |
| S1 |
1.1779 |
1.1764 |
|