CME Euro FX (E) Future December 2018
| Trading Metrics calculated at close of trading on 30-Aug-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Aug-2018 |
30-Aug-2018 |
Change |
Change % |
Previous Week |
| Open |
1.1794 |
1.1805 |
0.0011 |
0.1% |
1.1541 |
| High |
1.1807 |
1.1814 |
0.0008 |
0.1% |
1.1740 |
| Low |
1.1752 |
1.1739 |
-0.0013 |
-0.1% |
1.1500 |
| Close |
1.1798 |
1.1761 |
-0.0037 |
-0.3% |
1.1727 |
| Range |
0.0055 |
0.0076 |
0.0021 |
37.3% |
0.0241 |
| ATR |
0.0078 |
0.0078 |
0.0000 |
-0.2% |
0.0000 |
| Volume |
11,857 |
7,788 |
-4,069 |
-34.3% |
21,808 |
|
| Daily Pivots for day following 30-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1998 |
1.1955 |
1.1802 |
|
| R3 |
1.1922 |
1.1879 |
1.1781 |
|
| R2 |
1.1847 |
1.1847 |
1.1774 |
|
| R1 |
1.1804 |
1.1804 |
1.1767 |
1.1787 |
| PP |
1.1771 |
1.1771 |
1.1771 |
1.1763 |
| S1 |
1.1728 |
1.1728 |
1.1754 |
1.1712 |
| S2 |
1.1696 |
1.1696 |
1.1747 |
|
| S3 |
1.1620 |
1.1653 |
1.1740 |
|
| S4 |
1.1545 |
1.1577 |
1.1719 |
|
|
| 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 |
1.1637 |
0.0194 |
1.6% |
0.0079 |
0.7% |
64% |
False |
False |
5,572 |
| 10 |
1.1831 |
1.1477 |
0.0354 |
3.0% |
0.0081 |
0.7% |
80% |
False |
False |
4,970 |
| 20 |
1.1831 |
1.1410 |
0.0422 |
3.6% |
0.0076 |
0.6% |
83% |
False |
False |
3,312 |
| 40 |
1.1936 |
1.1410 |
0.0526 |
4.5% |
0.0072 |
0.6% |
67% |
False |
False |
1,889 |
| 60 |
1.2014 |
1.1410 |
0.0604 |
5.1% |
0.0076 |
0.6% |
58% |
False |
False |
1,416 |
| 80 |
1.2194 |
1.1410 |
0.0784 |
6.7% |
0.0077 |
0.7% |
45% |
False |
False |
1,158 |
| 100 |
1.2653 |
1.1410 |
0.1244 |
10.6% |
0.0073 |
0.6% |
28% |
False |
False |
948 |
| 120 |
1.2735 |
1.1410 |
0.1326 |
11.3% |
0.0073 |
0.6% |
26% |
False |
False |
806 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2135 |
|
2.618 |
1.2012 |
|
1.618 |
1.1936 |
|
1.000 |
1.1890 |
|
0.618 |
1.1861 |
|
HIGH |
1.1814 |
|
0.618 |
1.1785 |
|
0.500 |
1.1776 |
|
0.382 |
1.1767 |
|
LOW |
1.1739 |
|
0.618 |
1.1692 |
|
1.000 |
1.1663 |
|
1.618 |
1.1616 |
|
2.618 |
1.1541 |
|
4.250 |
1.1418 |
|
|
| Fisher Pivots for day following 30-Aug-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.1776 |
1.1785 |
| PP |
1.1771 |
1.1777 |
| S1 |
1.1766 |
1.1769 |
|