CME Euro FX (E) Future December 2018
| Trading Metrics calculated at close of trading on 05-Sep-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Sep-2018 |
05-Sep-2018 |
Change |
Change % |
Previous Week |
| Open |
1.1692 |
1.1677 |
-0.0016 |
-0.1% |
1.1722 |
| High |
1.1720 |
1.1732 |
0.0012 |
0.1% |
1.1831 |
| Low |
1.1624 |
1.1634 |
0.0011 |
0.1% |
1.1680 |
| Close |
1.1674 |
1.1717 |
0.0043 |
0.4% |
1.1692 |
| Range |
0.0097 |
0.0098 |
0.0002 |
1.6% |
0.0151 |
| ATR |
0.0081 |
0.0082 |
0.0001 |
1.5% |
0.0000 |
| Volume |
16,049 |
15,322 |
-727 |
-4.5% |
36,014 |
|
| Daily Pivots for day following 05-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1988 |
1.1950 |
1.1770 |
|
| R3 |
1.1890 |
1.1852 |
1.1743 |
|
| R2 |
1.1792 |
1.1792 |
1.1734 |
|
| R1 |
1.1754 |
1.1754 |
1.1725 |
1.1773 |
| PP |
1.1694 |
1.1694 |
1.1694 |
1.1704 |
| S1 |
1.1656 |
1.1656 |
1.1708 |
1.1675 |
| S2 |
1.1596 |
1.1596 |
1.1699 |
|
| S3 |
1.1498 |
1.1558 |
1.1690 |
|
| S4 |
1.1400 |
1.1460 |
1.1663 |
|
|
| Weekly Pivots for week ending 31-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2187 |
1.2091 |
1.1775 |
|
| R3 |
1.2036 |
1.1940 |
1.1734 |
|
| R2 |
1.1885 |
1.1885 |
1.1720 |
|
| R1 |
1.1789 |
1.1789 |
1.1706 |
1.1762 |
| PP |
1.1734 |
1.1734 |
1.1734 |
1.1721 |
| S1 |
1.1638 |
1.1638 |
1.1678 |
1.1611 |
| S2 |
1.1583 |
1.1583 |
1.1664 |
|
| S3 |
1.1432 |
1.1487 |
1.1650 |
|
| S4 |
1.1281 |
1.1336 |
1.1609 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1814 |
1.1624 |
0.0191 |
1.6% |
0.0086 |
0.7% |
49% |
False |
False |
12,167 |
| 10 |
1.1831 |
1.1624 |
0.0208 |
1.8% |
0.0083 |
0.7% |
45% |
False |
False |
8,209 |
| 20 |
1.1831 |
1.1410 |
0.0422 |
3.6% |
0.0084 |
0.7% |
73% |
False |
False |
5,287 |
| 40 |
1.1900 |
1.1410 |
0.0491 |
4.2% |
0.0074 |
0.6% |
63% |
False |
False |
2,837 |
| 60 |
1.2010 |
1.1410 |
0.0601 |
5.1% |
0.0079 |
0.7% |
51% |
False |
False |
2,097 |
| 80 |
1.2194 |
1.1410 |
0.0784 |
6.7% |
0.0078 |
0.7% |
39% |
False |
False |
1,669 |
| 100 |
1.2653 |
1.1410 |
0.1244 |
10.6% |
0.0075 |
0.6% |
25% |
False |
False |
1,359 |
| 120 |
1.2735 |
1.1410 |
0.1326 |
11.3% |
0.0074 |
0.6% |
23% |
False |
False |
1,146 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2149 |
|
2.618 |
1.1989 |
|
1.618 |
1.1891 |
|
1.000 |
1.1830 |
|
0.618 |
1.1793 |
|
HIGH |
1.1732 |
|
0.618 |
1.1695 |
|
0.500 |
1.1683 |
|
0.382 |
1.1671 |
|
LOW |
1.1634 |
|
0.618 |
1.1573 |
|
1.000 |
1.1536 |
|
1.618 |
1.1475 |
|
2.618 |
1.1377 |
|
4.250 |
1.1218 |
|
|
| Fisher Pivots for day following 05-Sep-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.1705 |
1.1712 |
| PP |
1.1694 |
1.1708 |
| S1 |
1.1683 |
1.1704 |
|