CME Euro FX (E) Future December 2018
| Trading Metrics calculated at close of trading on 06-Sep-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Sep-2018 |
06-Sep-2018 |
Change |
Change % |
Previous Week |
| Open |
1.1677 |
1.1723 |
0.0047 |
0.4% |
1.1722 |
| High |
1.1732 |
1.1750 |
0.0018 |
0.2% |
1.1831 |
| Low |
1.1634 |
1.1696 |
0.0062 |
0.5% |
1.1680 |
| Close |
1.1717 |
1.1716 |
-0.0001 |
0.0% |
1.1692 |
| Range |
0.0098 |
0.0055 |
-0.0044 |
-44.4% |
0.0151 |
| ATR |
0.0082 |
0.0080 |
-0.0002 |
-2.4% |
0.0000 |
| Volume |
15,322 |
19,655 |
4,333 |
28.3% |
36,014 |
|
| Daily Pivots for day following 06-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1884 |
1.1855 |
1.1746 |
|
| R3 |
1.1830 |
1.1800 |
1.1731 |
|
| R2 |
1.1775 |
1.1775 |
1.1726 |
|
| R1 |
1.1746 |
1.1746 |
1.1721 |
1.1733 |
| PP |
1.1721 |
1.1721 |
1.1721 |
1.1714 |
| S1 |
1.1691 |
1.1691 |
1.1711 |
1.1679 |
| S2 |
1.1666 |
1.1666 |
1.1706 |
|
| S3 |
1.1612 |
1.1637 |
1.1701 |
|
| S4 |
1.1557 |
1.1582 |
1.1686 |
|
|
| 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 |
13,727 |
| 10 |
1.1831 |
1.1624 |
0.0208 |
1.8% |
0.0082 |
0.7% |
45% |
False |
False |
9,238 |
| 20 |
1.1831 |
1.1410 |
0.0422 |
3.6% |
0.0084 |
0.7% |
73% |
False |
False |
6,248 |
| 40 |
1.1881 |
1.1410 |
0.0471 |
4.0% |
0.0073 |
0.6% |
65% |
False |
False |
3,321 |
| 60 |
1.2010 |
1.1410 |
0.0601 |
5.1% |
0.0079 |
0.7% |
51% |
False |
False |
2,419 |
| 80 |
1.2137 |
1.1410 |
0.0728 |
6.2% |
0.0078 |
0.7% |
42% |
False |
False |
1,912 |
| 100 |
1.2653 |
1.1410 |
0.1244 |
10.6% |
0.0075 |
0.6% |
25% |
False |
False |
1,555 |
| 120 |
1.2735 |
1.1410 |
0.1326 |
11.3% |
0.0073 |
0.6% |
23% |
False |
False |
1,309 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1982 |
|
2.618 |
1.1893 |
|
1.618 |
1.1838 |
|
1.000 |
1.1805 |
|
0.618 |
1.1784 |
|
HIGH |
1.1750 |
|
0.618 |
1.1729 |
|
0.500 |
1.1723 |
|
0.382 |
1.1716 |
|
LOW |
1.1696 |
|
0.618 |
1.1662 |
|
1.000 |
1.1641 |
|
1.618 |
1.1607 |
|
2.618 |
1.1553 |
|
4.250 |
1.1464 |
|
|
| Fisher Pivots for day following 06-Sep-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.1723 |
1.1706 |
| PP |
1.1721 |
1.1697 |
| S1 |
1.1718 |
1.1687 |
|