CME Euro FX (E) Future December 2018
| Trading Metrics calculated at close of trading on 07-Sep-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Sep-2018 |
07-Sep-2018 |
Change |
Change % |
Previous Week |
| Open |
1.1723 |
1.1712 |
-0.0011 |
-0.1% |
1.1692 |
| High |
1.1750 |
1.1738 |
-0.0012 |
-0.1% |
1.1750 |
| Low |
1.1696 |
1.1639 |
-0.0057 |
-0.5% |
1.1624 |
| Close |
1.1716 |
1.1654 |
-0.0063 |
-0.5% |
1.1654 |
| Range |
0.0055 |
0.0099 |
0.0045 |
81.7% |
0.0127 |
| ATR |
0.0080 |
0.0081 |
0.0001 |
1.7% |
0.0000 |
| Volume |
19,655 |
31,242 |
11,587 |
59.0% |
82,268 |
|
| Daily Pivots for day following 07-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1974 |
1.1913 |
1.1708 |
|
| R3 |
1.1875 |
1.1814 |
1.1681 |
|
| R2 |
1.1776 |
1.1776 |
1.1672 |
|
| R1 |
1.1715 |
1.1715 |
1.1663 |
1.1696 |
| PP |
1.1677 |
1.1677 |
1.1677 |
1.1667 |
| S1 |
1.1616 |
1.1616 |
1.1644 |
1.1597 |
| S2 |
1.1578 |
1.1578 |
1.1635 |
|
| S3 |
1.1479 |
1.1517 |
1.1626 |
|
| S4 |
1.1380 |
1.1418 |
1.1599 |
|
|
| Weekly Pivots for week ending 07-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2055 |
1.1981 |
1.1723 |
|
| R3 |
1.1929 |
1.1854 |
1.1688 |
|
| R2 |
1.1802 |
1.1802 |
1.1677 |
|
| R1 |
1.1728 |
1.1728 |
1.1665 |
1.1702 |
| PP |
1.1676 |
1.1676 |
1.1676 |
1.1663 |
| S1 |
1.1601 |
1.1601 |
1.1642 |
1.1575 |
| S2 |
1.1549 |
1.1549 |
1.1630 |
|
| S3 |
1.1423 |
1.1475 |
1.1619 |
|
| S4 |
1.1296 |
1.1348 |
1.1584 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1785 |
1.1624 |
0.0162 |
1.4% |
0.0091 |
0.8% |
19% |
False |
False |
18,418 |
| 10 |
1.1831 |
1.1624 |
0.0208 |
1.8% |
0.0085 |
0.7% |
14% |
False |
False |
11,995 |
| 20 |
1.1831 |
1.1410 |
0.0422 |
3.6% |
0.0084 |
0.7% |
58% |
False |
False |
7,745 |
| 40 |
1.1881 |
1.1410 |
0.0471 |
4.0% |
0.0075 |
0.6% |
52% |
False |
False |
4,098 |
| 60 |
1.2010 |
1.1410 |
0.0601 |
5.2% |
0.0079 |
0.7% |
41% |
False |
False |
2,932 |
| 80 |
1.2055 |
1.1410 |
0.0646 |
5.5% |
0.0078 |
0.7% |
38% |
False |
False |
2,299 |
| 100 |
1.2637 |
1.1410 |
0.1227 |
10.5% |
0.0076 |
0.6% |
20% |
False |
False |
1,867 |
| 120 |
1.2735 |
1.1410 |
0.1326 |
11.4% |
0.0073 |
0.6% |
18% |
False |
False |
1,569 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2159 |
|
2.618 |
1.1997 |
|
1.618 |
1.1898 |
|
1.000 |
1.1837 |
|
0.618 |
1.1799 |
|
HIGH |
1.1738 |
|
0.618 |
1.1700 |
|
0.500 |
1.1689 |
|
0.382 |
1.1677 |
|
LOW |
1.1639 |
|
0.618 |
1.1578 |
|
1.000 |
1.1540 |
|
1.618 |
1.1479 |
|
2.618 |
1.1380 |
|
4.250 |
1.1218 |
|
|
| Fisher Pivots for day following 07-Sep-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.1689 |
1.1692 |
| PP |
1.1677 |
1.1679 |
| S1 |
1.1665 |
1.1666 |
|