CME Euro FX (E) Future December 2018
| Trading Metrics calculated at close of trading on 13-Sep-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Sep-2018 |
13-Sep-2018 |
Change |
Change % |
Previous Week |
| Open |
1.1688 |
1.1714 |
0.0027 |
0.2% |
1.1692 |
| High |
1.1736 |
1.1786 |
0.0051 |
0.4% |
1.1750 |
| Low |
1.1656 |
1.1693 |
0.0037 |
0.3% |
1.1624 |
| Close |
1.1718 |
1.1776 |
0.0058 |
0.5% |
1.1654 |
| Range |
0.0080 |
0.0094 |
0.0014 |
17.6% |
0.0127 |
| ATR |
0.0082 |
0.0083 |
0.0001 |
1.0% |
0.0000 |
| Volume |
168,716 |
295,472 |
126,756 |
75.1% |
82,268 |
|
| Daily Pivots for day following 13-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2032 |
1.1998 |
1.1827 |
|
| R3 |
1.1939 |
1.1904 |
1.1802 |
|
| R2 |
1.1845 |
1.1845 |
1.1793 |
|
| R1 |
1.1811 |
1.1811 |
1.1785 |
1.1828 |
| PP |
1.1752 |
1.1752 |
1.1752 |
1.1760 |
| S1 |
1.1717 |
1.1717 |
1.1767 |
1.1734 |
| S2 |
1.1658 |
1.1658 |
1.1759 |
|
| S3 |
1.1565 |
1.1624 |
1.1750 |
|
| S4 |
1.1471 |
1.1530 |
1.1725 |
|
|
| 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 |
1.1786 |
1.1613 |
0.0174 |
1.5% |
0.0088 |
0.8% |
94% |
True |
False |
142,745 |
| 10 |
1.1814 |
1.1613 |
0.0202 |
1.7% |
0.0087 |
0.7% |
81% |
False |
False |
78,236 |
| 20 |
1.1831 |
1.1445 |
0.0386 |
3.3% |
0.0084 |
0.7% |
86% |
False |
False |
41,572 |
| 40 |
1.1880 |
1.1410 |
0.0470 |
4.0% |
0.0077 |
0.7% |
78% |
False |
False |
21,136 |
| 60 |
1.1936 |
1.1410 |
0.0526 |
4.5% |
0.0077 |
0.6% |
70% |
False |
False |
14,251 |
| 80 |
1.2019 |
1.1410 |
0.0610 |
5.2% |
0.0079 |
0.7% |
60% |
False |
False |
10,812 |
| 100 |
1.2472 |
1.1410 |
0.1062 |
9.0% |
0.0077 |
0.7% |
35% |
False |
False |
8,688 |
| 120 |
1.2735 |
1.1410 |
0.1326 |
11.3% |
0.0074 |
0.6% |
28% |
False |
False |
7,254 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2183 |
|
2.618 |
1.2031 |
|
1.618 |
1.1937 |
|
1.000 |
1.1880 |
|
0.618 |
1.1844 |
|
HIGH |
1.1786 |
|
0.618 |
1.1750 |
|
0.500 |
1.1739 |
|
0.382 |
1.1728 |
|
LOW |
1.1693 |
|
0.618 |
1.1635 |
|
1.000 |
1.1599 |
|
1.618 |
1.1541 |
|
2.618 |
1.1448 |
|
4.250 |
1.1295 |
|
|
| Fisher Pivots for day following 13-Sep-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.1764 |
1.1757 |
| PP |
1.1752 |
1.1738 |
| S1 |
1.1739 |
1.1719 |
|