CME Euro FX (E) Future December 2018
| Trading Metrics calculated at close of trading on 14-Sep-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Sep-2018 |
14-Sep-2018 |
Change |
Change % |
Previous Week |
| Open |
1.1714 |
1.1775 |
0.0061 |
0.5% |
1.1640 |
| High |
1.1786 |
1.1806 |
0.0020 |
0.2% |
1.1806 |
| Low |
1.1693 |
1.1704 |
0.0011 |
0.1% |
1.1613 |
| Close |
1.1776 |
1.1716 |
-0.0061 |
-0.5% |
1.1716 |
| Range |
0.0094 |
0.0102 |
0.0009 |
9.1% |
0.0193 |
| ATR |
0.0083 |
0.0084 |
0.0001 |
1.7% |
0.0000 |
| Volume |
295,472 |
283,375 |
-12,097 |
-4.1% |
965,859 |
|
| Daily Pivots for day following 14-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2048 |
1.1984 |
1.1772 |
|
| R3 |
1.1946 |
1.1882 |
1.1744 |
|
| R2 |
1.1844 |
1.1844 |
1.1734 |
|
| R1 |
1.1780 |
1.1780 |
1.1725 |
1.1761 |
| PP |
1.1742 |
1.1742 |
1.1742 |
1.1732 |
| S1 |
1.1678 |
1.1678 |
1.1706 |
1.1659 |
| S2 |
1.1640 |
1.1640 |
1.1697 |
|
| S3 |
1.1538 |
1.1576 |
1.1687 |
|
| S4 |
1.1436 |
1.1474 |
1.1659 |
|
|
| Weekly Pivots for week ending 14-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2290 |
1.2196 |
1.1822 |
|
| R3 |
1.2097 |
1.2003 |
1.1769 |
|
| R2 |
1.1904 |
1.1904 |
1.1751 |
|
| R1 |
1.1810 |
1.1810 |
1.1733 |
1.1857 |
| PP |
1.1711 |
1.1711 |
1.1711 |
1.1735 |
| S1 |
1.1617 |
1.1617 |
1.1698 |
1.1664 |
| S2 |
1.1518 |
1.1518 |
1.1680 |
|
| S3 |
1.1325 |
1.1424 |
1.1662 |
|
| S4 |
1.1132 |
1.1231 |
1.1609 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1806 |
1.1613 |
0.0193 |
1.6% |
0.0089 |
0.8% |
53% |
True |
False |
193,171 |
| 10 |
1.1806 |
1.1613 |
0.0193 |
1.6% |
0.0090 |
0.8% |
53% |
True |
False |
105,795 |
| 20 |
1.1831 |
1.1477 |
0.0354 |
3.0% |
0.0085 |
0.7% |
67% |
False |
False |
55,382 |
| 40 |
1.1880 |
1.1410 |
0.0470 |
4.0% |
0.0077 |
0.7% |
65% |
False |
False |
28,210 |
| 60 |
1.1936 |
1.1410 |
0.0526 |
4.5% |
0.0077 |
0.7% |
58% |
False |
False |
18,963 |
| 80 |
1.2014 |
1.1410 |
0.0604 |
5.2% |
0.0079 |
0.7% |
51% |
False |
False |
14,350 |
| 100 |
1.2460 |
1.1410 |
0.1051 |
9.0% |
0.0078 |
0.7% |
29% |
False |
False |
11,520 |
| 120 |
1.2735 |
1.1410 |
0.1326 |
11.3% |
0.0074 |
0.6% |
23% |
False |
False |
9,615 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2239 |
|
2.618 |
1.2073 |
|
1.618 |
1.1971 |
|
1.000 |
1.1908 |
|
0.618 |
1.1869 |
|
HIGH |
1.1806 |
|
0.618 |
1.1767 |
|
0.500 |
1.1755 |
|
0.382 |
1.1742 |
|
LOW |
1.1704 |
|
0.618 |
1.1640 |
|
1.000 |
1.1602 |
|
1.618 |
1.1538 |
|
2.618 |
1.1436 |
|
4.250 |
1.1270 |
|
|
| Fisher Pivots for day following 14-Sep-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.1755 |
1.1731 |
| PP |
1.1742 |
1.1726 |
| S1 |
1.1729 |
1.1721 |
|