CME Euro FX (E) Future December 2018
| Trading Metrics calculated at close of trading on 17-Sep-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Sep-2018 |
17-Sep-2018 |
Change |
Change % |
Previous Week |
| Open |
1.1775 |
1.1711 |
-0.0064 |
-0.5% |
1.1640 |
| High |
1.1806 |
1.1781 |
-0.0025 |
-0.2% |
1.1806 |
| Low |
1.1704 |
1.1700 |
-0.0004 |
0.0% |
1.1613 |
| Close |
1.1716 |
1.1768 |
0.0053 |
0.4% |
1.1716 |
| Range |
0.0102 |
0.0081 |
-0.0022 |
-21.1% |
0.0193 |
| ATR |
0.0084 |
0.0084 |
0.0000 |
-0.3% |
0.0000 |
| Volume |
283,375 |
163,078 |
-120,297 |
-42.5% |
965,859 |
|
| Daily Pivots for day following 17-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1991 |
1.1960 |
1.1812 |
|
| R3 |
1.1911 |
1.1880 |
1.1790 |
|
| R2 |
1.1830 |
1.1830 |
1.1783 |
|
| R1 |
1.1799 |
1.1799 |
1.1775 |
1.1815 |
| PP |
1.1750 |
1.1750 |
1.1750 |
1.1757 |
| S1 |
1.1719 |
1.1719 |
1.1761 |
1.1734 |
| S2 |
1.1669 |
1.1669 |
1.1753 |
|
| S3 |
1.1589 |
1.1638 |
1.1746 |
|
| S4 |
1.1508 |
1.1558 |
1.1724 |
|
|
| 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 |
1.1653 |
0.0153 |
1.3% |
0.0087 |
0.7% |
75% |
False |
False |
214,299 |
| 10 |
1.1806 |
1.1613 |
0.0193 |
1.6% |
0.0087 |
0.7% |
81% |
False |
False |
121,120 |
| 20 |
1.1831 |
1.1500 |
0.0332 |
2.8% |
0.0086 |
0.7% |
81% |
False |
False |
63,451 |
| 40 |
1.1880 |
1.1410 |
0.0470 |
4.0% |
0.0076 |
0.6% |
76% |
False |
False |
32,278 |
| 60 |
1.1936 |
1.1410 |
0.0526 |
4.5% |
0.0077 |
0.7% |
68% |
False |
False |
21,672 |
| 80 |
1.2014 |
1.1410 |
0.0604 |
5.1% |
0.0079 |
0.7% |
59% |
False |
False |
16,376 |
| 100 |
1.2431 |
1.1410 |
0.1022 |
8.7% |
0.0078 |
0.7% |
35% |
False |
False |
13,150 |
| 120 |
1.2657 |
1.1410 |
0.1248 |
10.6% |
0.0074 |
0.6% |
29% |
False |
False |
10,973 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2123 |
|
2.618 |
1.1991 |
|
1.618 |
1.1911 |
|
1.000 |
1.1861 |
|
0.618 |
1.1830 |
|
HIGH |
1.1781 |
|
0.618 |
1.1750 |
|
0.500 |
1.1740 |
|
0.382 |
1.1731 |
|
LOW |
1.1700 |
|
0.618 |
1.1650 |
|
1.000 |
1.1620 |
|
1.618 |
1.1570 |
|
2.618 |
1.1489 |
|
4.250 |
1.1358 |
|
|
| Fisher Pivots for day following 17-Sep-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.1759 |
1.1762 |
| PP |
1.1750 |
1.1755 |
| S1 |
1.1740 |
1.1749 |
|