CME Euro FX (E) Future December 2018
| Trading Metrics calculated at close of trading on 18-Sep-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Sep-2018 |
18-Sep-2018 |
Change |
Change % |
Previous Week |
| Open |
1.1711 |
1.1767 |
0.0057 |
0.5% |
1.1640 |
| High |
1.1781 |
1.1807 |
0.0027 |
0.2% |
1.1806 |
| Low |
1.1700 |
1.1734 |
0.0034 |
0.3% |
1.1613 |
| Close |
1.1768 |
1.1749 |
-0.0020 |
-0.2% |
1.1716 |
| Range |
0.0081 |
0.0074 |
-0.0007 |
-8.7% |
0.0193 |
| ATR |
0.0084 |
0.0083 |
-0.0001 |
-0.9% |
0.0000 |
| Volume |
163,078 |
223,559 |
60,481 |
37.1% |
965,859 |
|
| Daily Pivots for day following 18-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1984 |
1.1940 |
1.1789 |
|
| R3 |
1.1910 |
1.1866 |
1.1769 |
|
| R2 |
1.1837 |
1.1837 |
1.1762 |
|
| R1 |
1.1793 |
1.1793 |
1.1755 |
1.1778 |
| PP |
1.1763 |
1.1763 |
1.1763 |
1.1756 |
| S1 |
1.1719 |
1.1719 |
1.1742 |
1.1704 |
| S2 |
1.1690 |
1.1690 |
1.1735 |
|
| S3 |
1.1616 |
1.1646 |
1.1728 |
|
| S4 |
1.1543 |
1.1572 |
1.1708 |
|
|
| 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 |
1.1807 |
1.1656 |
0.0151 |
1.3% |
0.0086 |
0.7% |
61% |
True |
False |
226,840 |
| 10 |
1.1807 |
1.1613 |
0.0195 |
1.7% |
0.0085 |
0.7% |
70% |
True |
False |
141,871 |
| 20 |
1.1831 |
1.1591 |
0.0241 |
2.0% |
0.0085 |
0.7% |
66% |
False |
False |
74,538 |
| 40 |
1.1871 |
1.1410 |
0.0462 |
3.9% |
0.0077 |
0.7% |
73% |
False |
False |
37,860 |
| 60 |
1.1936 |
1.1410 |
0.0526 |
4.5% |
0.0077 |
0.7% |
64% |
False |
False |
25,389 |
| 80 |
1.2014 |
1.1410 |
0.0604 |
5.1% |
0.0080 |
0.7% |
56% |
False |
False |
19,167 |
| 100 |
1.2347 |
1.1410 |
0.0938 |
8.0% |
0.0078 |
0.7% |
36% |
False |
False |
15,385 |
| 120 |
1.2653 |
1.1410 |
0.1244 |
10.6% |
0.0074 |
0.6% |
27% |
False |
False |
12,835 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2119 |
|
2.618 |
1.1999 |
|
1.618 |
1.1926 |
|
1.000 |
1.1881 |
|
0.618 |
1.1852 |
|
HIGH |
1.1807 |
|
0.618 |
1.1779 |
|
0.500 |
1.1770 |
|
0.382 |
1.1762 |
|
LOW |
1.1734 |
|
0.618 |
1.1688 |
|
1.000 |
1.1660 |
|
1.618 |
1.1615 |
|
2.618 |
1.1541 |
|
4.250 |
1.1421 |
|
|
| Fisher Pivots for day following 18-Sep-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.1770 |
1.1754 |
| PP |
1.1763 |
1.1752 |
| S1 |
1.1756 |
1.1750 |
|