CME Euro FX (E) Future December 2018
| Trading Metrics calculated at close of trading on 24-Sep-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Sep-2018 |
24-Sep-2018 |
Change |
Change % |
Previous Week |
| Open |
1.1857 |
1.1822 |
-0.0035 |
-0.3% |
1.1711 |
| High |
1.1882 |
1.1893 |
0.0012 |
0.1% |
1.1882 |
| Low |
1.1811 |
1.1802 |
-0.0010 |
-0.1% |
1.1700 |
| Close |
1.1826 |
1.1836 |
0.0011 |
0.1% |
1.1826 |
| Range |
0.0071 |
0.0092 |
0.0021 |
29.8% |
0.0182 |
| ATR |
0.0083 |
0.0084 |
0.0001 |
0.7% |
0.0000 |
| Volume |
237,666 |
225,120 |
-12,546 |
-5.3% |
1,085,254 |
|
| Daily Pivots for day following 24-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2118 |
1.2069 |
1.1886 |
|
| R3 |
1.2027 |
1.1977 |
1.1861 |
|
| R2 |
1.1935 |
1.1935 |
1.1853 |
|
| R1 |
1.1886 |
1.1886 |
1.1844 |
1.1910 |
| PP |
1.1844 |
1.1844 |
1.1844 |
1.1856 |
| S1 |
1.1794 |
1.1794 |
1.1828 |
1.1819 |
| S2 |
1.1752 |
1.1752 |
1.1819 |
|
| S3 |
1.1661 |
1.1703 |
1.1811 |
|
| S4 |
1.1569 |
1.1611 |
1.1786 |
|
|
| Weekly Pivots for week ending 21-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2347 |
1.2268 |
1.1925 |
|
| R3 |
1.2165 |
1.2086 |
1.1875 |
|
| R2 |
1.1984 |
1.1984 |
1.1859 |
|
| R1 |
1.1905 |
1.1905 |
1.1842 |
1.1944 |
| PP |
1.1802 |
1.1802 |
1.1802 |
1.1822 |
| S1 |
1.1723 |
1.1723 |
1.1809 |
1.1763 |
| S2 |
1.1621 |
1.1621 |
1.1792 |
|
| S3 |
1.1439 |
1.1542 |
1.1776 |
|
| S4 |
1.1258 |
1.1360 |
1.1726 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1893 |
1.1731 |
0.0163 |
1.4% |
0.0084 |
0.7% |
65% |
True |
False |
229,459 |
| 10 |
1.1893 |
1.1653 |
0.0241 |
2.0% |
0.0085 |
0.7% |
76% |
True |
False |
221,879 |
| 20 |
1.1893 |
1.1613 |
0.0281 |
2.4% |
0.0084 |
0.7% |
80% |
True |
False |
119,725 |
| 40 |
1.1893 |
1.1410 |
0.0484 |
4.1% |
0.0079 |
0.7% |
88% |
True |
False |
60,912 |
| 60 |
1.1936 |
1.1410 |
0.0526 |
4.4% |
0.0076 |
0.6% |
81% |
False |
False |
40,756 |
| 80 |
1.2014 |
1.1410 |
0.0604 |
5.1% |
0.0078 |
0.7% |
71% |
False |
False |
30,677 |
| 100 |
1.2223 |
1.1410 |
0.0814 |
6.9% |
0.0078 |
0.7% |
52% |
False |
False |
24,614 |
| 120 |
1.2653 |
1.1410 |
0.1244 |
10.5% |
0.0075 |
0.6% |
34% |
False |
False |
20,531 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2282 |
|
2.618 |
1.2133 |
|
1.618 |
1.2041 |
|
1.000 |
1.1985 |
|
0.618 |
1.1950 |
|
HIGH |
1.1893 |
|
0.618 |
1.1858 |
|
0.500 |
1.1847 |
|
0.382 |
1.1836 |
|
LOW |
1.1802 |
|
0.618 |
1.1745 |
|
1.000 |
1.1710 |
|
1.618 |
1.1653 |
|
2.618 |
1.1562 |
|
4.250 |
1.1413 |
|
|
| Fisher Pivots for day following 24-Sep-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.1847 |
1.1831 |
| PP |
1.1844 |
1.1825 |
| S1 |
1.1840 |
1.1820 |
|