CME Euro FX (E) Future December 2018
| Trading Metrics calculated at close of trading on 25-Sep-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Sep-2018 |
25-Sep-2018 |
Change |
Change % |
Previous Week |
| Open |
1.1822 |
1.1826 |
0.0004 |
0.0% |
1.1711 |
| High |
1.1893 |
1.1870 |
-0.0024 |
-0.2% |
1.1882 |
| Low |
1.1802 |
1.1807 |
0.0006 |
0.0% |
1.1700 |
| Close |
1.1836 |
1.1844 |
0.0008 |
0.1% |
1.1826 |
| Range |
0.0092 |
0.0063 |
-0.0029 |
-31.7% |
0.0182 |
| ATR |
0.0084 |
0.0082 |
-0.0002 |
-1.8% |
0.0000 |
| Volume |
225,120 |
227,077 |
1,957 |
0.9% |
1,085,254 |
|
| Daily Pivots for day following 25-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2028 |
1.1998 |
1.1878 |
|
| R3 |
1.1965 |
1.1936 |
1.1861 |
|
| R2 |
1.1903 |
1.1903 |
1.1855 |
|
| R1 |
1.1873 |
1.1873 |
1.1849 |
1.1888 |
| PP |
1.1840 |
1.1840 |
1.1840 |
1.1847 |
| S1 |
1.1811 |
1.1811 |
1.1838 |
1.1825 |
| S2 |
1.1778 |
1.1778 |
1.1832 |
|
| S3 |
1.1715 |
1.1748 |
1.1826 |
|
| S4 |
1.1653 |
1.1686 |
1.1809 |
|
|
| 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% |
0.0082 |
0.7% |
70% |
False |
False |
230,162 |
| 10 |
1.1893 |
1.1656 |
0.0237 |
2.0% |
0.0084 |
0.7% |
79% |
False |
False |
228,501 |
| 20 |
1.1893 |
1.1613 |
0.0281 |
2.4% |
0.0083 |
0.7% |
82% |
False |
False |
130,978 |
| 40 |
1.1893 |
1.1410 |
0.0484 |
4.1% |
0.0079 |
0.7% |
90% |
False |
False |
66,575 |
| 60 |
1.1936 |
1.1410 |
0.0526 |
4.4% |
0.0075 |
0.6% |
83% |
False |
False |
44,533 |
| 80 |
1.2014 |
1.1410 |
0.0604 |
5.1% |
0.0078 |
0.7% |
72% |
False |
False |
33,514 |
| 100 |
1.2208 |
1.1410 |
0.0798 |
6.7% |
0.0078 |
0.7% |
54% |
False |
False |
26,884 |
| 120 |
1.2653 |
1.1410 |
0.1244 |
10.5% |
0.0075 |
0.6% |
35% |
False |
False |
22,423 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2135 |
|
2.618 |
1.2033 |
|
1.618 |
1.1971 |
|
1.000 |
1.1932 |
|
0.618 |
1.1908 |
|
HIGH |
1.1870 |
|
0.618 |
1.1846 |
|
0.500 |
1.1838 |
|
0.382 |
1.1831 |
|
LOW |
1.1807 |
|
0.618 |
1.1768 |
|
1.000 |
1.1745 |
|
1.618 |
1.1706 |
|
2.618 |
1.1643 |
|
4.250 |
1.1541 |
|
|
| Fisher Pivots for day following 25-Sep-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.1842 |
1.1847 |
| PP |
1.1840 |
1.1846 |
| S1 |
1.1838 |
1.1845 |
|