CME Euro FX (E) Future December 2018
| Trading Metrics calculated at close of trading on 26-Sep-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Sep-2018 |
26-Sep-2018 |
Change |
Change % |
Previous Week |
| Open |
1.1826 |
1.1843 |
0.0018 |
0.1% |
1.1711 |
| High |
1.1870 |
1.1875 |
0.0006 |
0.0% |
1.1882 |
| Low |
1.1807 |
1.1801 |
-0.0006 |
-0.1% |
1.1700 |
| Close |
1.1844 |
1.1837 |
-0.0007 |
-0.1% |
1.1826 |
| Range |
0.0063 |
0.0074 |
0.0012 |
18.4% |
0.0182 |
| ATR |
0.0082 |
0.0082 |
-0.0001 |
-0.7% |
0.0000 |
| Volume |
227,077 |
264,250 |
37,173 |
16.4% |
1,085,254 |
|
| Daily Pivots for day following 26-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2060 |
1.2022 |
1.1878 |
|
| R3 |
1.1986 |
1.1948 |
1.1857 |
|
| R2 |
1.1912 |
1.1912 |
1.1851 |
|
| R1 |
1.1874 |
1.1874 |
1.1844 |
1.1856 |
| PP |
1.1838 |
1.1838 |
1.1838 |
1.1829 |
| S1 |
1.1800 |
1.1800 |
1.1830 |
1.1782 |
| S2 |
1.1764 |
1.1764 |
1.1823 |
|
| S3 |
1.1690 |
1.1726 |
1.1817 |
|
| S4 |
1.1616 |
1.1652 |
1.1796 |
|
|
| 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 |
1.1747 |
0.0146 |
1.2% |
0.0083 |
0.7% |
62% |
False |
False |
244,159 |
| 10 |
1.1893 |
1.1693 |
0.0201 |
1.7% |
0.0083 |
0.7% |
72% |
False |
False |
238,054 |
| 20 |
1.1893 |
1.1613 |
0.0281 |
2.4% |
0.0083 |
0.7% |
80% |
False |
False |
143,964 |
| 40 |
1.1893 |
1.1410 |
0.0484 |
4.1% |
0.0079 |
0.7% |
88% |
False |
False |
73,172 |
| 60 |
1.1936 |
1.1410 |
0.0526 |
4.4% |
0.0075 |
0.6% |
81% |
False |
False |
48,934 |
| 80 |
1.2014 |
1.1410 |
0.0604 |
5.1% |
0.0078 |
0.7% |
71% |
False |
False |
36,815 |
| 100 |
1.2194 |
1.1410 |
0.0784 |
6.6% |
0.0078 |
0.7% |
55% |
False |
False |
29,525 |
| 120 |
1.2653 |
1.1410 |
0.1244 |
10.5% |
0.0075 |
0.6% |
34% |
False |
False |
24,622 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2190 |
|
2.618 |
1.2069 |
|
1.618 |
1.1995 |
|
1.000 |
1.1949 |
|
0.618 |
1.1921 |
|
HIGH |
1.1875 |
|
0.618 |
1.1847 |
|
0.500 |
1.1838 |
|
0.382 |
1.1829 |
|
LOW |
1.1801 |
|
0.618 |
1.1755 |
|
1.000 |
1.1727 |
|
1.618 |
1.1681 |
|
2.618 |
1.1607 |
|
4.250 |
1.1487 |
|
|
| Fisher Pivots for day following 26-Sep-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.1838 |
1.1847 |
| PP |
1.1838 |
1.1844 |
| S1 |
1.1837 |
1.1840 |
|