CME Euro FX (E) Future December 2018
| Trading Metrics calculated at close of trading on 28-Sep-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Sep-2018 |
28-Sep-2018 |
Change |
Change % |
Previous Week |
| Open |
1.1818 |
1.1713 |
-0.0106 |
-0.9% |
1.1822 |
| High |
1.1831 |
1.1723 |
-0.0108 |
-0.9% |
1.1893 |
| Low |
1.1711 |
1.1641 |
-0.0070 |
-0.6% |
1.1641 |
| Close |
1.1731 |
1.1682 |
-0.0049 |
-0.4% |
1.1682 |
| Range |
0.0120 |
0.0082 |
-0.0038 |
-31.4% |
0.0252 |
| ATR |
0.0085 |
0.0085 |
0.0000 |
0.4% |
0.0000 |
| Volume |
309,543 |
299,911 |
-9,632 |
-3.1% |
1,325,901 |
|
| Daily Pivots for day following 28-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1928 |
1.1887 |
1.1727 |
|
| R3 |
1.1846 |
1.1805 |
1.1705 |
|
| R2 |
1.1764 |
1.1764 |
1.1697 |
|
| R1 |
1.1723 |
1.1723 |
1.1690 |
1.1703 |
| PP |
1.1682 |
1.1682 |
1.1682 |
1.1672 |
| S1 |
1.1641 |
1.1641 |
1.1674 |
1.1621 |
| S2 |
1.1600 |
1.1600 |
1.1667 |
|
| S3 |
1.1518 |
1.1559 |
1.1659 |
|
| S4 |
1.1436 |
1.1477 |
1.1637 |
|
|
| Weekly Pivots for week ending 28-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2495 |
1.2340 |
1.1821 |
|
| R3 |
1.2243 |
1.2088 |
1.1751 |
|
| R2 |
1.1991 |
1.1991 |
1.1728 |
|
| R1 |
1.1836 |
1.1836 |
1.1705 |
1.1788 |
| PP |
1.1739 |
1.1739 |
1.1739 |
1.1714 |
| S1 |
1.1584 |
1.1584 |
1.1659 |
1.1536 |
| S2 |
1.1487 |
1.1487 |
1.1636 |
|
| S3 |
1.1235 |
1.1332 |
1.1613 |
|
| S4 |
1.0983 |
1.1080 |
1.1543 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1893 |
1.1641 |
0.0252 |
2.2% |
0.0086 |
0.7% |
16% |
False |
True |
265,180 |
| 10 |
1.1893 |
1.1641 |
0.0252 |
2.2% |
0.0084 |
0.7% |
16% |
False |
True |
241,115 |
| 20 |
1.1893 |
1.1613 |
0.0281 |
2.4% |
0.0087 |
0.7% |
25% |
False |
False |
173,455 |
| 40 |
1.1893 |
1.1410 |
0.0484 |
4.1% |
0.0081 |
0.7% |
56% |
False |
False |
88,384 |
| 60 |
1.1936 |
1.1410 |
0.0526 |
4.5% |
0.0077 |
0.7% |
52% |
False |
False |
59,077 |
| 80 |
1.2014 |
1.1410 |
0.0604 |
5.2% |
0.0079 |
0.7% |
45% |
False |
False |
44,426 |
| 100 |
1.2194 |
1.1410 |
0.0784 |
6.7% |
0.0079 |
0.7% |
35% |
False |
False |
35,618 |
| 120 |
1.2653 |
1.1410 |
0.1244 |
10.6% |
0.0075 |
0.6% |
22% |
False |
False |
29,699 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2072 |
|
2.618 |
1.1938 |
|
1.618 |
1.1856 |
|
1.000 |
1.1805 |
|
0.618 |
1.1774 |
|
HIGH |
1.1723 |
|
0.618 |
1.1692 |
|
0.500 |
1.1682 |
|
0.382 |
1.1672 |
|
LOW |
1.1641 |
|
0.618 |
1.1590 |
|
1.000 |
1.1559 |
|
1.618 |
1.1508 |
|
2.618 |
1.1426 |
|
4.250 |
1.1293 |
|
|
| Fisher Pivots for day following 28-Sep-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.1682 |
1.1758 |
| PP |
1.1682 |
1.1733 |
| S1 |
1.1682 |
1.1707 |
|