CME Euro FX (E) Future March 2019
| Trading Metrics calculated at close of trading on 27-Aug-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Aug-2018 |
27-Aug-2018 |
Change |
Change % |
Previous Week |
| Open |
1.1745 |
1.1820 |
0.0076 |
0.6% |
1.1630 |
| High |
1.1828 |
1.1880 |
0.0052 |
0.4% |
1.1828 |
| Low |
1.1745 |
1.1820 |
0.0076 |
0.6% |
1.1601 |
| Close |
1.1820 |
1.1873 |
0.0053 |
0.4% |
1.1820 |
| Range |
0.0084 |
0.0060 |
-0.0024 |
-28.1% |
0.0227 |
| ATR |
0.0064 |
0.0064 |
0.0000 |
-0.5% |
0.0000 |
| Volume |
60 |
30 |
-30 |
-50.0% |
140 |
|
| Daily Pivots for day following 27-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2038 |
1.2015 |
1.1906 |
|
| R3 |
1.1978 |
1.1955 |
1.1890 |
|
| R2 |
1.1918 |
1.1918 |
1.1884 |
|
| R1 |
1.1895 |
1.1895 |
1.1879 |
1.1907 |
| PP |
1.1858 |
1.1858 |
1.1858 |
1.1863 |
| S1 |
1.1835 |
1.1835 |
1.1868 |
1.1847 |
| S2 |
1.1798 |
1.1798 |
1.1862 |
|
| S3 |
1.1738 |
1.1775 |
1.1857 |
|
| S4 |
1.1678 |
1.1715 |
1.1840 |
|
|
| Weekly Pivots for week ending 24-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2431 |
1.2352 |
1.1945 |
|
| R3 |
1.2204 |
1.2125 |
1.1882 |
|
| R2 |
1.1977 |
1.1977 |
1.1862 |
|
| R1 |
1.1898 |
1.1898 |
1.1841 |
1.1938 |
| PP |
1.1750 |
1.1750 |
1.1750 |
1.1769 |
| S1 |
1.1671 |
1.1671 |
1.1799 |
1.1711 |
| S2 |
1.1523 |
1.1523 |
1.1778 |
|
| S3 |
1.1296 |
1.1444 |
1.1758 |
|
| S4 |
1.1069 |
1.1217 |
1.1695 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1880 |
1.1694 |
0.0187 |
1.6% |
0.0062 |
0.5% |
96% |
True |
False |
31 |
| 10 |
1.1880 |
1.1503 |
0.0377 |
3.2% |
0.0061 |
0.5% |
98% |
True |
False |
40 |
| 20 |
1.1959 |
1.1503 |
0.0456 |
3.8% |
0.0051 |
0.4% |
81% |
False |
False |
37 |
| 40 |
1.2003 |
1.1503 |
0.0500 |
4.2% |
0.0045 |
0.4% |
74% |
False |
False |
40 |
| 60 |
1.2110 |
1.1503 |
0.0607 |
5.1% |
0.0051 |
0.4% |
61% |
False |
False |
40 |
| 80 |
1.2296 |
1.1503 |
0.0793 |
6.7% |
0.0056 |
0.5% |
47% |
False |
False |
41 |
| 100 |
1.2732 |
1.1503 |
0.1229 |
10.3% |
0.0052 |
0.4% |
30% |
False |
False |
36 |
| 120 |
1.2827 |
1.1503 |
0.1324 |
11.2% |
0.0050 |
0.4% |
28% |
False |
False |
31 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2135 |
|
2.618 |
1.2037 |
|
1.618 |
1.1977 |
|
1.000 |
1.1940 |
|
0.618 |
1.1917 |
|
HIGH |
1.1880 |
|
0.618 |
1.1857 |
|
0.500 |
1.1850 |
|
0.382 |
1.1843 |
|
LOW |
1.1820 |
|
0.618 |
1.1783 |
|
1.000 |
1.1760 |
|
1.618 |
1.1723 |
|
2.618 |
1.1663 |
|
4.250 |
1.1565 |
|
|
| Fisher Pivots for day following 27-Aug-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.1865 |
1.1850 |
| PP |
1.1858 |
1.1828 |
| S1 |
1.1850 |
1.1805 |
|