CME Euro FX (E) Future March 2019
| Trading Metrics calculated at close of trading on 28-Aug-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Aug-2018 |
28-Aug-2018 |
Change |
Change % |
Previous Week |
| Open |
1.1820 |
1.1863 |
0.0043 |
0.4% |
1.1630 |
| High |
1.1880 |
1.1927 |
0.0047 |
0.4% |
1.1828 |
| Low |
1.1820 |
1.1863 |
0.0043 |
0.4% |
1.1601 |
| Close |
1.1873 |
1.1889 |
0.0016 |
0.1% |
1.1820 |
| Range |
0.0060 |
0.0064 |
0.0004 |
6.7% |
0.0227 |
| ATR |
0.0064 |
0.0064 |
0.0000 |
0.0% |
0.0000 |
| Volume |
30 |
208 |
178 |
593.3% |
140 |
|
| Daily Pivots for day following 28-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2085 |
1.2051 |
1.1924 |
|
| R3 |
1.2021 |
1.1987 |
1.1907 |
|
| R2 |
1.1957 |
1.1957 |
1.1901 |
|
| R1 |
1.1923 |
1.1923 |
1.1895 |
1.1940 |
| PP |
1.1893 |
1.1893 |
1.1893 |
1.1902 |
| S1 |
1.1859 |
1.1859 |
1.1883 |
1.1876 |
| S2 |
1.1829 |
1.1829 |
1.1877 |
|
| S3 |
1.1765 |
1.1795 |
1.1871 |
|
| S4 |
1.1701 |
1.1731 |
1.1854 |
|
|
| 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 |
1.1927 |
1.1731 |
0.0197 |
1.7% |
0.0056 |
0.5% |
81% |
True |
False |
67 |
| 10 |
1.1927 |
1.1503 |
0.0424 |
3.6% |
0.0061 |
0.5% |
91% |
True |
False |
57 |
| 20 |
1.1927 |
1.1503 |
0.0424 |
3.6% |
0.0053 |
0.4% |
91% |
True |
False |
46 |
| 40 |
1.2003 |
1.1503 |
0.0500 |
4.2% |
0.0045 |
0.4% |
77% |
False |
False |
44 |
| 60 |
1.2110 |
1.1503 |
0.0607 |
5.1% |
0.0051 |
0.4% |
64% |
False |
False |
43 |
| 80 |
1.2296 |
1.1503 |
0.0793 |
6.7% |
0.0056 |
0.5% |
49% |
False |
False |
42 |
| 100 |
1.2732 |
1.1503 |
0.1229 |
10.3% |
0.0053 |
0.4% |
31% |
False |
False |
38 |
| 120 |
1.2827 |
1.1503 |
0.1324 |
11.1% |
0.0050 |
0.4% |
29% |
False |
False |
32 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2199 |
|
2.618 |
1.2095 |
|
1.618 |
1.2031 |
|
1.000 |
1.1991 |
|
0.618 |
1.1967 |
|
HIGH |
1.1927 |
|
0.618 |
1.1903 |
|
0.500 |
1.1895 |
|
0.382 |
1.1887 |
|
LOW |
1.1863 |
|
0.618 |
1.1823 |
|
1.000 |
1.1799 |
|
1.618 |
1.1759 |
|
2.618 |
1.1695 |
|
4.250 |
1.1591 |
|
|
| Fisher Pivots for day following 28-Aug-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.1895 |
1.1871 |
| PP |
1.1893 |
1.1854 |
| S1 |
1.1891 |
1.1836 |
|