CME Euro FX (E) Future March 2019
| Trading Metrics calculated at close of trading on 29-Aug-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Aug-2018 |
29-Aug-2018 |
Change |
Change % |
Previous Week |
| Open |
1.1863 |
1.1868 |
0.0005 |
0.0% |
1.1630 |
| High |
1.1927 |
1.1898 |
-0.0029 |
-0.2% |
1.1828 |
| Low |
1.1863 |
1.1848 |
-0.0015 |
-0.1% |
1.1601 |
| Close |
1.1889 |
1.1893 |
0.0004 |
0.0% |
1.1820 |
| Range |
0.0064 |
0.0050 |
-0.0014 |
-21.9% |
0.0227 |
| ATR |
0.0064 |
0.0063 |
-0.0001 |
-1.6% |
0.0000 |
| Volume |
208 |
133 |
-75 |
-36.1% |
140 |
|
| Daily Pivots for day following 29-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2030 |
1.2011 |
1.1920 |
|
| R3 |
1.1980 |
1.1961 |
1.1906 |
|
| R2 |
1.1930 |
1.1930 |
1.1902 |
|
| R1 |
1.1911 |
1.1911 |
1.1897 |
1.1920 |
| PP |
1.1880 |
1.1880 |
1.1880 |
1.1884 |
| S1 |
1.1861 |
1.1861 |
1.1888 |
1.1870 |
| S2 |
1.1830 |
1.1830 |
1.1883 |
|
| S3 |
1.1780 |
1.1811 |
1.1879 |
|
| S4 |
1.1730 |
1.1761 |
1.1865 |
|
|
| 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% |
0.0057 |
0.5% |
82% |
False |
False |
88 |
| 10 |
1.1927 |
1.1538 |
0.0390 |
3.3% |
0.0062 |
0.5% |
91% |
False |
False |
62 |
| 20 |
1.1927 |
1.1503 |
0.0424 |
3.6% |
0.0055 |
0.5% |
92% |
False |
False |
53 |
| 40 |
1.2003 |
1.1503 |
0.0500 |
4.2% |
0.0046 |
0.4% |
78% |
False |
False |
46 |
| 60 |
1.2110 |
1.1503 |
0.0607 |
5.1% |
0.0051 |
0.4% |
64% |
False |
False |
45 |
| 80 |
1.2296 |
1.1503 |
0.0793 |
6.7% |
0.0056 |
0.5% |
49% |
False |
False |
44 |
| 100 |
1.2732 |
1.1503 |
0.1229 |
10.3% |
0.0053 |
0.4% |
32% |
False |
False |
39 |
| 120 |
1.2827 |
1.1503 |
0.1324 |
11.1% |
0.0050 |
0.4% |
29% |
False |
False |
33 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2111 |
|
2.618 |
1.2029 |
|
1.618 |
1.1979 |
|
1.000 |
1.1948 |
|
0.618 |
1.1929 |
|
HIGH |
1.1898 |
|
0.618 |
1.1879 |
|
0.500 |
1.1873 |
|
0.382 |
1.1867 |
|
LOW |
1.1848 |
|
0.618 |
1.1817 |
|
1.000 |
1.1798 |
|
1.618 |
1.1767 |
|
2.618 |
1.1717 |
|
4.250 |
1.1636 |
|
|
| Fisher Pivots for day following 29-Aug-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.1886 |
1.1886 |
| PP |
1.1880 |
1.1880 |
| S1 |
1.1873 |
1.1874 |
|