CME Euro FX (E) Future March 2019
| Trading Metrics calculated at close of trading on 31-Aug-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Aug-2018 |
31-Aug-2018 |
Change |
Change % |
Previous Week |
| Open |
1.1890 |
1.1854 |
-0.0036 |
-0.3% |
1.1820 |
| High |
1.1909 |
1.1869 |
-0.0040 |
-0.3% |
1.1927 |
| Low |
1.1834 |
1.1780 |
-0.0054 |
-0.5% |
1.1780 |
| Close |
1.1855 |
1.1786 |
-0.0069 |
-0.6% |
1.1786 |
| Range |
0.0075 |
0.0089 |
0.0014 |
18.7% |
0.0147 |
| ATR |
0.0064 |
0.0066 |
0.0002 |
2.8% |
0.0000 |
| Volume |
223 |
78 |
-145 |
-65.0% |
672 |
|
| Daily Pivots for day following 31-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2079 |
1.2021 |
1.1834 |
|
| R3 |
1.1990 |
1.1932 |
1.1810 |
|
| R2 |
1.1901 |
1.1901 |
1.1802 |
|
| R1 |
1.1843 |
1.1843 |
1.1794 |
1.1827 |
| PP |
1.1812 |
1.1812 |
1.1812 |
1.1804 |
| S1 |
1.1754 |
1.1754 |
1.1777 |
1.1738 |
| S2 |
1.1723 |
1.1723 |
1.1769 |
|
| S3 |
1.1634 |
1.1665 |
1.1761 |
|
| S4 |
1.1545 |
1.1576 |
1.1737 |
|
|
| Weekly Pivots for week ending 31-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2272 |
1.2176 |
1.1866 |
|
| R3 |
1.2125 |
1.2029 |
1.1826 |
|
| R2 |
1.1978 |
1.1978 |
1.1812 |
|
| R1 |
1.1882 |
1.1882 |
1.1799 |
1.1856 |
| PP |
1.1831 |
1.1831 |
1.1831 |
1.1818 |
| S1 |
1.1735 |
1.1735 |
1.1772 |
1.1709 |
| S2 |
1.1684 |
1.1684 |
1.1759 |
|
| S3 |
1.1537 |
1.1588 |
1.1745 |
|
| S4 |
1.1390 |
1.1441 |
1.1705 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1927 |
1.1780 |
0.0147 |
1.2% |
0.0068 |
0.6% |
4% |
False |
True |
134 |
| 10 |
1.1927 |
1.1601 |
0.0326 |
2.8% |
0.0065 |
0.6% |
57% |
False |
False |
81 |
| 20 |
1.1927 |
1.1503 |
0.0424 |
3.6% |
0.0059 |
0.5% |
67% |
False |
False |
65 |
| 40 |
1.1997 |
1.1503 |
0.0494 |
4.2% |
0.0049 |
0.4% |
57% |
False |
False |
52 |
| 60 |
1.2097 |
1.1503 |
0.0594 |
5.0% |
0.0052 |
0.4% |
48% |
False |
False |
47 |
| 80 |
1.2296 |
1.1503 |
0.0793 |
6.7% |
0.0057 |
0.5% |
36% |
False |
False |
47 |
| 100 |
1.2732 |
1.1503 |
0.1229 |
10.4% |
0.0054 |
0.5% |
23% |
False |
False |
42 |
| 120 |
1.2827 |
1.1503 |
0.1324 |
11.2% |
0.0050 |
0.4% |
21% |
False |
False |
36 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2247 |
|
2.618 |
1.2102 |
|
1.618 |
1.2013 |
|
1.000 |
1.1958 |
|
0.618 |
1.1924 |
|
HIGH |
1.1869 |
|
0.618 |
1.1835 |
|
0.500 |
1.1825 |
|
0.382 |
1.1814 |
|
LOW |
1.1780 |
|
0.618 |
1.1725 |
|
1.000 |
1.1691 |
|
1.618 |
1.1636 |
|
2.618 |
1.1547 |
|
4.250 |
1.1402 |
|
|
| Fisher Pivots for day following 31-Aug-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.1825 |
1.1845 |
| PP |
1.1812 |
1.1825 |
| S1 |
1.1799 |
1.1805 |
|