CME Euro FX (E) Future March 2019
| Trading Metrics calculated at close of trading on 04-Sep-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Aug-2018 |
04-Sep-2018 |
Change |
Change % |
Previous Week |
| Open |
1.1854 |
1.1788 |
-0.0066 |
-0.6% |
1.1820 |
| High |
1.1869 |
1.1804 |
-0.0065 |
-0.5% |
1.1927 |
| Low |
1.1780 |
1.1735 |
-0.0046 |
-0.4% |
1.1780 |
| Close |
1.1786 |
1.1767 |
-0.0019 |
-0.2% |
1.1786 |
| Range |
0.0089 |
0.0070 |
-0.0020 |
-21.9% |
0.0147 |
| ATR |
0.0066 |
0.0066 |
0.0000 |
0.4% |
0.0000 |
| Volume |
78 |
123 |
45 |
57.7% |
672 |
|
| Daily Pivots for day following 04-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1977 |
1.1942 |
1.1805 |
|
| R3 |
1.1908 |
1.1872 |
1.1786 |
|
| R2 |
1.1838 |
1.1838 |
1.1780 |
|
| R1 |
1.1803 |
1.1803 |
1.1773 |
1.1786 |
| PP |
1.1769 |
1.1769 |
1.1769 |
1.1760 |
| S1 |
1.1733 |
1.1733 |
1.1761 |
1.1716 |
| S2 |
1.1699 |
1.1699 |
1.1754 |
|
| S3 |
1.1630 |
1.1664 |
1.1748 |
|
| S4 |
1.1560 |
1.1594 |
1.1729 |
|
|
| 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 |
1.1735 |
0.0193 |
1.6% |
0.0070 |
0.6% |
17% |
False |
True |
153 |
| 10 |
1.1927 |
1.1694 |
0.0234 |
2.0% |
0.0066 |
0.6% |
31% |
False |
False |
92 |
| 20 |
1.1927 |
1.1503 |
0.0424 |
3.6% |
0.0062 |
0.5% |
62% |
False |
False |
71 |
| 40 |
1.1986 |
1.1503 |
0.0483 |
4.1% |
0.0050 |
0.4% |
55% |
False |
False |
53 |
| 60 |
1.2097 |
1.1503 |
0.0594 |
5.0% |
0.0053 |
0.4% |
44% |
False |
False |
49 |
| 80 |
1.2296 |
1.1503 |
0.0793 |
6.7% |
0.0057 |
0.5% |
33% |
False |
False |
48 |
| 100 |
1.2732 |
1.1503 |
0.1229 |
10.4% |
0.0054 |
0.5% |
21% |
False |
False |
43 |
| 120 |
1.2827 |
1.1503 |
0.1324 |
11.3% |
0.0051 |
0.4% |
20% |
False |
False |
37 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2099 |
|
2.618 |
1.1986 |
|
1.618 |
1.1916 |
|
1.000 |
1.1874 |
|
0.618 |
1.1847 |
|
HIGH |
1.1804 |
|
0.618 |
1.1777 |
|
0.500 |
1.1769 |
|
0.382 |
1.1761 |
|
LOW |
1.1735 |
|
0.618 |
1.1692 |
|
1.000 |
1.1665 |
|
1.618 |
1.1622 |
|
2.618 |
1.1553 |
|
4.250 |
1.1439 |
|
|
| Fisher Pivots for day following 04-Sep-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.1769 |
1.1822 |
| PP |
1.1769 |
1.1804 |
| S1 |
1.1768 |
1.1785 |
|