CME Euro FX (E) Future March 2019
| Trading Metrics calculated at close of trading on 05-Sep-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Sep-2018 |
05-Sep-2018 |
Change |
Change % |
Previous Week |
| Open |
1.1788 |
1.1770 |
-0.0018 |
-0.2% |
1.1820 |
| High |
1.1804 |
1.1816 |
0.0012 |
0.1% |
1.1927 |
| Low |
1.1735 |
1.1758 |
0.0024 |
0.2% |
1.1780 |
| Close |
1.1767 |
1.1811 |
0.0044 |
0.4% |
1.1786 |
| Range |
0.0070 |
0.0058 |
-0.0012 |
-16.5% |
0.0147 |
| ATR |
0.0066 |
0.0065 |
-0.0001 |
-0.9% |
0.0000 |
| Volume |
123 |
237 |
114 |
92.7% |
672 |
|
| Daily Pivots for day following 05-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1969 |
1.1948 |
1.1842 |
|
| R3 |
1.1911 |
1.1890 |
1.1826 |
|
| R2 |
1.1853 |
1.1853 |
1.1821 |
|
| R1 |
1.1832 |
1.1832 |
1.1816 |
1.1842 |
| PP |
1.1795 |
1.1795 |
1.1795 |
1.1800 |
| S1 |
1.1774 |
1.1774 |
1.1805 |
1.1784 |
| S2 |
1.1737 |
1.1737 |
1.1800 |
|
| S3 |
1.1679 |
1.1716 |
1.1795 |
|
| S4 |
1.1621 |
1.1658 |
1.1779 |
|
|
| 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 |
1.1909 |
1.1735 |
0.0175 |
1.5% |
0.0068 |
0.6% |
44% |
False |
False |
158 |
| 10 |
1.1927 |
1.1731 |
0.0197 |
1.7% |
0.0062 |
0.5% |
41% |
False |
False |
113 |
| 20 |
1.1927 |
1.1503 |
0.0424 |
3.6% |
0.0064 |
0.5% |
73% |
False |
False |
80 |
| 40 |
1.1984 |
1.1503 |
0.0481 |
4.1% |
0.0051 |
0.4% |
64% |
False |
False |
59 |
| 60 |
1.2097 |
1.1503 |
0.0594 |
5.0% |
0.0053 |
0.5% |
52% |
False |
False |
52 |
| 80 |
1.2296 |
1.1503 |
0.0793 |
6.7% |
0.0057 |
0.5% |
39% |
False |
False |
50 |
| 100 |
1.2732 |
1.1503 |
0.1229 |
10.4% |
0.0054 |
0.5% |
25% |
False |
False |
46 |
| 120 |
1.2827 |
1.1503 |
0.1324 |
11.2% |
0.0051 |
0.4% |
23% |
False |
False |
39 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2063 |
|
2.618 |
1.1968 |
|
1.618 |
1.1910 |
|
1.000 |
1.1874 |
|
0.618 |
1.1852 |
|
HIGH |
1.1816 |
|
0.618 |
1.1794 |
|
0.500 |
1.1787 |
|
0.382 |
1.1780 |
|
LOW |
1.1758 |
|
0.618 |
1.1722 |
|
1.000 |
1.1700 |
|
1.618 |
1.1664 |
|
2.618 |
1.1606 |
|
4.250 |
1.1512 |
|
|
| Fisher Pivots for day following 05-Sep-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.1803 |
1.1808 |
| PP |
1.1795 |
1.1805 |
| S1 |
1.1787 |
1.1802 |
|