CME Euro FX (E) Future March 2019
| Trading Metrics calculated at close of trading on 07-Sep-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Sep-2018 |
07-Sep-2018 |
Change |
Change % |
Previous Week |
| Open |
1.1837 |
1.1818 |
-0.0019 |
-0.2% |
1.1788 |
| High |
1.1837 |
1.1830 |
-0.0007 |
-0.1% |
1.1837 |
| Low |
1.1797 |
1.1735 |
-0.0063 |
-0.5% |
1.1735 |
| Close |
1.1811 |
1.1748 |
-0.0063 |
-0.5% |
1.1748 |
| Range |
0.0040 |
0.0096 |
0.0056 |
141.8% |
0.0102 |
| ATR |
0.0064 |
0.0066 |
0.0002 |
3.6% |
0.0000 |
| Volume |
43 |
56 |
13 |
30.2% |
459 |
|
| Daily Pivots for day following 07-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2057 |
1.1998 |
1.1801 |
|
| R3 |
1.1962 |
1.1903 |
1.1774 |
|
| R2 |
1.1866 |
1.1866 |
1.1766 |
|
| R1 |
1.1807 |
1.1807 |
1.1757 |
1.1789 |
| PP |
1.1771 |
1.1771 |
1.1771 |
1.1762 |
| S1 |
1.1712 |
1.1712 |
1.1739 |
1.1694 |
| S2 |
1.1675 |
1.1675 |
1.1730 |
|
| S3 |
1.1580 |
1.1616 |
1.1722 |
|
| S4 |
1.1484 |
1.1521 |
1.1695 |
|
|
| Weekly Pivots for week ending 07-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2079 |
1.2016 |
1.1804 |
|
| R3 |
1.1977 |
1.1914 |
1.1776 |
|
| R2 |
1.1875 |
1.1875 |
1.1767 |
|
| R1 |
1.1812 |
1.1812 |
1.1757 |
1.1792 |
| PP |
1.1773 |
1.1773 |
1.1773 |
1.1763 |
| S1 |
1.1710 |
1.1710 |
1.1739 |
1.1690 |
| S2 |
1.1671 |
1.1671 |
1.1729 |
|
| S3 |
1.1569 |
1.1608 |
1.1720 |
|
| S4 |
1.1467 |
1.1506 |
1.1692 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1869 |
1.1735 |
0.0135 |
1.1% |
0.0070 |
0.6% |
10% |
False |
True |
107 |
| 10 |
1.1927 |
1.1735 |
0.0193 |
1.6% |
0.0068 |
0.6% |
7% |
False |
True |
119 |
| 20 |
1.1927 |
1.1503 |
0.0424 |
3.6% |
0.0066 |
0.6% |
58% |
False |
False |
83 |
| 40 |
1.1959 |
1.1503 |
0.0456 |
3.9% |
0.0052 |
0.4% |
54% |
False |
False |
61 |
| 60 |
1.2097 |
1.1503 |
0.0594 |
5.1% |
0.0054 |
0.5% |
41% |
False |
False |
53 |
| 80 |
1.2144 |
1.1503 |
0.0641 |
5.5% |
0.0056 |
0.5% |
38% |
False |
False |
51 |
| 100 |
1.2728 |
1.1503 |
0.1225 |
10.4% |
0.0055 |
0.5% |
20% |
False |
False |
47 |
| 120 |
1.2827 |
1.1503 |
0.1324 |
11.3% |
0.0051 |
0.4% |
19% |
False |
False |
40 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2236 |
|
2.618 |
1.2080 |
|
1.618 |
1.1985 |
|
1.000 |
1.1926 |
|
0.618 |
1.1889 |
|
HIGH |
1.1830 |
|
0.618 |
1.1794 |
|
0.500 |
1.1782 |
|
0.382 |
1.1771 |
|
LOW |
1.1735 |
|
0.618 |
1.1675 |
|
1.000 |
1.1639 |
|
1.618 |
1.1580 |
|
2.618 |
1.1484 |
|
4.250 |
1.1329 |
|
|
| Fisher Pivots for day following 07-Sep-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.1782 |
1.1786 |
| PP |
1.1771 |
1.1773 |
| S1 |
1.1759 |
1.1761 |
|