CME Euro FX (E) Future March 2019
| Trading Metrics calculated at close of trading on 11-Sep-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Sep-2018 |
11-Sep-2018 |
Change |
Change % |
Previous Week |
| Open |
1.1735 |
1.1767 |
0.0033 |
0.3% |
1.1788 |
| High |
1.1799 |
1.1824 |
0.0025 |
0.2% |
1.1837 |
| Low |
1.1728 |
1.1764 |
0.0037 |
0.3% |
1.1735 |
| Close |
1.1780 |
1.1768 |
-0.0013 |
-0.1% |
1.1748 |
| Range |
0.0072 |
0.0060 |
-0.0012 |
-16.8% |
0.0102 |
| ATR |
0.0066 |
0.0066 |
0.0000 |
-0.7% |
0.0000 |
| Volume |
199 |
128 |
-71 |
-35.7% |
459 |
|
| Daily Pivots for day following 11-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1964 |
1.1925 |
1.1800 |
|
| R3 |
1.1904 |
1.1866 |
1.1784 |
|
| R2 |
1.1845 |
1.1845 |
1.1778 |
|
| R1 |
1.1806 |
1.1806 |
1.1773 |
1.1825 |
| PP |
1.1785 |
1.1785 |
1.1785 |
1.1795 |
| S1 |
1.1747 |
1.1747 |
1.1762 |
1.1766 |
| S2 |
1.1726 |
1.1726 |
1.1757 |
|
| S3 |
1.1666 |
1.1687 |
1.1751 |
|
| S4 |
1.1607 |
1.1628 |
1.1735 |
|
|
| 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 |
1.1837 |
1.1728 |
0.0109 |
0.9% |
0.0065 |
0.6% |
37% |
False |
False |
132 |
| 10 |
1.1927 |
1.1728 |
0.0200 |
1.7% |
0.0067 |
0.6% |
20% |
False |
False |
142 |
| 20 |
1.1927 |
1.1503 |
0.0424 |
3.6% |
0.0064 |
0.5% |
62% |
False |
False |
91 |
| 40 |
1.1959 |
1.1503 |
0.0456 |
3.9% |
0.0053 |
0.5% |
58% |
False |
False |
67 |
| 60 |
1.2003 |
1.1503 |
0.0500 |
4.2% |
0.0051 |
0.4% |
53% |
False |
False |
56 |
| 80 |
1.2121 |
1.1503 |
0.0618 |
5.3% |
0.0057 |
0.5% |
43% |
False |
False |
55 |
| 100 |
1.2625 |
1.1503 |
0.1122 |
9.5% |
0.0056 |
0.5% |
24% |
False |
False |
50 |
| 120 |
1.2827 |
1.1503 |
0.1324 |
11.3% |
0.0051 |
0.4% |
20% |
False |
False |
42 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2076 |
|
2.618 |
1.1979 |
|
1.618 |
1.1920 |
|
1.000 |
1.1883 |
|
0.618 |
1.1860 |
|
HIGH |
1.1824 |
|
0.618 |
1.1801 |
|
0.500 |
1.1794 |
|
0.382 |
1.1787 |
|
LOW |
1.1764 |
|
0.618 |
1.1727 |
|
1.000 |
1.1705 |
|
1.618 |
1.1668 |
|
2.618 |
1.1608 |
|
4.250 |
1.1511 |
|
|
| Fisher Pivots for day following 11-Sep-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.1794 |
1.1779 |
| PP |
1.1785 |
1.1775 |
| S1 |
1.1776 |
1.1771 |
|