CME Euro FX (E) Future March 2019
| Trading Metrics calculated at close of trading on 12-Sep-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Sep-2018 |
12-Sep-2018 |
Change |
Change % |
Previous Week |
| Open |
1.1767 |
1.1774 |
0.0007 |
0.1% |
1.1788 |
| High |
1.1824 |
1.1829 |
0.0006 |
0.0% |
1.1837 |
| Low |
1.1764 |
1.1761 |
-0.0003 |
0.0% |
1.1735 |
| Close |
1.1768 |
1.1815 |
0.0048 |
0.4% |
1.1748 |
| Range |
0.0060 |
0.0068 |
0.0009 |
14.3% |
0.0102 |
| ATR |
0.0066 |
0.0066 |
0.0000 |
0.2% |
0.0000 |
| Volume |
128 |
148 |
20 |
15.6% |
459 |
|
| Daily Pivots for day following 12-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2006 |
1.1978 |
1.1852 |
|
| R3 |
1.1938 |
1.1910 |
1.1834 |
|
| R2 |
1.1870 |
1.1870 |
1.1827 |
|
| R1 |
1.1842 |
1.1842 |
1.1821 |
1.1856 |
| PP |
1.1802 |
1.1802 |
1.1802 |
1.1809 |
| S1 |
1.1774 |
1.1774 |
1.1809 |
1.1788 |
| S2 |
1.1734 |
1.1734 |
1.1803 |
|
| S3 |
1.1666 |
1.1706 |
1.1796 |
|
| S4 |
1.1598 |
1.1638 |
1.1778 |
|
|
| 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% |
0.0067 |
0.6% |
80% |
False |
False |
114 |
| 10 |
1.1909 |
1.1728 |
0.0182 |
1.5% |
0.0068 |
0.6% |
48% |
False |
False |
136 |
| 20 |
1.1927 |
1.1503 |
0.0424 |
3.6% |
0.0064 |
0.5% |
74% |
False |
False |
97 |
| 40 |
1.1959 |
1.1503 |
0.0456 |
3.9% |
0.0053 |
0.5% |
68% |
False |
False |
70 |
| 60 |
1.2003 |
1.1503 |
0.0500 |
4.2% |
0.0051 |
0.4% |
62% |
False |
False |
58 |
| 80 |
1.2121 |
1.1503 |
0.0618 |
5.2% |
0.0057 |
0.5% |
50% |
False |
False |
57 |
| 100 |
1.2578 |
1.1503 |
0.1075 |
9.1% |
0.0056 |
0.5% |
29% |
False |
False |
51 |
| 120 |
1.2827 |
1.1503 |
0.1324 |
11.2% |
0.0051 |
0.4% |
24% |
False |
False |
43 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2118 |
|
2.618 |
1.2007 |
|
1.618 |
1.1939 |
|
1.000 |
1.1897 |
|
0.618 |
1.1871 |
|
HIGH |
1.1829 |
|
0.618 |
1.1803 |
|
0.500 |
1.1795 |
|
0.382 |
1.1787 |
|
LOW |
1.1761 |
|
0.618 |
1.1719 |
|
1.000 |
1.1693 |
|
1.618 |
1.1651 |
|
2.618 |
1.1583 |
|
4.250 |
1.1472 |
|
|
| Fisher Pivots for day following 12-Sep-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.1808 |
1.1803 |
| PP |
1.1802 |
1.1791 |
| S1 |
1.1795 |
1.1778 |
|