CME Euro FX (E) Future March 2019
| Trading Metrics calculated at close of trading on 13-Sep-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Sep-2018 |
13-Sep-2018 |
Change |
Change % |
Previous Week |
| Open |
1.1774 |
1.1812 |
0.0038 |
0.3% |
1.1788 |
| High |
1.1829 |
1.1884 |
0.0055 |
0.5% |
1.1837 |
| Low |
1.1761 |
1.1812 |
0.0051 |
0.4% |
1.1735 |
| Close |
1.1815 |
1.1874 |
0.0059 |
0.5% |
1.1748 |
| Range |
0.0068 |
0.0073 |
0.0005 |
6.6% |
0.0102 |
| ATR |
0.0066 |
0.0066 |
0.0000 |
0.7% |
0.0000 |
| Volume |
148 |
263 |
115 |
77.7% |
459 |
|
| Daily Pivots for day following 13-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2074 |
1.2046 |
1.1913 |
|
| R3 |
1.2001 |
1.1974 |
1.1893 |
|
| R2 |
1.1929 |
1.1929 |
1.1887 |
|
| R1 |
1.1901 |
1.1901 |
1.1880 |
1.1915 |
| PP |
1.1856 |
1.1856 |
1.1856 |
1.1863 |
| S1 |
1.1829 |
1.1829 |
1.1867 |
1.1843 |
| S2 |
1.1784 |
1.1784 |
1.1860 |
|
| S3 |
1.1711 |
1.1756 |
1.1854 |
|
| S4 |
1.1639 |
1.1684 |
1.1834 |
|
|
| 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 |
1.1884 |
1.1728 |
0.0157 |
1.3% |
0.0073 |
0.6% |
93% |
True |
False |
158 |
| 10 |
1.1909 |
1.1728 |
0.0182 |
1.5% |
0.0070 |
0.6% |
80% |
False |
False |
149 |
| 20 |
1.1927 |
1.1538 |
0.0390 |
3.3% |
0.0066 |
0.6% |
86% |
False |
False |
106 |
| 40 |
1.1959 |
1.1503 |
0.0456 |
3.8% |
0.0054 |
0.5% |
81% |
False |
False |
75 |
| 60 |
1.2003 |
1.1503 |
0.0500 |
4.2% |
0.0052 |
0.4% |
74% |
False |
False |
62 |
| 80 |
1.2121 |
1.1503 |
0.0618 |
5.2% |
0.0057 |
0.5% |
60% |
False |
False |
60 |
| 100 |
1.2578 |
1.1503 |
0.1075 |
9.1% |
0.0057 |
0.5% |
34% |
False |
False |
54 |
| 120 |
1.2827 |
1.1503 |
0.1324 |
11.2% |
0.0052 |
0.4% |
28% |
False |
False |
46 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2192 |
|
2.618 |
1.2074 |
|
1.618 |
1.2001 |
|
1.000 |
1.1957 |
|
0.618 |
1.1929 |
|
HIGH |
1.1884 |
|
0.618 |
1.1856 |
|
0.500 |
1.1848 |
|
0.382 |
1.1839 |
|
LOW |
1.1812 |
|
0.618 |
1.1767 |
|
1.000 |
1.1739 |
|
1.618 |
1.1694 |
|
2.618 |
1.1622 |
|
4.250 |
1.1503 |
|
|
| Fisher Pivots for day following 13-Sep-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.1865 |
1.1857 |
| PP |
1.1856 |
1.1840 |
| S1 |
1.1848 |
1.1823 |
|