CME Euro FX (E) Future March 2019
| Trading Metrics calculated at close of trading on 17-Sep-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Sep-2018 |
17-Sep-2018 |
Change |
Change % |
Previous Week |
| Open |
1.1874 |
1.1813 |
-0.0061 |
-0.5% |
1.1735 |
| High |
1.1888 |
1.1877 |
-0.0011 |
-0.1% |
1.1888 |
| Low |
1.1808 |
1.1800 |
-0.0008 |
-0.1% |
1.1728 |
| Close |
1.1813 |
1.1866 |
0.0053 |
0.4% |
1.1813 |
| Range |
0.0080 |
0.0077 |
-0.0003 |
-3.1% |
0.0160 |
| ATR |
0.0067 |
0.0068 |
0.0001 |
1.0% |
0.0000 |
| Volume |
192 |
129 |
-63 |
-32.8% |
930 |
|
| Daily Pivots for day following 17-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2079 |
1.2049 |
1.1908 |
|
| R3 |
1.2002 |
1.1972 |
1.1887 |
|
| R2 |
1.1925 |
1.1925 |
1.1880 |
|
| R1 |
1.1895 |
1.1895 |
1.1873 |
1.1910 |
| PP |
1.1848 |
1.1848 |
1.1848 |
1.1855 |
| S1 |
1.1818 |
1.1818 |
1.1858 |
1.1833 |
| S2 |
1.1771 |
1.1771 |
1.1851 |
|
| S3 |
1.1694 |
1.1741 |
1.1844 |
|
| S4 |
1.1617 |
1.1664 |
1.1823 |
|
|
| Weekly Pivots for week ending 14-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2289 |
1.2211 |
1.1901 |
|
| R3 |
1.2129 |
1.2051 |
1.1857 |
|
| R2 |
1.1969 |
1.1969 |
1.1842 |
|
| R1 |
1.1891 |
1.1891 |
1.1828 |
1.1930 |
| PP |
1.1809 |
1.1809 |
1.1809 |
1.1829 |
| S1 |
1.1731 |
1.1731 |
1.1798 |
1.1770 |
| S2 |
1.1649 |
1.1649 |
1.1784 |
|
| S3 |
1.1489 |
1.1571 |
1.1769 |
|
| S4 |
1.1329 |
1.1411 |
1.1725 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1888 |
1.1761 |
0.0127 |
1.1% |
0.0071 |
0.6% |
83% |
False |
False |
172 |
| 10 |
1.1888 |
1.1728 |
0.0160 |
1.3% |
0.0069 |
0.6% |
86% |
False |
False |
151 |
| 20 |
1.1927 |
1.1601 |
0.0326 |
2.7% |
0.0067 |
0.6% |
81% |
False |
False |
116 |
| 40 |
1.1959 |
1.1503 |
0.0456 |
3.8% |
0.0054 |
0.5% |
80% |
False |
False |
75 |
| 60 |
1.2003 |
1.1503 |
0.0500 |
4.2% |
0.0052 |
0.4% |
73% |
False |
False |
64 |
| 80 |
1.2110 |
1.1503 |
0.0607 |
5.1% |
0.0057 |
0.5% |
60% |
False |
False |
62 |
| 100 |
1.2525 |
1.1503 |
0.1022 |
8.6% |
0.0058 |
0.5% |
35% |
False |
False |
57 |
| 120 |
1.2732 |
1.1503 |
0.1229 |
10.4% |
0.0053 |
0.4% |
30% |
False |
False |
48 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2204 |
|
2.618 |
1.2079 |
|
1.618 |
1.2002 |
|
1.000 |
1.1954 |
|
0.618 |
1.1925 |
|
HIGH |
1.1877 |
|
0.618 |
1.1848 |
|
0.500 |
1.1839 |
|
0.382 |
1.1829 |
|
LOW |
1.1800 |
|
0.618 |
1.1752 |
|
1.000 |
1.1723 |
|
1.618 |
1.1675 |
|
2.618 |
1.1598 |
|
4.250 |
1.1473 |
|
|
| Fisher Pivots for day following 17-Sep-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.1857 |
1.1858 |
| PP |
1.1848 |
1.1851 |
| S1 |
1.1839 |
1.1844 |
|