CME Euro FX (E) Future March 2019
| Trading Metrics calculated at close of trading on 19-Sep-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Sep-2018 |
19-Sep-2018 |
Change |
Change % |
Previous Week |
| Open |
1.1852 |
1.1854 |
0.0002 |
0.0% |
1.1735 |
| High |
1.1903 |
1.1892 |
-0.0011 |
-0.1% |
1.1888 |
| Low |
1.1835 |
1.1842 |
0.0007 |
0.1% |
1.1728 |
| Close |
1.1845 |
1.1852 |
0.0007 |
0.1% |
1.1813 |
| Range |
0.0068 |
0.0050 |
-0.0018 |
-25.9% |
0.0160 |
| ATR |
0.0068 |
0.0067 |
-0.0001 |
-1.9% |
0.0000 |
| Volume |
141 |
415 |
274 |
194.3% |
930 |
|
| Daily Pivots for day following 19-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2012 |
1.1982 |
1.1880 |
|
| R3 |
1.1962 |
1.1932 |
1.1866 |
|
| R2 |
1.1912 |
1.1912 |
1.1861 |
|
| R1 |
1.1882 |
1.1882 |
1.1857 |
1.1872 |
| PP |
1.1862 |
1.1862 |
1.1862 |
1.1857 |
| S1 |
1.1832 |
1.1832 |
1.1847 |
1.1822 |
| S2 |
1.1812 |
1.1812 |
1.1843 |
|
| S3 |
1.1762 |
1.1782 |
1.1838 |
|
| S4 |
1.1712 |
1.1732 |
1.1825 |
|
|
| 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 |
1.1903 |
1.1800 |
0.0103 |
0.9% |
0.0069 |
0.6% |
51% |
False |
False |
228 |
| 10 |
1.1903 |
1.1728 |
0.0175 |
1.5% |
0.0068 |
0.6% |
71% |
False |
False |
171 |
| 20 |
1.1927 |
1.1728 |
0.0200 |
1.7% |
0.0065 |
0.5% |
62% |
False |
False |
142 |
| 40 |
1.1959 |
1.1503 |
0.0456 |
3.8% |
0.0056 |
0.5% |
77% |
False |
False |
87 |
| 60 |
1.2003 |
1.1503 |
0.0500 |
4.2% |
0.0053 |
0.4% |
70% |
False |
False |
73 |
| 80 |
1.2110 |
1.1503 |
0.0607 |
5.1% |
0.0057 |
0.5% |
58% |
False |
False |
69 |
| 100 |
1.2420 |
1.1503 |
0.0917 |
7.7% |
0.0057 |
0.5% |
38% |
False |
False |
61 |
| 120 |
1.2732 |
1.1503 |
0.1229 |
10.4% |
0.0053 |
0.4% |
28% |
False |
False |
53 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2104 |
|
2.618 |
1.2022 |
|
1.618 |
1.1972 |
|
1.000 |
1.1942 |
|
0.618 |
1.1922 |
|
HIGH |
1.1892 |
|
0.618 |
1.1872 |
|
0.500 |
1.1867 |
|
0.382 |
1.1861 |
|
LOW |
1.1842 |
|
0.618 |
1.1811 |
|
1.000 |
1.1792 |
|
1.618 |
1.1761 |
|
2.618 |
1.1711 |
|
4.250 |
1.1629 |
|
|
| Fisher Pivots for day following 19-Sep-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.1867 |
1.1852 |
| PP |
1.1862 |
1.1852 |
| S1 |
1.1857 |
1.1851 |
|