CME Euro FX (E) Future March 2019
| Trading Metrics calculated at close of trading on 20-Sep-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Sep-2018 |
20-Sep-2018 |
Change |
Change % |
Previous Week |
| Open |
1.1854 |
1.1858 |
0.0004 |
0.0% |
1.1735 |
| High |
1.1892 |
1.1961 |
0.0070 |
0.6% |
1.1888 |
| Low |
1.1842 |
1.1854 |
0.0012 |
0.1% |
1.1728 |
| Close |
1.1852 |
1.1953 |
0.0101 |
0.9% |
1.1813 |
| Range |
0.0050 |
0.0108 |
0.0058 |
115.0% |
0.0160 |
| ATR |
0.0067 |
0.0070 |
0.0003 |
4.5% |
0.0000 |
| Volume |
415 |
674 |
259 |
62.4% |
930 |
|
| Daily Pivots for day following 20-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2245 |
1.2207 |
1.2012 |
|
| R3 |
1.2138 |
1.2099 |
1.1983 |
|
| R2 |
1.2030 |
1.2030 |
1.1973 |
|
| R1 |
1.1992 |
1.1992 |
1.1963 |
1.2011 |
| PP |
1.1923 |
1.1923 |
1.1923 |
1.1932 |
| S1 |
1.1884 |
1.1884 |
1.1943 |
1.1903 |
| S2 |
1.1815 |
1.1815 |
1.1933 |
|
| S3 |
1.1708 |
1.1777 |
1.1923 |
|
| S4 |
1.1600 |
1.1669 |
1.1894 |
|
|
| 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 |
1.1961 |
1.1800 |
0.0161 |
1.3% |
0.0076 |
0.6% |
95% |
True |
False |
310 |
| 10 |
1.1961 |
1.1728 |
0.0234 |
2.0% |
0.0075 |
0.6% |
97% |
True |
False |
234 |
| 20 |
1.1961 |
1.1728 |
0.0234 |
2.0% |
0.0068 |
0.6% |
97% |
True |
False |
174 |
| 40 |
1.1961 |
1.1503 |
0.0458 |
3.8% |
0.0058 |
0.5% |
98% |
True |
False |
103 |
| 60 |
1.2003 |
1.1503 |
0.0500 |
4.2% |
0.0054 |
0.4% |
90% |
False |
False |
84 |
| 80 |
1.2110 |
1.1503 |
0.0607 |
5.1% |
0.0056 |
0.5% |
74% |
False |
False |
75 |
| 100 |
1.2380 |
1.1503 |
0.0877 |
7.3% |
0.0058 |
0.5% |
51% |
False |
False |
68 |
| 120 |
1.2732 |
1.1503 |
0.1229 |
10.3% |
0.0054 |
0.5% |
37% |
False |
False |
58 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2418 |
|
2.618 |
1.2242 |
|
1.618 |
1.2135 |
|
1.000 |
1.2069 |
|
0.618 |
1.2027 |
|
HIGH |
1.1961 |
|
0.618 |
1.1920 |
|
0.500 |
1.1907 |
|
0.382 |
1.1895 |
|
LOW |
1.1854 |
|
0.618 |
1.1787 |
|
1.000 |
1.1746 |
|
1.618 |
1.1680 |
|
2.618 |
1.1572 |
|
4.250 |
1.1397 |
|
|
| Fisher Pivots for day following 20-Sep-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.1938 |
1.1935 |
| PP |
1.1923 |
1.1916 |
| S1 |
1.1907 |
1.1898 |
|