CME Euro FX (E) Future March 2019
| Trading Metrics calculated at close of trading on 27-Sep-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Sep-2018 |
27-Sep-2018 |
Change |
Change % |
Previous Week |
| Open |
1.1933 |
1.1922 |
-0.0012 |
-0.1% |
1.1813 |
| High |
1.1969 |
1.1923 |
-0.0046 |
-0.4% |
1.1975 |
| Low |
1.1907 |
1.1815 |
-0.0093 |
-0.8% |
1.1800 |
| Close |
1.1935 |
1.1829 |
-0.0106 |
-0.9% |
1.1924 |
| Range |
0.0062 |
0.0109 |
0.0047 |
75.0% |
0.0175 |
| ATR |
0.0069 |
0.0072 |
0.0004 |
5.4% |
0.0000 |
| Volume |
66 |
501 |
435 |
659.1% |
1,674 |
|
| Daily Pivots for day following 27-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2181 |
1.2114 |
1.1889 |
|
| R3 |
1.2073 |
1.2005 |
1.1859 |
|
| R2 |
1.1964 |
1.1964 |
1.1849 |
|
| R1 |
1.1897 |
1.1897 |
1.1839 |
1.1876 |
| PP |
1.1856 |
1.1856 |
1.1856 |
1.1845 |
| S1 |
1.1788 |
1.1788 |
1.1819 |
1.1768 |
| S2 |
1.1747 |
1.1747 |
1.1809 |
|
| S3 |
1.1639 |
1.1680 |
1.1799 |
|
| S4 |
1.1530 |
1.1571 |
1.1769 |
|
|
| Weekly Pivots for week ending 21-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2425 |
1.2349 |
1.2020 |
|
| R3 |
1.2250 |
1.2174 |
1.1972 |
|
| R2 |
1.2075 |
1.2075 |
1.1956 |
|
| R1 |
1.1999 |
1.1999 |
1.1940 |
1.2037 |
| PP |
1.1900 |
1.1900 |
1.1900 |
1.1918 |
| S1 |
1.1824 |
1.1824 |
1.1907 |
1.1862 |
| S2 |
1.1725 |
1.1725 |
1.1891 |
|
| S3 |
1.1550 |
1.1649 |
1.1875 |
|
| S4 |
1.1375 |
1.1474 |
1.1827 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1989 |
1.1815 |
0.0175 |
1.5% |
0.0074 |
0.6% |
8% |
False |
True |
268 |
| 10 |
1.1989 |
1.1800 |
0.0189 |
1.6% |
0.0075 |
0.6% |
15% |
False |
False |
289 |
| 20 |
1.1989 |
1.1728 |
0.0262 |
2.2% |
0.0072 |
0.6% |
39% |
False |
False |
219 |
| 40 |
1.1989 |
1.1503 |
0.0486 |
4.1% |
0.0064 |
0.5% |
67% |
False |
False |
136 |
| 60 |
1.2003 |
1.1503 |
0.0500 |
4.2% |
0.0055 |
0.5% |
65% |
False |
False |
104 |
| 80 |
1.2110 |
1.1503 |
0.0607 |
5.1% |
0.0057 |
0.5% |
54% |
False |
False |
88 |
| 100 |
1.2296 |
1.1503 |
0.0793 |
6.7% |
0.0060 |
0.5% |
41% |
False |
False |
79 |
| 120 |
1.2732 |
1.1503 |
0.1229 |
10.4% |
0.0056 |
0.5% |
27% |
False |
False |
69 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2384 |
|
2.618 |
1.2207 |
|
1.618 |
1.2099 |
|
1.000 |
1.2032 |
|
0.618 |
1.1990 |
|
HIGH |
1.1923 |
|
0.618 |
1.1882 |
|
0.500 |
1.1869 |
|
0.382 |
1.1856 |
|
LOW |
1.1815 |
|
0.618 |
1.1747 |
|
1.000 |
1.1706 |
|
1.618 |
1.1639 |
|
2.618 |
1.1530 |
|
4.250 |
1.1353 |
|
|
| Fisher Pivots for day following 27-Sep-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.1869 |
1.1892 |
| PP |
1.1856 |
1.1871 |
| S1 |
1.1842 |
1.1850 |
|