CME Euro FX (E) Future March 2019
| Trading Metrics calculated at close of trading on 28-Sep-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Sep-2018 |
28-Sep-2018 |
Change |
Change % |
Previous Week |
| Open |
1.1922 |
1.1810 |
-0.0112 |
-0.9% |
1.1924 |
| High |
1.1923 |
1.1813 |
-0.0110 |
-0.9% |
1.1989 |
| Low |
1.1815 |
1.1742 |
-0.0073 |
-0.6% |
1.1742 |
| Close |
1.1829 |
1.1781 |
-0.0049 |
-0.4% |
1.1781 |
| Range |
0.0109 |
0.0072 |
-0.0037 |
-34.1% |
0.0248 |
| ATR |
0.0072 |
0.0073 |
0.0001 |
1.5% |
0.0000 |
| Volume |
501 |
1,385 |
884 |
176.4% |
2,410 |
|
| Daily Pivots for day following 28-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1993 |
1.1958 |
1.1820 |
|
| R3 |
1.1921 |
1.1887 |
1.1800 |
|
| R2 |
1.1850 |
1.1850 |
1.1794 |
|
| R1 |
1.1815 |
1.1815 |
1.1787 |
1.1797 |
| PP |
1.1778 |
1.1778 |
1.1778 |
1.1769 |
| S1 |
1.1744 |
1.1744 |
1.1774 |
1.1725 |
| S2 |
1.1707 |
1.1707 |
1.1767 |
|
| S3 |
1.1635 |
1.1672 |
1.1761 |
|
| S4 |
1.1564 |
1.1601 |
1.1741 |
|
|
| Weekly Pivots for week ending 28-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2580 |
1.2428 |
1.1917 |
|
| R3 |
1.2332 |
1.2180 |
1.1849 |
|
| R2 |
1.2085 |
1.2085 |
1.1826 |
|
| R1 |
1.1933 |
1.1933 |
1.1803 |
1.1885 |
| PP |
1.1837 |
1.1837 |
1.1837 |
1.1813 |
| S1 |
1.1685 |
1.1685 |
1.1758 |
1.1637 |
| S2 |
1.1590 |
1.1590 |
1.1735 |
|
| S3 |
1.1342 |
1.1438 |
1.1712 |
|
| S4 |
1.1095 |
1.1190 |
1.1644 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1989 |
1.1742 |
0.0248 |
2.1% |
0.0076 |
0.6% |
16% |
False |
True |
482 |
| 10 |
1.1989 |
1.1742 |
0.0248 |
2.1% |
0.0074 |
0.6% |
16% |
False |
True |
408 |
| 20 |
1.1989 |
1.1728 |
0.0262 |
2.2% |
0.0072 |
0.6% |
20% |
False |
False |
277 |
| 40 |
1.1989 |
1.1503 |
0.0486 |
4.1% |
0.0063 |
0.5% |
57% |
False |
False |
169 |
| 60 |
1.2003 |
1.1503 |
0.0500 |
4.2% |
0.0056 |
0.5% |
56% |
False |
False |
126 |
| 80 |
1.2110 |
1.1503 |
0.0607 |
5.1% |
0.0056 |
0.5% |
46% |
False |
False |
105 |
| 100 |
1.2296 |
1.1503 |
0.0793 |
6.7% |
0.0060 |
0.5% |
35% |
False |
False |
92 |
| 120 |
1.2732 |
1.1503 |
0.1229 |
10.4% |
0.0056 |
0.5% |
23% |
False |
False |
81 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2117 |
|
2.618 |
1.2000 |
|
1.618 |
1.1929 |
|
1.000 |
1.1885 |
|
0.618 |
1.1857 |
|
HIGH |
1.1813 |
|
0.618 |
1.1786 |
|
0.500 |
1.1777 |
|
0.382 |
1.1769 |
|
LOW |
1.1742 |
|
0.618 |
1.1697 |
|
1.000 |
1.1670 |
|
1.618 |
1.1626 |
|
2.618 |
1.1554 |
|
4.250 |
1.1438 |
|
|
| Fisher Pivots for day following 28-Sep-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.1779 |
1.1855 |
| PP |
1.1778 |
1.1830 |
| S1 |
1.1777 |
1.1805 |
|