CME Euro FX (E) Future June 2019
| Trading Metrics calculated at close of trading on 30-Aug-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Aug-2018 |
30-Aug-2018 |
Change |
Change % |
Previous Week |
| Open |
1.1960 |
1.1978 |
0.0018 |
0.2% |
1.1724 |
| High |
1.1989 |
1.1993 |
0.0004 |
0.0% |
1.1920 |
| Low |
1.1950 |
1.1932 |
-0.0018 |
-0.2% |
1.1724 |
| Close |
1.1989 |
1.1950 |
-0.0039 |
-0.3% |
1.1915 |
| Range |
0.0039 |
0.0061 |
0.0022 |
56.4% |
0.0197 |
| ATR |
0.0060 |
0.0060 |
0.0000 |
0.1% |
0.0000 |
| Volume |
28 |
100 |
72 |
257.1% |
163 |
|
| Daily Pivots for day following 30-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2141 |
1.2107 |
1.1984 |
|
| R3 |
1.2080 |
1.2046 |
1.1967 |
|
| R2 |
1.2019 |
1.2019 |
1.1961 |
|
| R1 |
1.1985 |
1.1985 |
1.1956 |
1.1972 |
| PP |
1.1958 |
1.1958 |
1.1958 |
1.1952 |
| S1 |
1.1924 |
1.1924 |
1.1944 |
1.1911 |
| S2 |
1.1897 |
1.1897 |
1.1939 |
|
| S3 |
1.1836 |
1.1863 |
1.1933 |
|
| S4 |
1.1775 |
1.1802 |
1.1916 |
|
|
| Weekly Pivots for week ending 24-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2442 |
1.2375 |
1.2023 |
|
| R3 |
1.2246 |
1.2178 |
1.1969 |
|
| R2 |
1.2049 |
1.2049 |
1.1951 |
|
| R1 |
1.1982 |
1.1982 |
1.1933 |
1.2016 |
| PP |
1.1853 |
1.1853 |
1.1853 |
1.1870 |
| S1 |
1.1785 |
1.1785 |
1.1896 |
1.1819 |
| S2 |
1.1656 |
1.1656 |
1.1878 |
|
| S3 |
1.1460 |
1.1589 |
1.1860 |
|
| S4 |
1.1263 |
1.1392 |
1.1806 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2012 |
1.1897 |
0.0115 |
1.0% |
0.0044 |
0.4% |
46% |
False |
False |
44 |
| 10 |
1.2012 |
1.1724 |
0.0288 |
2.4% |
0.0044 |
0.4% |
79% |
False |
False |
37 |
| 20 |
1.2012 |
1.1605 |
0.0407 |
3.4% |
0.0040 |
0.3% |
85% |
False |
False |
30 |
| 40 |
1.2111 |
1.1605 |
0.0506 |
4.2% |
0.0036 |
0.3% |
68% |
False |
False |
26 |
| 60 |
1.2188 |
1.1605 |
0.0583 |
4.9% |
0.0041 |
0.3% |
59% |
False |
False |
23 |
| 80 |
1.2363 |
1.1605 |
0.0758 |
6.3% |
0.0040 |
0.3% |
46% |
False |
False |
23 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2252 |
|
2.618 |
1.2153 |
|
1.618 |
1.2092 |
|
1.000 |
1.2054 |
|
0.618 |
1.2031 |
|
HIGH |
1.1993 |
|
0.618 |
1.1970 |
|
0.500 |
1.1963 |
|
0.382 |
1.1955 |
|
LOW |
1.1932 |
|
0.618 |
1.1894 |
|
1.000 |
1.1871 |
|
1.618 |
1.1833 |
|
2.618 |
1.1772 |
|
4.250 |
1.1673 |
|
|
| Fisher Pivots for day following 30-Aug-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.1963 |
1.1972 |
| PP |
1.1958 |
1.1965 |
| S1 |
1.1954 |
1.1957 |
|