CME Euro FX (E) Future June 2019
| Trading Metrics calculated at close of trading on 31-Aug-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Aug-2018 |
31-Aug-2018 |
Change |
Change % |
Previous Week |
| Open |
1.1978 |
1.1893 |
-0.0086 |
-0.7% |
1.1897 |
| High |
1.1993 |
1.1964 |
-0.0030 |
-0.2% |
1.2012 |
| Low |
1.1932 |
1.1877 |
-0.0055 |
-0.5% |
1.1877 |
| Close |
1.1950 |
1.1880 |
-0.0071 |
-0.6% |
1.1880 |
| Range |
0.0061 |
0.0087 |
0.0026 |
41.8% |
0.0135 |
| ATR |
0.0060 |
0.0062 |
0.0002 |
3.1% |
0.0000 |
| Volume |
100 |
53 |
-47 |
-47.0% |
262 |
|
| Daily Pivots for day following 31-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2166 |
1.2109 |
1.1927 |
|
| R3 |
1.2080 |
1.2023 |
1.1903 |
|
| R2 |
1.1993 |
1.1993 |
1.1895 |
|
| R1 |
1.1936 |
1.1936 |
1.1887 |
1.1922 |
| PP |
1.1907 |
1.1907 |
1.1907 |
1.1899 |
| S1 |
1.1850 |
1.1850 |
1.1872 |
1.1835 |
| S2 |
1.1820 |
1.1820 |
1.1864 |
|
| S3 |
1.1734 |
1.1763 |
1.1856 |
|
| S4 |
1.1647 |
1.1677 |
1.1832 |
|
|
| Weekly Pivots for week ending 31-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2326 |
1.2237 |
1.1953 |
|
| R3 |
1.2192 |
1.2103 |
1.1916 |
|
| R2 |
1.2057 |
1.2057 |
1.1904 |
|
| R1 |
1.1968 |
1.1968 |
1.1892 |
1.1946 |
| PP |
1.1923 |
1.1923 |
1.1923 |
1.1911 |
| S1 |
1.1834 |
1.1834 |
1.1867 |
1.1811 |
| S2 |
1.1788 |
1.1788 |
1.1855 |
|
| S3 |
1.1654 |
1.1699 |
1.1843 |
|
| S4 |
1.1519 |
1.1565 |
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 |
1.1877 |
0.0135 |
1.1% |
0.0059 |
0.5% |
2% |
False |
True |
52 |
| 10 |
1.2012 |
1.1724 |
0.0288 |
2.4% |
0.0053 |
0.4% |
54% |
False |
False |
42 |
| 20 |
1.2012 |
1.1605 |
0.0407 |
3.4% |
0.0044 |
0.4% |
68% |
False |
False |
32 |
| 40 |
1.2111 |
1.1605 |
0.0506 |
4.3% |
0.0038 |
0.3% |
54% |
False |
False |
27 |
| 60 |
1.2176 |
1.1605 |
0.0571 |
4.8% |
0.0043 |
0.4% |
48% |
False |
False |
23 |
| 80 |
1.2363 |
1.1605 |
0.0758 |
6.4% |
0.0041 |
0.3% |
36% |
False |
False |
24 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2331 |
|
2.618 |
1.2190 |
|
1.618 |
1.2103 |
|
1.000 |
1.2050 |
|
0.618 |
1.2017 |
|
HIGH |
1.1964 |
|
0.618 |
1.1930 |
|
0.500 |
1.1920 |
|
0.382 |
1.1910 |
|
LOW |
1.1877 |
|
0.618 |
1.1824 |
|
1.000 |
1.1791 |
|
1.618 |
1.1737 |
|
2.618 |
1.1651 |
|
4.250 |
1.1509 |
|
|
| Fisher Pivots for day following 31-Aug-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.1920 |
1.1935 |
| PP |
1.1907 |
1.1917 |
| S1 |
1.1893 |
1.1898 |
|