CME Euro FX (E) Future June 2019
| Trading Metrics calculated at close of trading on 04-Sep-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Aug-2018 |
04-Sep-2018 |
Change |
Change % |
Previous Week |
| Open |
1.1893 |
1.1880 |
-0.0013 |
-0.1% |
1.1897 |
| High |
1.1964 |
1.1888 |
-0.0076 |
-0.6% |
1.2012 |
| Low |
1.1877 |
1.1823 |
-0.0055 |
-0.5% |
1.1877 |
| Close |
1.1880 |
1.1862 |
-0.0018 |
-0.1% |
1.1880 |
| Range |
0.0087 |
0.0065 |
-0.0022 |
-24.9% |
0.0135 |
| ATR |
0.0062 |
0.0062 |
0.0000 |
0.3% |
0.0000 |
| Volume |
53 |
190 |
137 |
258.5% |
262 |
|
| Daily Pivots for day following 04-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2052 |
1.2022 |
1.1898 |
|
| R3 |
1.1987 |
1.1957 |
1.1880 |
|
| R2 |
1.1922 |
1.1922 |
1.1874 |
|
| R1 |
1.1892 |
1.1892 |
1.1868 |
1.1875 |
| PP |
1.1857 |
1.1857 |
1.1857 |
1.1849 |
| S1 |
1.1827 |
1.1827 |
1.1856 |
1.1810 |
| S2 |
1.1792 |
1.1792 |
1.1850 |
|
| S3 |
1.1727 |
1.1762 |
1.1844 |
|
| S4 |
1.1662 |
1.1697 |
1.1826 |
|
|
| 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 |
1.1823 |
0.0189 |
1.6% |
0.0056 |
0.5% |
21% |
False |
True |
81 |
| 10 |
1.2012 |
1.1795 |
0.0217 |
1.8% |
0.0056 |
0.5% |
31% |
False |
False |
61 |
| 20 |
1.2012 |
1.1605 |
0.0407 |
3.4% |
0.0045 |
0.4% |
63% |
False |
False |
41 |
| 40 |
1.2082 |
1.1605 |
0.0477 |
4.0% |
0.0039 |
0.3% |
54% |
False |
False |
31 |
| 60 |
1.2176 |
1.1605 |
0.0571 |
4.8% |
0.0043 |
0.4% |
45% |
False |
False |
26 |
| 80 |
1.2363 |
1.1605 |
0.0758 |
6.4% |
0.0041 |
0.3% |
34% |
False |
False |
26 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2164 |
|
2.618 |
1.2058 |
|
1.618 |
1.1993 |
|
1.000 |
1.1953 |
|
0.618 |
1.1928 |
|
HIGH |
1.1888 |
|
0.618 |
1.1863 |
|
0.500 |
1.1855 |
|
0.382 |
1.1847 |
|
LOW |
1.1823 |
|
0.618 |
1.1782 |
|
1.000 |
1.1758 |
|
1.618 |
1.1717 |
|
2.618 |
1.1652 |
|
4.250 |
1.1546 |
|
|
| Fisher Pivots for day following 04-Sep-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.1860 |
1.1908 |
| PP |
1.1857 |
1.1893 |
| S1 |
1.1855 |
1.1877 |
|