CME Euro FX (E) Future June 2019
| Trading Metrics calculated at close of trading on 05-Sep-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Sep-2018 |
05-Sep-2018 |
Change |
Change % |
Previous Week |
| Open |
1.1880 |
1.1863 |
-0.0017 |
-0.1% |
1.1897 |
| High |
1.1888 |
1.1910 |
0.0023 |
0.2% |
1.2012 |
| Low |
1.1823 |
1.1836 |
0.0013 |
0.1% |
1.1877 |
| Close |
1.1862 |
1.1905 |
0.0043 |
0.4% |
1.1880 |
| Range |
0.0065 |
0.0075 |
0.0010 |
14.6% |
0.0135 |
| ATR |
0.0062 |
0.0063 |
0.0001 |
1.4% |
0.0000 |
| Volume |
190 |
51 |
-139 |
-73.2% |
262 |
|
| Daily Pivots for day following 05-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2107 |
1.2081 |
1.1946 |
|
| R3 |
1.2033 |
1.2006 |
1.1925 |
|
| R2 |
1.1958 |
1.1958 |
1.1919 |
|
| R1 |
1.1932 |
1.1932 |
1.1912 |
1.1945 |
| PP |
1.1884 |
1.1884 |
1.1884 |
1.1890 |
| S1 |
1.1857 |
1.1857 |
1.1898 |
1.1870 |
| S2 |
1.1809 |
1.1809 |
1.1891 |
|
| S3 |
1.1735 |
1.1783 |
1.1885 |
|
| S4 |
1.1660 |
1.1708 |
1.1864 |
|
|
| 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 |
1.1993 |
1.1823 |
0.0171 |
1.4% |
0.0065 |
0.5% |
48% |
False |
False |
84 |
| 10 |
1.2012 |
1.1823 |
0.0189 |
1.6% |
0.0054 |
0.5% |
44% |
False |
False |
57 |
| 20 |
1.2012 |
1.1605 |
0.0407 |
3.4% |
0.0049 |
0.4% |
74% |
False |
False |
41 |
| 40 |
1.2062 |
1.1605 |
0.0457 |
3.8% |
0.0040 |
0.3% |
66% |
False |
False |
32 |
| 60 |
1.2176 |
1.1605 |
0.0571 |
4.8% |
0.0044 |
0.4% |
53% |
False |
False |
27 |
| 80 |
1.2363 |
1.1605 |
0.0758 |
6.4% |
0.0042 |
0.4% |
40% |
False |
False |
27 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2227 |
|
2.618 |
1.2105 |
|
1.618 |
1.2031 |
|
1.000 |
1.1985 |
|
0.618 |
1.1956 |
|
HIGH |
1.1910 |
|
0.618 |
1.1882 |
|
0.500 |
1.1873 |
|
0.382 |
1.1864 |
|
LOW |
1.1836 |
|
0.618 |
1.1789 |
|
1.000 |
1.1761 |
|
1.618 |
1.1715 |
|
2.618 |
1.1640 |
|
4.250 |
1.1519 |
|
|
| Fisher Pivots for day following 05-Sep-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.1894 |
1.1901 |
| PP |
1.1884 |
1.1897 |
| S1 |
1.1873 |
1.1893 |
|