CME Euro FX (E) Future June 2019
| Trading Metrics calculated at close of trading on 06-Sep-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Sep-2018 |
06-Sep-2018 |
Change |
Change % |
Previous Week |
| Open |
1.1863 |
1.1892 |
0.0030 |
0.2% |
1.1897 |
| High |
1.1910 |
1.1926 |
0.0016 |
0.1% |
1.2012 |
| Low |
1.1836 |
1.1892 |
0.0057 |
0.5% |
1.1877 |
| Close |
1.1905 |
1.1905 |
0.0000 |
0.0% |
1.1880 |
| Range |
0.0075 |
0.0034 |
-0.0041 |
-54.4% |
0.0135 |
| ATR |
0.0063 |
0.0061 |
-0.0002 |
-3.3% |
0.0000 |
| Volume |
51 |
33 |
-18 |
-35.3% |
262 |
|
| Daily Pivots for day following 06-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2010 |
1.1991 |
1.1924 |
|
| R3 |
1.1976 |
1.1957 |
1.1914 |
|
| R2 |
1.1942 |
1.1942 |
1.1911 |
|
| R1 |
1.1923 |
1.1923 |
1.1908 |
1.1933 |
| PP |
1.1908 |
1.1908 |
1.1908 |
1.1912 |
| S1 |
1.1889 |
1.1889 |
1.1902 |
1.1899 |
| S2 |
1.1874 |
1.1874 |
1.1899 |
|
| S3 |
1.1840 |
1.1855 |
1.1896 |
|
| S4 |
1.1806 |
1.1821 |
1.1886 |
|
|
| 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% |
0.0064 |
0.5% |
48% |
False |
False |
85 |
| 10 |
1.2012 |
1.1823 |
0.0189 |
1.6% |
0.0053 |
0.4% |
44% |
False |
False |
58 |
| 20 |
1.2012 |
1.1605 |
0.0407 |
3.4% |
0.0050 |
0.4% |
74% |
False |
False |
42 |
| 40 |
1.2062 |
1.1605 |
0.0457 |
3.8% |
0.0041 |
0.3% |
66% |
False |
False |
33 |
| 60 |
1.2176 |
1.1605 |
0.0571 |
4.8% |
0.0044 |
0.4% |
53% |
False |
False |
27 |
| 80 |
1.2295 |
1.1605 |
0.0690 |
5.8% |
0.0042 |
0.4% |
43% |
False |
False |
27 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2071 |
|
2.618 |
1.2015 |
|
1.618 |
1.1981 |
|
1.000 |
1.1960 |
|
0.618 |
1.1947 |
|
HIGH |
1.1926 |
|
0.618 |
1.1913 |
|
0.500 |
1.1909 |
|
0.382 |
1.1905 |
|
LOW |
1.1892 |
|
0.618 |
1.1871 |
|
1.000 |
1.1858 |
|
1.618 |
1.1837 |
|
2.618 |
1.1803 |
|
4.250 |
1.1748 |
|
|
| Fisher Pivots for day following 06-Sep-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.1909 |
1.1895 |
| PP |
1.1908 |
1.1885 |
| S1 |
1.1906 |
1.1874 |
|