CME Euro FX (E) Future June 2019
| Trading Metrics calculated at close of trading on 11-Sep-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Sep-2018 |
11-Sep-2018 |
Change |
Change % |
Previous Week |
| Open |
1.1822 |
1.1900 |
0.0078 |
0.7% |
1.1880 |
| High |
1.1887 |
1.1907 |
0.0020 |
0.2% |
1.1926 |
| Low |
1.1816 |
1.1858 |
0.0043 |
0.4% |
1.1823 |
| Close |
1.1876 |
1.1865 |
-0.0012 |
-0.1% |
1.1845 |
| Range |
0.0072 |
0.0049 |
-0.0023 |
-31.5% |
0.0104 |
| ATR |
0.0063 |
0.0062 |
-0.0001 |
-1.6% |
0.0000 |
| Volume |
22 |
20 |
-2 |
-9.1% |
330 |
|
| Daily Pivots for day following 11-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2024 |
1.1993 |
1.1891 |
|
| R3 |
1.1975 |
1.1944 |
1.1878 |
|
| R2 |
1.1926 |
1.1926 |
1.1873 |
|
| R1 |
1.1895 |
1.1895 |
1.1869 |
1.1886 |
| PP |
1.1877 |
1.1877 |
1.1877 |
1.1872 |
| S1 |
1.1846 |
1.1846 |
1.1860 |
1.1837 |
| S2 |
1.1828 |
1.1828 |
1.1856 |
|
| S3 |
1.1779 |
1.1797 |
1.1851 |
|
| S4 |
1.1730 |
1.1748 |
1.1838 |
|
|
| Weekly Pivots for week ending 07-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2175 |
1.2113 |
1.1901 |
|
| R3 |
1.2071 |
1.2010 |
1.1873 |
|
| R2 |
1.1968 |
1.1968 |
1.1863 |
|
| R1 |
1.1906 |
1.1906 |
1.1854 |
1.1885 |
| PP |
1.1864 |
1.1864 |
1.1864 |
1.1854 |
| S1 |
1.1803 |
1.1803 |
1.1835 |
1.1782 |
| S2 |
1.1761 |
1.1761 |
1.1826 |
|
| S3 |
1.1657 |
1.1699 |
1.1816 |
|
| S4 |
1.1554 |
1.1596 |
1.1788 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1926 |
1.1816 |
0.0111 |
0.9% |
0.0061 |
0.5% |
44% |
False |
False |
36 |
| 10 |
1.2012 |
1.1816 |
0.0196 |
1.7% |
0.0058 |
0.5% |
25% |
False |
False |
58 |
| 20 |
1.2012 |
1.1605 |
0.0407 |
3.4% |
0.0051 |
0.4% |
64% |
False |
False |
39 |
| 40 |
1.2062 |
1.1605 |
0.0457 |
3.8% |
0.0044 |
0.4% |
57% |
False |
False |
34 |
| 60 |
1.2111 |
1.1605 |
0.0506 |
4.3% |
0.0042 |
0.4% |
51% |
False |
False |
28 |
| 80 |
1.2188 |
1.1605 |
0.0583 |
4.9% |
0.0043 |
0.4% |
45% |
False |
False |
28 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2115 |
|
2.618 |
1.2035 |
|
1.618 |
1.1986 |
|
1.000 |
1.1956 |
|
0.618 |
1.1937 |
|
HIGH |
1.1907 |
|
0.618 |
1.1888 |
|
0.500 |
1.1883 |
|
0.382 |
1.1877 |
|
LOW |
1.1858 |
|
0.618 |
1.1828 |
|
1.000 |
1.1809 |
|
1.618 |
1.1779 |
|
2.618 |
1.1730 |
|
4.250 |
1.1650 |
|
|
| Fisher Pivots for day following 11-Sep-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.1883 |
1.1868 |
| PP |
1.1877 |
1.1867 |
| S1 |
1.1871 |
1.1866 |
|