CME Euro FX (E) Future June 2019
| Trading Metrics calculated at close of trading on 12-Sep-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Sep-2018 |
12-Sep-2018 |
Change |
Change % |
Previous Week |
| Open |
1.1900 |
1.1874 |
-0.0026 |
-0.2% |
1.1880 |
| High |
1.1907 |
1.1918 |
0.0011 |
0.1% |
1.1926 |
| Low |
1.1858 |
1.1861 |
0.0003 |
0.0% |
1.1823 |
| Close |
1.1865 |
1.1912 |
0.0048 |
0.4% |
1.1845 |
| Range |
0.0049 |
0.0057 |
0.0008 |
15.3% |
0.0104 |
| ATR |
0.0062 |
0.0061 |
0.0000 |
-0.6% |
0.0000 |
| Volume |
20 |
54 |
34 |
170.0% |
330 |
|
| Daily Pivots for day following 12-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2066 |
1.2046 |
1.1943 |
|
| R3 |
1.2010 |
1.1989 |
1.1928 |
|
| R2 |
1.1953 |
1.1953 |
1.1922 |
|
| R1 |
1.1933 |
1.1933 |
1.1917 |
1.1943 |
| PP |
1.1897 |
1.1897 |
1.1897 |
1.1902 |
| S1 |
1.1876 |
1.1876 |
1.1907 |
1.1887 |
| S2 |
1.1840 |
1.1840 |
1.1902 |
|
| S3 |
1.1784 |
1.1820 |
1.1896 |
|
| S4 |
1.1727 |
1.1763 |
1.1881 |
|
|
| 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% |
0.0058 |
0.5% |
87% |
False |
False |
37 |
| 10 |
1.1993 |
1.1816 |
0.0178 |
1.5% |
0.0061 |
0.5% |
54% |
False |
False |
60 |
| 20 |
1.2012 |
1.1605 |
0.0407 |
3.4% |
0.0050 |
0.4% |
76% |
False |
False |
42 |
| 40 |
1.2048 |
1.1605 |
0.0443 |
3.7% |
0.0043 |
0.4% |
69% |
False |
False |
35 |
| 60 |
1.2111 |
1.1605 |
0.0506 |
4.2% |
0.0043 |
0.4% |
61% |
False |
False |
29 |
| 80 |
1.2188 |
1.1605 |
0.0583 |
4.9% |
0.0044 |
0.4% |
53% |
False |
False |
28 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2158 |
|
2.618 |
1.2065 |
|
1.618 |
1.2009 |
|
1.000 |
1.1974 |
|
0.618 |
1.1952 |
|
HIGH |
1.1918 |
|
0.618 |
1.1896 |
|
0.500 |
1.1889 |
|
0.382 |
1.1883 |
|
LOW |
1.1861 |
|
0.618 |
1.1826 |
|
1.000 |
1.1805 |
|
1.618 |
1.1770 |
|
2.618 |
1.1713 |
|
4.250 |
1.1621 |
|
|
| Fisher Pivots for day following 12-Sep-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.1904 |
1.1897 |
| PP |
1.1897 |
1.1882 |
| S1 |
1.1889 |
1.1867 |
|