CME Euro FX (E) Future June 2019
| Trading Metrics calculated at close of trading on 14-Sep-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Sep-2018 |
14-Sep-2018 |
Change |
Change % |
Previous Week |
| Open |
1.1975 |
1.1982 |
0.0007 |
0.1% |
1.1822 |
| High |
1.1975 |
1.1982 |
0.0007 |
0.1% |
1.1982 |
| Low |
1.1899 |
1.1910 |
0.0011 |
0.1% |
1.1816 |
| Close |
1.1971 |
1.1910 |
-0.0061 |
-0.5% |
1.1910 |
| Range |
0.0076 |
0.0072 |
-0.0004 |
-5.3% |
0.0167 |
| ATR |
0.0062 |
0.0063 |
0.0001 |
1.1% |
0.0000 |
| Volume |
18 |
24 |
6 |
33.3% |
138 |
|
| Daily Pivots for day following 14-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2150 |
1.2102 |
1.1950 |
|
| R3 |
1.2078 |
1.2030 |
1.1930 |
|
| R2 |
1.2006 |
1.2006 |
1.1923 |
|
| R1 |
1.1958 |
1.1958 |
1.1917 |
1.1946 |
| PP |
1.1934 |
1.1934 |
1.1934 |
1.1928 |
| S1 |
1.1886 |
1.1886 |
1.1903 |
1.1874 |
| S2 |
1.1862 |
1.1862 |
1.1897 |
|
| S3 |
1.1790 |
1.1814 |
1.1890 |
|
| S4 |
1.1718 |
1.1742 |
1.1870 |
|
|
| Weekly Pivots for week ending 14-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2402 |
1.2323 |
1.2002 |
|
| R3 |
1.2236 |
1.2156 |
1.1956 |
|
| R2 |
1.2069 |
1.2069 |
1.1941 |
|
| R1 |
1.1990 |
1.1990 |
1.1925 |
1.2029 |
| PP |
1.1903 |
1.1903 |
1.1903 |
1.1922 |
| S1 |
1.1823 |
1.1823 |
1.1895 |
1.1863 |
| S2 |
1.1736 |
1.1736 |
1.1879 |
|
| S3 |
1.1570 |
1.1657 |
1.1864 |
|
| S4 |
1.1403 |
1.1490 |
1.1818 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1982 |
1.1816 |
0.0167 |
1.4% |
0.0065 |
0.5% |
57% |
True |
False |
27 |
| 10 |
1.1982 |
1.1816 |
0.0167 |
1.4% |
0.0066 |
0.6% |
57% |
True |
False |
52 |
| 20 |
1.2012 |
1.1724 |
0.0288 |
2.4% |
0.0055 |
0.5% |
65% |
False |
False |
44 |
| 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% |
0.0044 |
0.4% |
60% |
False |
False |
30 |
| 80 |
1.2188 |
1.1605 |
0.0583 |
4.9% |
0.0045 |
0.4% |
52% |
False |
False |
29 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2288 |
|
2.618 |
1.2170 |
|
1.618 |
1.2098 |
|
1.000 |
1.2054 |
|
0.618 |
1.2026 |
|
HIGH |
1.1982 |
|
0.618 |
1.1954 |
|
0.500 |
1.1946 |
|
0.382 |
1.1938 |
|
LOW |
1.1910 |
|
0.618 |
1.1866 |
|
1.000 |
1.1838 |
|
1.618 |
1.1794 |
|
2.618 |
1.1722 |
|
4.250 |
1.1604 |
|
|
| Fisher Pivots for day following 14-Sep-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.1946 |
1.1922 |
| PP |
1.1934 |
1.1918 |
| S1 |
1.1922 |
1.1914 |
|