CME Euro FX (E) Future June 2019
| Trading Metrics calculated at close of trading on 17-Sep-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Sep-2018 |
17-Sep-2018 |
Change |
Change % |
Previous Week |
| Open |
1.1982 |
1.1910 |
-0.0073 |
-0.6% |
1.1822 |
| High |
1.1982 |
1.1968 |
-0.0014 |
-0.1% |
1.1982 |
| Low |
1.1910 |
1.1910 |
-0.0001 |
0.0% |
1.1816 |
| Close |
1.1910 |
1.1963 |
0.0053 |
0.4% |
1.1910 |
| Range |
0.0072 |
0.0059 |
-0.0014 |
-18.8% |
0.0167 |
| ATR |
0.0063 |
0.0063 |
0.0000 |
-0.5% |
0.0000 |
| Volume |
24 |
15 |
-9 |
-37.5% |
138 |
|
| Daily Pivots for day following 17-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2122 |
1.2101 |
1.1995 |
|
| R3 |
1.2064 |
1.2042 |
1.1979 |
|
| R2 |
1.2005 |
1.2005 |
1.1973 |
|
| R1 |
1.1984 |
1.1984 |
1.1968 |
1.1995 |
| PP |
1.1947 |
1.1947 |
1.1947 |
1.1952 |
| S1 |
1.1925 |
1.1925 |
1.1957 |
1.1936 |
| S2 |
1.1888 |
1.1888 |
1.1952 |
|
| S3 |
1.1830 |
1.1867 |
1.1946 |
|
| S4 |
1.1771 |
1.1808 |
1.1930 |
|
|
| 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 |
1.1858 |
0.0124 |
1.0% |
0.0062 |
0.5% |
84% |
False |
False |
26 |
| 10 |
1.1982 |
1.1816 |
0.0167 |
1.4% |
0.0063 |
0.5% |
88% |
False |
False |
48 |
| 20 |
1.2012 |
1.1724 |
0.0288 |
2.4% |
0.0058 |
0.5% |
83% |
False |
False |
45 |
| 40 |
1.2030 |
1.1605 |
0.0425 |
3.6% |
0.0043 |
0.4% |
84% |
False |
False |
35 |
| 60 |
1.2111 |
1.1605 |
0.0506 |
4.2% |
0.0043 |
0.4% |
71% |
False |
False |
30 |
| 80 |
1.2188 |
1.1605 |
0.0583 |
4.9% |
0.0045 |
0.4% |
61% |
False |
False |
28 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2217 |
|
2.618 |
1.2121 |
|
1.618 |
1.2063 |
|
1.000 |
1.2027 |
|
0.618 |
1.2004 |
|
HIGH |
1.1968 |
|
0.618 |
1.1946 |
|
0.500 |
1.1939 |
|
0.382 |
1.1932 |
|
LOW |
1.1910 |
|
0.618 |
1.1873 |
|
1.000 |
1.1851 |
|
1.618 |
1.1815 |
|
2.618 |
1.1756 |
|
4.250 |
1.1661 |
|
|
| Fisher Pivots for day following 17-Sep-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.1955 |
1.1955 |
| PP |
1.1947 |
1.1948 |
| S1 |
1.1939 |
1.1941 |
|