CME Euro FX (E) Future June 2019
| Trading Metrics calculated at close of trading on 18-Sep-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Sep-2018 |
18-Sep-2018 |
Change |
Change % |
Previous Week |
| Open |
1.1910 |
1.1992 |
0.0083 |
0.7% |
1.1822 |
| High |
1.1968 |
1.1994 |
0.0026 |
0.2% |
1.1982 |
| Low |
1.1910 |
1.1935 |
0.0025 |
0.2% |
1.1816 |
| Close |
1.1963 |
1.1943 |
-0.0020 |
-0.2% |
1.1910 |
| Range |
0.0059 |
0.0060 |
0.0001 |
1.7% |
0.0167 |
| ATR |
0.0063 |
0.0063 |
0.0000 |
-0.4% |
0.0000 |
| Volume |
15 |
40 |
25 |
166.7% |
138 |
|
| Daily Pivots for day following 18-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2136 |
1.2099 |
1.1976 |
|
| R3 |
1.2076 |
1.2039 |
1.1959 |
|
| R2 |
1.2017 |
1.2017 |
1.1954 |
|
| R1 |
1.1980 |
1.1980 |
1.1948 |
1.1969 |
| PP |
1.1957 |
1.1957 |
1.1957 |
1.1952 |
| S1 |
1.1920 |
1.1920 |
1.1938 |
1.1909 |
| S2 |
1.1898 |
1.1898 |
1.1932 |
|
| S3 |
1.1838 |
1.1861 |
1.1927 |
|
| S4 |
1.1779 |
1.1801 |
1.1910 |
|
|
| 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 |
1.1994 |
1.1861 |
0.0133 |
1.1% |
0.0065 |
0.5% |
62% |
True |
False |
30 |
| 10 |
1.1994 |
1.1816 |
0.0179 |
1.5% |
0.0063 |
0.5% |
71% |
True |
False |
33 |
| 20 |
1.2012 |
1.1795 |
0.0217 |
1.8% |
0.0059 |
0.5% |
68% |
False |
False |
47 |
| 40 |
1.2030 |
1.1605 |
0.0425 |
3.6% |
0.0044 |
0.4% |
80% |
False |
False |
35 |
| 60 |
1.2111 |
1.1605 |
0.0506 |
4.2% |
0.0044 |
0.4% |
67% |
False |
False |
29 |
| 80 |
1.2188 |
1.1605 |
0.0583 |
4.9% |
0.0045 |
0.4% |
58% |
False |
False |
28 |
| 100 |
1.2554 |
1.1605 |
0.0949 |
7.9% |
0.0042 |
0.4% |
36% |
False |
False |
25 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2247 |
|
2.618 |
1.2150 |
|
1.618 |
1.2090 |
|
1.000 |
1.2054 |
|
0.618 |
1.2031 |
|
HIGH |
1.1994 |
|
0.618 |
1.1971 |
|
0.500 |
1.1964 |
|
0.382 |
1.1957 |
|
LOW |
1.1935 |
|
0.618 |
1.1898 |
|
1.000 |
1.1875 |
|
1.618 |
1.1838 |
|
2.618 |
1.1779 |
|
4.250 |
1.1682 |
|
|
| Fisher Pivots for day following 18-Sep-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.1964 |
1.1952 |
| PP |
1.1957 |
1.1949 |
| S1 |
1.1950 |
1.1946 |
|