CME Euro FX (E) Future June 2019
| Trading Metrics calculated at close of trading on 19-Sep-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Sep-2018 |
19-Sep-2018 |
Change |
Change % |
Previous Week |
| Open |
1.1992 |
1.1970 |
-0.0023 |
-0.2% |
1.1822 |
| High |
1.1994 |
1.1970 |
-0.0025 |
-0.2% |
1.1982 |
| Low |
1.1935 |
1.1935 |
0.0001 |
0.0% |
1.1816 |
| Close |
1.1943 |
1.1950 |
0.0007 |
0.1% |
1.1910 |
| Range |
0.0060 |
0.0035 |
-0.0025 |
-42.0% |
0.0167 |
| ATR |
0.0063 |
0.0061 |
-0.0002 |
-3.2% |
0.0000 |
| Volume |
40 |
20 |
-20 |
-50.0% |
138 |
|
| Daily Pivots for day following 19-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2055 |
1.2037 |
1.1969 |
|
| R3 |
1.2021 |
1.2003 |
1.1959 |
|
| R2 |
1.1986 |
1.1986 |
1.1956 |
|
| R1 |
1.1968 |
1.1968 |
1.1953 |
1.1960 |
| PP |
1.1952 |
1.1952 |
1.1952 |
1.1947 |
| S1 |
1.1934 |
1.1934 |
1.1947 |
1.1925 |
| S2 |
1.1917 |
1.1917 |
1.1944 |
|
| S3 |
1.1883 |
1.1899 |
1.1941 |
|
| S4 |
1.1848 |
1.1865 |
1.1931 |
|
|
| 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 |
1.1899 |
0.0095 |
0.8% |
0.0060 |
0.5% |
54% |
False |
False |
23 |
| 10 |
1.1994 |
1.1816 |
0.0179 |
1.5% |
0.0059 |
0.5% |
75% |
False |
False |
30 |
| 20 |
1.2012 |
1.1816 |
0.0196 |
1.6% |
0.0057 |
0.5% |
69% |
False |
False |
43 |
| 40 |
1.2030 |
1.1605 |
0.0425 |
3.6% |
0.0045 |
0.4% |
81% |
False |
False |
36 |
| 60 |
1.2111 |
1.1605 |
0.0506 |
4.2% |
0.0043 |
0.4% |
68% |
False |
False |
30 |
| 80 |
1.2188 |
1.1605 |
0.0583 |
4.9% |
0.0046 |
0.4% |
59% |
False |
False |
29 |
| 100 |
1.2513 |
1.1605 |
0.0908 |
7.6% |
0.0042 |
0.4% |
38% |
False |
False |
25 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2116 |
|
2.618 |
1.2060 |
|
1.618 |
1.2025 |
|
1.000 |
1.2004 |
|
0.618 |
1.1991 |
|
HIGH |
1.1970 |
|
0.618 |
1.1956 |
|
0.500 |
1.1952 |
|
0.382 |
1.1948 |
|
LOW |
1.1935 |
|
0.618 |
1.1914 |
|
1.000 |
1.1901 |
|
1.618 |
1.1879 |
|
2.618 |
1.1845 |
|
4.250 |
1.1788 |
|
|
| Fisher Pivots for day following 19-Sep-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.1952 |
1.1952 |
| PP |
1.1952 |
1.1951 |
| S1 |
1.1951 |
1.1951 |
|