CME Euro FX (E) Future June 2019
| Trading Metrics calculated at close of trading on 20-Sep-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Sep-2018 |
20-Sep-2018 |
Change |
Change % |
Previous Week |
| Open |
1.1970 |
1.2044 |
0.0075 |
0.6% |
1.1822 |
| High |
1.1970 |
1.2053 |
0.0083 |
0.7% |
1.1982 |
| Low |
1.1935 |
1.2020 |
0.0085 |
0.7% |
1.1816 |
| Close |
1.1950 |
1.2053 |
0.0103 |
0.9% |
1.1910 |
| Range |
0.0035 |
0.0033 |
-0.0002 |
-5.8% |
0.0167 |
| ATR |
0.0061 |
0.0064 |
0.0003 |
4.9% |
0.0000 |
| Volume |
20 |
12 |
-8 |
-40.0% |
138 |
|
| Daily Pivots for day following 20-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2139 |
1.2128 |
1.2070 |
|
| R3 |
1.2107 |
1.2096 |
1.2061 |
|
| R2 |
1.2074 |
1.2074 |
1.2058 |
|
| R1 |
1.2063 |
1.2063 |
1.2055 |
1.2069 |
| PP |
1.2042 |
1.2042 |
1.2042 |
1.2044 |
| S1 |
1.2031 |
1.2031 |
1.2050 |
1.2036 |
| S2 |
1.2009 |
1.2009 |
1.2047 |
|
| S3 |
1.1977 |
1.1998 |
1.2044 |
|
| S4 |
1.1944 |
1.1966 |
1.2035 |
|
|
| 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 |
1.2053 |
1.1910 |
0.0143 |
1.2% |
0.0051 |
0.4% |
100% |
True |
False |
22 |
| 10 |
1.2053 |
1.1816 |
0.0237 |
2.0% |
0.0059 |
0.5% |
100% |
True |
False |
28 |
| 20 |
1.2053 |
1.1816 |
0.0237 |
2.0% |
0.0056 |
0.5% |
100% |
True |
False |
43 |
| 40 |
1.2053 |
1.1605 |
0.0448 |
3.7% |
0.0045 |
0.4% |
100% |
True |
False |
36 |
| 60 |
1.2111 |
1.1605 |
0.0506 |
4.2% |
0.0043 |
0.4% |
88% |
False |
False |
29 |
| 80 |
1.2188 |
1.1605 |
0.0583 |
4.8% |
0.0044 |
0.4% |
77% |
False |
False |
27 |
| 100 |
1.2424 |
1.1605 |
0.0819 |
6.8% |
0.0042 |
0.3% |
55% |
False |
False |
25 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2191 |
|
2.618 |
1.2138 |
|
1.618 |
1.2105 |
|
1.000 |
1.2085 |
|
0.618 |
1.2073 |
|
HIGH |
1.2053 |
|
0.618 |
1.2040 |
|
0.500 |
1.2036 |
|
0.382 |
1.2032 |
|
LOW |
1.2020 |
|
0.618 |
1.2000 |
|
1.000 |
1.1988 |
|
1.618 |
1.1967 |
|
2.618 |
1.1935 |
|
4.250 |
1.1882 |
|
|
| Fisher Pivots for day following 20-Sep-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.2047 |
1.2033 |
| PP |
1.2042 |
1.2013 |
| S1 |
1.2036 |
1.1994 |
|