CME Euro FX (E) Future June 2019
| Trading Metrics calculated at close of trading on 21-Sep-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Sep-2018 |
21-Sep-2018 |
Change |
Change % |
Previous Week |
| Open |
1.2044 |
1.2028 |
-0.0016 |
-0.1% |
1.1910 |
| High |
1.2053 |
1.2029 |
-0.0024 |
-0.2% |
1.2053 |
| Low |
1.2020 |
1.2014 |
-0.0006 |
0.0% |
1.1910 |
| Close |
1.2053 |
1.2023 |
-0.0030 |
-0.2% |
1.2023 |
| Range |
0.0033 |
0.0015 |
-0.0018 |
-55.4% |
0.0143 |
| ATR |
0.0064 |
0.0062 |
-0.0002 |
-2.8% |
0.0000 |
| Volume |
12 |
36 |
24 |
200.0% |
123 |
|
| Daily Pivots for day following 21-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2065 |
1.2058 |
1.2030 |
|
| R3 |
1.2051 |
1.2044 |
1.2026 |
|
| R2 |
1.2036 |
1.2036 |
1.2025 |
|
| R1 |
1.2029 |
1.2029 |
1.2024 |
1.2026 |
| PP |
1.2022 |
1.2022 |
1.2022 |
1.2020 |
| S1 |
1.2015 |
1.2015 |
1.2021 |
1.2011 |
| S2 |
1.2007 |
1.2007 |
1.2020 |
|
| S3 |
1.1993 |
1.2000 |
1.2019 |
|
| S4 |
1.1978 |
1.1986 |
1.2015 |
|
|
| Weekly Pivots for week ending 21-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2424 |
1.2366 |
1.2101 |
|
| R3 |
1.2281 |
1.2223 |
1.2062 |
|
| R2 |
1.2138 |
1.2138 |
1.2049 |
|
| R1 |
1.2080 |
1.2080 |
1.2036 |
1.2109 |
| PP |
1.1995 |
1.1995 |
1.1995 |
1.2009 |
| S1 |
1.1937 |
1.1937 |
1.2009 |
1.1966 |
| S2 |
1.1852 |
1.1852 |
1.1996 |
|
| S3 |
1.1709 |
1.1794 |
1.1983 |
|
| S4 |
1.1566 |
1.1651 |
1.1944 |
|
|
| 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% |
0.0040 |
0.3% |
79% |
False |
False |
24 |
| 10 |
1.2053 |
1.1816 |
0.0237 |
2.0% |
0.0052 |
0.4% |
87% |
False |
False |
26 |
| 20 |
1.2053 |
1.1816 |
0.0237 |
2.0% |
0.0054 |
0.4% |
87% |
False |
False |
43 |
| 40 |
1.2053 |
1.1605 |
0.0448 |
3.7% |
0.0043 |
0.4% |
93% |
False |
False |
32 |
| 60 |
1.2111 |
1.1605 |
0.0506 |
4.2% |
0.0042 |
0.3% |
83% |
False |
False |
29 |
| 80 |
1.2188 |
1.1605 |
0.0583 |
4.8% |
0.0044 |
0.4% |
72% |
False |
False |
26 |
| 100 |
1.2413 |
1.1605 |
0.0808 |
6.7% |
0.0042 |
0.4% |
52% |
False |
False |
25 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2090 |
|
2.618 |
1.2066 |
|
1.618 |
1.2052 |
|
1.000 |
1.2043 |
|
0.618 |
1.2037 |
|
HIGH |
1.2029 |
|
0.618 |
1.2023 |
|
0.500 |
1.2021 |
|
0.382 |
1.2020 |
|
LOW |
1.2014 |
|
0.618 |
1.2005 |
|
1.000 |
1.2000 |
|
1.618 |
1.1991 |
|
2.618 |
1.1976 |
|
4.250 |
1.1952 |
|
|
| Fisher Pivots for day following 21-Sep-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.2022 |
1.2013 |
| PP |
1.2022 |
1.2003 |
| S1 |
1.2021 |
1.1994 |
|