CME Euro FX (E) Future June 2019
| Trading Metrics calculated at close of trading on 27-Sep-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Sep-2018 |
27-Sep-2018 |
Change |
Change % |
Previous Week |
| Open |
1.2008 |
1.2016 |
0.0008 |
0.1% |
1.1910 |
| High |
1.2060 |
1.2016 |
-0.0044 |
-0.4% |
1.2053 |
| Low |
1.2000 |
1.1918 |
-0.0082 |
-0.7% |
1.1910 |
| Close |
1.2034 |
1.1927 |
-0.0107 |
-0.9% |
1.2023 |
| Range |
0.0060 |
0.0099 |
0.0039 |
64.2% |
0.0143 |
| ATR |
0.0059 |
0.0063 |
0.0004 |
7.0% |
0.0000 |
| Volume |
14 |
52 |
38 |
271.4% |
123 |
|
| Daily Pivots for day following 27-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2249 |
1.2187 |
1.1981 |
|
| R3 |
1.2151 |
1.2088 |
1.1954 |
|
| R2 |
1.2052 |
1.2052 |
1.1945 |
|
| R1 |
1.1990 |
1.1990 |
1.1936 |
1.1972 |
| PP |
1.1954 |
1.1954 |
1.1954 |
1.1945 |
| S1 |
1.1891 |
1.1891 |
1.1918 |
1.1873 |
| S2 |
1.1855 |
1.1855 |
1.1909 |
|
| S3 |
1.1757 |
1.1793 |
1.1900 |
|
| S4 |
1.1658 |
1.1694 |
1.1873 |
|
|
| 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 |
1.2069 |
1.1918 |
0.0151 |
1.3% |
0.0047 |
0.4% |
6% |
False |
True |
24 |
| 10 |
1.2069 |
1.1910 |
0.0159 |
1.3% |
0.0049 |
0.4% |
11% |
False |
False |
23 |
| 20 |
1.2069 |
1.1816 |
0.0253 |
2.1% |
0.0057 |
0.5% |
44% |
False |
False |
41 |
| 40 |
1.2069 |
1.1605 |
0.0464 |
3.9% |
0.0047 |
0.4% |
69% |
False |
False |
33 |
| 60 |
1.2111 |
1.1605 |
0.0506 |
4.2% |
0.0043 |
0.4% |
64% |
False |
False |
30 |
| 80 |
1.2188 |
1.1605 |
0.0583 |
4.9% |
0.0045 |
0.4% |
55% |
False |
False |
26 |
| 100 |
1.2363 |
1.1605 |
0.0758 |
6.4% |
0.0043 |
0.4% |
43% |
False |
False |
26 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2435 |
|
2.618 |
1.2274 |
|
1.618 |
1.2175 |
|
1.000 |
1.2115 |
|
0.618 |
1.2077 |
|
HIGH |
1.2016 |
|
0.618 |
1.1978 |
|
0.500 |
1.1967 |
|
0.382 |
1.1955 |
|
LOW |
1.1918 |
|
0.618 |
1.1857 |
|
1.000 |
1.1819 |
|
1.618 |
1.1758 |
|
2.618 |
1.1660 |
|
4.250 |
1.1499 |
|
|
| Fisher Pivots for day following 27-Sep-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.1967 |
1.1992 |
| PP |
1.1954 |
1.1970 |
| S1 |
1.1940 |
1.1949 |
|