CME Euro FX (E) Future June 2019
| Trading Metrics calculated at close of trading on 28-Sep-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Sep-2018 |
28-Sep-2018 |
Change |
Change % |
Previous Week |
| Open |
1.2016 |
1.1886 |
-0.0131 |
-1.1% |
1.2068 |
| High |
1.2016 |
1.1892 |
-0.0125 |
-1.0% |
1.2069 |
| Low |
1.1918 |
1.1841 |
-0.0077 |
-0.6% |
1.1841 |
| Close |
1.1927 |
1.1878 |
-0.0050 |
-0.4% |
1.1878 |
| Range |
0.0099 |
0.0051 |
-0.0048 |
-48.7% |
0.0228 |
| ATR |
0.0063 |
0.0065 |
0.0002 |
2.6% |
0.0000 |
| Volume |
52 |
114 |
62 |
119.2% |
200 |
|
| Daily Pivots for day following 28-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2022 |
1.2000 |
1.1905 |
|
| R3 |
1.1971 |
1.1950 |
1.1891 |
|
| R2 |
1.1921 |
1.1921 |
1.1887 |
|
| R1 |
1.1899 |
1.1899 |
1.1882 |
1.1885 |
| PP |
1.1870 |
1.1870 |
1.1870 |
1.1863 |
| S1 |
1.1849 |
1.1849 |
1.1873 |
1.1834 |
| S2 |
1.1820 |
1.1820 |
1.1868 |
|
| S3 |
1.1769 |
1.1798 |
1.1864 |
|
| S4 |
1.1719 |
1.1748 |
1.1850 |
|
|
| Weekly Pivots for week ending 28-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2612 |
1.2472 |
1.2003 |
|
| R3 |
1.2384 |
1.2245 |
1.1940 |
|
| R2 |
1.2157 |
1.2157 |
1.1919 |
|
| R1 |
1.2017 |
1.2017 |
1.1898 |
1.1973 |
| PP |
1.1929 |
1.1929 |
1.1929 |
1.1907 |
| S1 |
1.1790 |
1.1790 |
1.1857 |
1.1746 |
| S2 |
1.1702 |
1.1702 |
1.1836 |
|
| S3 |
1.1474 |
1.1562 |
1.1815 |
|
| S4 |
1.1247 |
1.1335 |
1.1752 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2069 |
1.1841 |
0.0228 |
1.9% |
0.0054 |
0.5% |
16% |
False |
True |
40 |
| 10 |
1.2069 |
1.1841 |
0.0228 |
1.9% |
0.0047 |
0.4% |
16% |
False |
True |
32 |
| 20 |
1.2069 |
1.1816 |
0.0253 |
2.1% |
0.0057 |
0.5% |
25% |
False |
False |
42 |
| 40 |
1.2069 |
1.1605 |
0.0464 |
3.9% |
0.0049 |
0.4% |
59% |
False |
False |
36 |
| 60 |
1.2111 |
1.1605 |
0.0506 |
4.3% |
0.0043 |
0.4% |
54% |
False |
False |
31 |
| 80 |
1.2188 |
1.1605 |
0.0583 |
4.9% |
0.0045 |
0.4% |
47% |
False |
False |
27 |
| 100 |
1.2363 |
1.1605 |
0.0758 |
6.4% |
0.0044 |
0.4% |
36% |
False |
False |
27 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2106 |
|
2.618 |
1.2024 |
|
1.618 |
1.1973 |
|
1.000 |
1.1942 |
|
0.618 |
1.1923 |
|
HIGH |
1.1892 |
|
0.618 |
1.1872 |
|
0.500 |
1.1866 |
|
0.382 |
1.1860 |
|
LOW |
1.1841 |
|
0.618 |
1.1810 |
|
1.000 |
1.1791 |
|
1.618 |
1.1759 |
|
2.618 |
1.1709 |
|
4.250 |
1.1626 |
|
|
| Fisher Pivots for day following 28-Sep-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.1874 |
1.1950 |
| PP |
1.1870 |
1.1926 |
| S1 |
1.1866 |
1.1902 |
|