CME Euro FX (E) Future September 2018
| Trading Metrics calculated at close of trading on 17-Sep-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Sep-2018 |
17-Sep-2018 |
Change |
Change % |
Previous Week |
| Open |
1.1691 |
1.1626 |
-0.0065 |
-0.6% |
1.1556 |
| High |
1.1723 |
1.1695 |
-0.0028 |
-0.2% |
1.1723 |
| Low |
1.1621 |
1.1619 |
-0.0002 |
0.0% |
1.1531 |
| Close |
1.1634 |
1.1692 |
0.0058 |
0.5% |
1.1634 |
| Range |
0.0102 |
0.0076 |
-0.0026 |
-25.5% |
0.0192 |
| ATR |
0.0086 |
0.0085 |
-0.0001 |
-0.8% |
0.0000 |
| Volume |
126,923 |
11,844 |
-115,079 |
-90.7% |
1,470,730 |
|
| Daily Pivots for day following 17-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1896 |
1.1870 |
1.1733 |
|
| R3 |
1.1820 |
1.1794 |
1.1712 |
|
| R2 |
1.1744 |
1.1744 |
1.1705 |
|
| R1 |
1.1718 |
1.1718 |
1.1698 |
1.1731 |
| PP |
1.1668 |
1.1668 |
1.1668 |
1.1675 |
| S1 |
1.1642 |
1.1642 |
1.1685 |
1.1655 |
| S2 |
1.1592 |
1.1592 |
1.1678 |
|
| S3 |
1.1516 |
1.1566 |
1.1671 |
|
| S4 |
1.1440 |
1.1490 |
1.1650 |
|
|
| Weekly Pivots for week ending 14-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2205 |
1.2111 |
1.1739 |
|
| R3 |
1.2013 |
1.1919 |
1.1686 |
|
| R2 |
1.1821 |
1.1821 |
1.1669 |
|
| R1 |
1.1727 |
1.1727 |
1.1651 |
1.1774 |
| PP |
1.1629 |
1.1629 |
1.1629 |
1.1652 |
| S1 |
1.1535 |
1.1535 |
1.1616 |
1.1582 |
| S2 |
1.1437 |
1.1437 |
1.1598 |
|
| S3 |
1.1245 |
1.1343 |
1.1581 |
|
| S4 |
1.1053 |
1.1151 |
1.1528 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1723 |
1.1571 |
0.0152 |
1.3% |
0.0086 |
0.7% |
80% |
False |
False |
252,726 |
| 10 |
1.1723 |
1.1531 |
0.0192 |
1.6% |
0.0087 |
0.7% |
84% |
False |
False |
266,123 |
| 20 |
1.1751 |
1.1417 |
0.0334 |
2.9% |
0.0087 |
0.7% |
82% |
False |
False |
254,544 |
| 40 |
1.1801 |
1.1328 |
0.0473 |
4.0% |
0.0080 |
0.7% |
77% |
False |
False |
250,158 |
| 60 |
1.1852 |
1.1328 |
0.0524 |
4.5% |
0.0081 |
0.7% |
69% |
False |
False |
243,506 |
| 80 |
1.1940 |
1.1328 |
0.0612 |
5.2% |
0.0086 |
0.7% |
59% |
False |
False |
212,248 |
| 100 |
1.2345 |
1.1328 |
0.1017 |
8.7% |
0.0086 |
0.7% |
36% |
False |
False |
170,205 |
| 120 |
1.2579 |
1.1328 |
0.1252 |
10.7% |
0.0082 |
0.7% |
29% |
False |
False |
141,910 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2018 |
|
2.618 |
1.1893 |
|
1.618 |
1.1817 |
|
1.000 |
1.1771 |
|
0.618 |
1.1741 |
|
HIGH |
1.1695 |
|
0.618 |
1.1665 |
|
0.500 |
1.1657 |
|
0.382 |
1.1648 |
|
LOW |
1.1619 |
|
0.618 |
1.1572 |
|
1.000 |
1.1543 |
|
1.618 |
1.1496 |
|
2.618 |
1.1420 |
|
4.250 |
1.1296 |
|
|
| Fisher Pivots for day following 17-Sep-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.1680 |
1.1683 |
| PP |
1.1668 |
1.1675 |
| S1 |
1.1657 |
1.1667 |
|