CME Euro FX (E) Future December 2018
| Trading Metrics calculated at close of trading on 02-Oct-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Oct-2018 |
02-Oct-2018 |
Change |
Change % |
Previous Week |
| Open |
1.1683 |
1.1645 |
-0.0038 |
-0.3% |
1.1822 |
| High |
1.1695 |
1.1649 |
-0.0046 |
-0.4% |
1.1893 |
| Low |
1.1633 |
1.1573 |
-0.0060 |
-0.5% |
1.1641 |
| Close |
1.1645 |
1.1613 |
-0.0032 |
-0.3% |
1.1682 |
| Range |
0.0062 |
0.0076 |
0.0014 |
22.6% |
0.0252 |
| ATR |
0.0084 |
0.0083 |
-0.0001 |
-0.6% |
0.0000 |
| Volume |
220,813 |
262,987 |
42,174 |
19.1% |
1,325,901 |
|
| Daily Pivots for day following 02-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1840 |
1.1802 |
1.1654 |
|
| R3 |
1.1764 |
1.1726 |
1.1633 |
|
| R2 |
1.1688 |
1.1688 |
1.1626 |
|
| R1 |
1.1650 |
1.1650 |
1.1619 |
1.1631 |
| PP |
1.1612 |
1.1612 |
1.1612 |
1.1602 |
| S1 |
1.1574 |
1.1574 |
1.1606 |
1.1555 |
| S2 |
1.1536 |
1.1536 |
1.1599 |
|
| S3 |
1.1460 |
1.1498 |
1.1592 |
|
| S4 |
1.1384 |
1.1422 |
1.1571 |
|
|
| Weekly Pivots for week ending 28-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2495 |
1.2340 |
1.1821 |
|
| R3 |
1.2243 |
1.2088 |
1.1751 |
|
| R2 |
1.1991 |
1.1991 |
1.1728 |
|
| R1 |
1.1836 |
1.1836 |
1.1705 |
1.1788 |
| PP |
1.1739 |
1.1739 |
1.1739 |
1.1714 |
| S1 |
1.1584 |
1.1584 |
1.1659 |
1.1536 |
| S2 |
1.1487 |
1.1487 |
1.1636 |
|
| S3 |
1.1235 |
1.1332 |
1.1613 |
|
| S4 |
1.0983 |
1.1080 |
1.1543 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1875 |
1.1573 |
0.0302 |
2.6% |
0.0083 |
0.7% |
13% |
False |
True |
271,500 |
| 10 |
1.1893 |
1.1573 |
0.0320 |
2.8% |
0.0082 |
0.7% |
12% |
False |
True |
250,831 |
| 20 |
1.1893 |
1.1573 |
0.0320 |
2.8% |
0.0084 |
0.7% |
12% |
False |
True |
196,351 |
| 40 |
1.1893 |
1.1410 |
0.0484 |
4.2% |
0.0082 |
0.7% |
42% |
False |
False |
100,445 |
| 60 |
1.1908 |
1.1410 |
0.0498 |
4.3% |
0.0077 |
0.7% |
41% |
False |
False |
67,090 |
| 80 |
1.2010 |
1.1410 |
0.0601 |
5.2% |
0.0079 |
0.7% |
34% |
False |
False |
50,471 |
| 100 |
1.2194 |
1.1410 |
0.0784 |
6.8% |
0.0079 |
0.7% |
26% |
False |
False |
40,453 |
| 120 |
1.2653 |
1.1410 |
0.1244 |
10.7% |
0.0076 |
0.7% |
16% |
False |
False |
33,731 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1972 |
|
2.618 |
1.1848 |
|
1.618 |
1.1772 |
|
1.000 |
1.1725 |
|
0.618 |
1.1696 |
|
HIGH |
1.1649 |
|
0.618 |
1.1620 |
|
0.500 |
1.1611 |
|
0.382 |
1.1602 |
|
LOW |
1.1573 |
|
0.618 |
1.1526 |
|
1.000 |
1.1497 |
|
1.618 |
1.1450 |
|
2.618 |
1.1374 |
|
4.250 |
1.1250 |
|
|
| Fisher Pivots for day following 02-Oct-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.1612 |
1.1648 |
| PP |
1.1612 |
1.1636 |
| S1 |
1.1611 |
1.1624 |
|