CME Euro FX (E) Future December 2018
| Trading Metrics calculated at close of trading on 03-Oct-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Oct-2018 |
03-Oct-2018 |
Change |
Change % |
Previous Week |
| Open |
1.1645 |
1.1616 |
-0.0029 |
-0.2% |
1.1822 |
| High |
1.1649 |
1.1661 |
0.0012 |
0.1% |
1.1893 |
| Low |
1.1573 |
1.1532 |
-0.0042 |
-0.4% |
1.1641 |
| Close |
1.1613 |
1.1584 |
-0.0029 |
-0.2% |
1.1682 |
| Range |
0.0076 |
0.0130 |
0.0054 |
70.4% |
0.0252 |
| ATR |
0.0083 |
0.0086 |
0.0003 |
4.0% |
0.0000 |
| Volume |
262,987 |
275,313 |
12,326 |
4.7% |
1,325,901 |
|
| Daily Pivots for day following 03-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1981 |
1.1912 |
1.1655 |
|
| R3 |
1.1851 |
1.1782 |
1.1620 |
|
| R2 |
1.1722 |
1.1722 |
1.1608 |
|
| R1 |
1.1653 |
1.1653 |
1.1596 |
1.1623 |
| PP |
1.1592 |
1.1592 |
1.1592 |
1.1577 |
| S1 |
1.1523 |
1.1523 |
1.1572 |
1.1493 |
| S2 |
1.1463 |
1.1463 |
1.1560 |
|
| S3 |
1.1333 |
1.1394 |
1.1548 |
|
| S4 |
1.1204 |
1.1264 |
1.1513 |
|
|
| 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 |
1.1831 |
1.1532 |
0.0299 |
2.6% |
0.0094 |
0.8% |
18% |
False |
True |
273,713 |
| 10 |
1.1893 |
1.1532 |
0.0362 |
3.1% |
0.0088 |
0.8% |
15% |
False |
True |
258,936 |
| 20 |
1.1893 |
1.1532 |
0.0362 |
3.1% |
0.0085 |
0.7% |
15% |
False |
True |
209,351 |
| 40 |
1.1893 |
1.1410 |
0.0484 |
4.2% |
0.0085 |
0.7% |
36% |
False |
False |
107,319 |
| 60 |
1.1900 |
1.1410 |
0.0491 |
4.2% |
0.0078 |
0.7% |
36% |
False |
False |
71,675 |
| 80 |
1.2010 |
1.1410 |
0.0601 |
5.2% |
0.0080 |
0.7% |
29% |
False |
False |
53,911 |
| 100 |
1.2194 |
1.1410 |
0.0784 |
6.8% |
0.0079 |
0.7% |
22% |
False |
False |
43,205 |
| 120 |
1.2653 |
1.1410 |
0.1244 |
10.7% |
0.0077 |
0.7% |
14% |
False |
False |
36,024 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2211 |
|
2.618 |
1.2000 |
|
1.618 |
1.1871 |
|
1.000 |
1.1791 |
|
0.618 |
1.1741 |
|
HIGH |
1.1661 |
|
0.618 |
1.1612 |
|
0.500 |
1.1596 |
|
0.382 |
1.1581 |
|
LOW |
1.1532 |
|
0.618 |
1.1451 |
|
1.000 |
1.1402 |
|
1.618 |
1.1322 |
|
2.618 |
1.1192 |
|
4.250 |
1.0981 |
|
|
| Fisher Pivots for day following 03-Oct-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.1596 |
1.1613 |
| PP |
1.1592 |
1.1604 |
| S1 |
1.1588 |
1.1594 |
|