CME Euro FX (E) Future December 2018
| Trading Metrics calculated at close of trading on 04-Oct-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Oct-2018 |
04-Oct-2018 |
Change |
Change % |
Previous Week |
| Open |
1.1616 |
1.1545 |
-0.0071 |
-0.6% |
1.1822 |
| High |
1.1661 |
1.1607 |
-0.0055 |
-0.5% |
1.1893 |
| Low |
1.1532 |
1.1527 |
-0.0005 |
0.0% |
1.1641 |
| Close |
1.1584 |
1.1579 |
-0.0006 |
0.0% |
1.1682 |
| Range |
0.0130 |
0.0080 |
-0.0050 |
-38.2% |
0.0252 |
| ATR |
0.0086 |
0.0086 |
0.0000 |
-0.5% |
0.0000 |
| Volume |
275,313 |
233,008 |
-42,305 |
-15.4% |
1,325,901 |
|
| Daily Pivots for day following 04-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1811 |
1.1775 |
1.1623 |
|
| R3 |
1.1731 |
1.1695 |
1.1601 |
|
| R2 |
1.1651 |
1.1651 |
1.1593 |
|
| R1 |
1.1615 |
1.1615 |
1.1586 |
1.1633 |
| PP |
1.1571 |
1.1571 |
1.1571 |
1.1580 |
| S1 |
1.1535 |
1.1535 |
1.1571 |
1.1553 |
| S2 |
1.1491 |
1.1491 |
1.1564 |
|
| S3 |
1.1411 |
1.1455 |
1.1557 |
|
| S4 |
1.1331 |
1.1375 |
1.1535 |
|
|
| 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 |
1.1723 |
1.1527 |
0.0197 |
1.7% |
0.0086 |
0.7% |
26% |
False |
True |
258,406 |
| 10 |
1.1893 |
1.1527 |
0.0367 |
3.2% |
0.0085 |
0.7% |
14% |
False |
True |
255,568 |
| 20 |
1.1893 |
1.1527 |
0.0367 |
3.2% |
0.0086 |
0.7% |
14% |
False |
True |
220,018 |
| 40 |
1.1893 |
1.1410 |
0.0484 |
4.2% |
0.0085 |
0.7% |
35% |
False |
False |
113,133 |
| 60 |
1.1893 |
1.1410 |
0.0484 |
4.2% |
0.0078 |
0.7% |
35% |
False |
False |
75,553 |
| 80 |
1.2010 |
1.1410 |
0.0601 |
5.2% |
0.0081 |
0.7% |
28% |
False |
False |
56,819 |
| 100 |
1.2137 |
1.1410 |
0.0728 |
6.3% |
0.0080 |
0.7% |
23% |
False |
False |
45,533 |
| 120 |
1.2653 |
1.1410 |
0.1244 |
10.7% |
0.0077 |
0.7% |
14% |
False |
False |
37,966 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1947 |
|
2.618 |
1.1816 |
|
1.618 |
1.1736 |
|
1.000 |
1.1687 |
|
0.618 |
1.1656 |
|
HIGH |
1.1607 |
|
0.618 |
1.1576 |
|
0.500 |
1.1567 |
|
0.382 |
1.1557 |
|
LOW |
1.1527 |
|
0.618 |
1.1477 |
|
1.000 |
1.1447 |
|
1.618 |
1.1397 |
|
2.618 |
1.1317 |
|
4.250 |
1.1187 |
|
|
| Fisher Pivots for day following 04-Oct-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.1575 |
1.1594 |
| PP |
1.1571 |
1.1589 |
| S1 |
1.1567 |
1.1584 |
|