CME Euro FX (E) Future December 2018
| Trading Metrics calculated at close of trading on 09-Oct-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Oct-2018 |
09-Oct-2018 |
Change |
Change % |
Previous Week |
| Open |
1.1586 |
1.1555 |
-0.0031 |
-0.3% |
1.1683 |
| High |
1.1593 |
1.1566 |
-0.0027 |
-0.2% |
1.1695 |
| Low |
1.1523 |
1.1494 |
-0.0029 |
-0.3% |
1.1527 |
| Close |
1.1552 |
1.1560 |
0.0009 |
0.1% |
1.1589 |
| Range |
0.0070 |
0.0072 |
0.0002 |
2.9% |
0.0169 |
| ATR |
0.0083 |
0.0083 |
-0.0001 |
-1.0% |
0.0000 |
| Volume |
159,032 |
254,931 |
95,899 |
60.3% |
1,222,624 |
|
| Daily Pivots for day following 09-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1756 |
1.1730 |
1.1600 |
|
| R3 |
1.1684 |
1.1658 |
1.1580 |
|
| R2 |
1.1612 |
1.1612 |
1.1573 |
|
| R1 |
1.1586 |
1.1586 |
1.1567 |
1.1599 |
| PP |
1.1540 |
1.1540 |
1.1540 |
1.1546 |
| S1 |
1.1514 |
1.1514 |
1.1553 |
1.1527 |
| S2 |
1.1468 |
1.1468 |
1.1547 |
|
| S3 |
1.1396 |
1.1442 |
1.1540 |
|
| S4 |
1.1324 |
1.1370 |
1.1520 |
|
|
| Weekly Pivots for week ending 05-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2109 |
1.2018 |
1.1682 |
|
| R3 |
1.1941 |
1.1849 |
1.1635 |
|
| R2 |
1.1772 |
1.1772 |
1.1620 |
|
| R1 |
1.1681 |
1.1681 |
1.1604 |
1.1642 |
| PP |
1.1604 |
1.1604 |
1.1604 |
1.1584 |
| S1 |
1.1512 |
1.1512 |
1.1574 |
1.1474 |
| S2 |
1.1435 |
1.1435 |
1.1558 |
|
| S3 |
1.1267 |
1.1344 |
1.1543 |
|
| S4 |
1.1098 |
1.1175 |
1.1496 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1661 |
1.1494 |
0.0168 |
1.4% |
0.0084 |
0.7% |
40% |
False |
True |
230,557 |
| 10 |
1.1875 |
1.1494 |
0.0382 |
3.3% |
0.0083 |
0.7% |
17% |
False |
True |
251,029 |
| 20 |
1.1893 |
1.1494 |
0.0400 |
3.5% |
0.0083 |
0.7% |
17% |
False |
True |
239,765 |
| 40 |
1.1893 |
1.1410 |
0.0484 |
4.2% |
0.0083 |
0.7% |
31% |
False |
False |
129,130 |
| 60 |
1.1893 |
1.1410 |
0.0484 |
4.2% |
0.0079 |
0.7% |
31% |
False |
False |
86,283 |
| 80 |
1.1936 |
1.1410 |
0.0526 |
4.6% |
0.0078 |
0.7% |
29% |
False |
False |
64,846 |
| 100 |
1.2019 |
1.1410 |
0.0610 |
5.3% |
0.0079 |
0.7% |
25% |
False |
False |
51,963 |
| 120 |
1.2549 |
1.1410 |
0.1140 |
9.9% |
0.0078 |
0.7% |
13% |
False |
False |
43,334 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1872 |
|
2.618 |
1.1754 |
|
1.618 |
1.1682 |
|
1.000 |
1.1638 |
|
0.618 |
1.1610 |
|
HIGH |
1.1566 |
|
0.618 |
1.1538 |
|
0.500 |
1.1530 |
|
0.382 |
1.1521 |
|
LOW |
1.1494 |
|
0.618 |
1.1449 |
|
1.000 |
1.1422 |
|
1.618 |
1.1377 |
|
2.618 |
1.1305 |
|
4.250 |
1.1188 |
|
|
| Fisher Pivots for day following 09-Oct-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.1550 |
1.1558 |
| PP |
1.1540 |
1.1556 |
| S1 |
1.1530 |
1.1554 |
|