CME Euro FX (E) Future December 2018
| Trading Metrics calculated at close of trading on 10-Oct-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Oct-2018 |
10-Oct-2018 |
Change |
Change % |
Previous Week |
| Open |
1.1555 |
1.1552 |
-0.0003 |
0.0% |
1.1683 |
| High |
1.1566 |
1.1607 |
0.0042 |
0.4% |
1.1695 |
| Low |
1.1494 |
1.1541 |
0.0048 |
0.4% |
1.1527 |
| Close |
1.1560 |
1.1587 |
0.0027 |
0.2% |
1.1589 |
| Range |
0.0072 |
0.0066 |
-0.0006 |
-8.3% |
0.0169 |
| ATR |
0.0083 |
0.0081 |
-0.0001 |
-1.4% |
0.0000 |
| Volume |
254,931 |
216,787 |
-38,144 |
-15.0% |
1,222,624 |
|
| Daily Pivots for day following 10-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1776 |
1.1747 |
1.1623 |
|
| R3 |
1.1710 |
1.1681 |
1.1605 |
|
| R2 |
1.1644 |
1.1644 |
1.1599 |
|
| R1 |
1.1615 |
1.1615 |
1.1593 |
1.1630 |
| PP |
1.1578 |
1.1578 |
1.1578 |
1.1585 |
| S1 |
1.1549 |
1.1549 |
1.1580 |
1.1564 |
| S2 |
1.1512 |
1.1512 |
1.1574 |
|
| S3 |
1.1446 |
1.1483 |
1.1568 |
|
| S4 |
1.1380 |
1.1417 |
1.1550 |
|
|
| 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 |
1.1614 |
1.1494 |
0.0120 |
1.0% |
0.0071 |
0.6% |
78% |
False |
False |
218,852 |
| 10 |
1.1831 |
1.1494 |
0.0337 |
2.9% |
0.0082 |
0.7% |
28% |
False |
False |
246,282 |
| 20 |
1.1893 |
1.1494 |
0.0400 |
3.4% |
0.0083 |
0.7% |
23% |
False |
False |
242,168 |
| 40 |
1.1893 |
1.1410 |
0.0484 |
4.2% |
0.0082 |
0.7% |
37% |
False |
False |
134,518 |
| 60 |
1.1893 |
1.1410 |
0.0484 |
4.2% |
0.0078 |
0.7% |
37% |
False |
False |
89,893 |
| 80 |
1.1936 |
1.1410 |
0.0526 |
4.5% |
0.0078 |
0.7% |
34% |
False |
False |
67,550 |
| 100 |
1.2019 |
1.1410 |
0.0610 |
5.3% |
0.0079 |
0.7% |
29% |
False |
False |
54,130 |
| 120 |
1.2510 |
1.1410 |
0.1100 |
9.5% |
0.0078 |
0.7% |
16% |
False |
False |
45,140 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1888 |
|
2.618 |
1.1780 |
|
1.618 |
1.1714 |
|
1.000 |
1.1673 |
|
0.618 |
1.1648 |
|
HIGH |
1.1607 |
|
0.618 |
1.1582 |
|
0.500 |
1.1574 |
|
0.382 |
1.1566 |
|
LOW |
1.1541 |
|
0.618 |
1.1500 |
|
1.000 |
1.1475 |
|
1.618 |
1.1434 |
|
2.618 |
1.1368 |
|
4.250 |
1.1261 |
|
|
| Fisher Pivots for day following 10-Oct-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.1582 |
1.1574 |
| PP |
1.1578 |
1.1562 |
| S1 |
1.1574 |
1.1550 |
|