CME Euro FX (E) Future December 2018
| Trading Metrics calculated at close of trading on 11-Oct-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Oct-2018 |
11-Oct-2018 |
Change |
Change % |
Previous Week |
| Open |
1.1552 |
1.1588 |
0.0036 |
0.3% |
1.1683 |
| High |
1.1607 |
1.1659 |
0.0052 |
0.4% |
1.1695 |
| Low |
1.1541 |
1.1586 |
0.0045 |
0.4% |
1.1527 |
| Close |
1.1587 |
1.1653 |
0.0067 |
0.6% |
1.1589 |
| Range |
0.0066 |
0.0073 |
0.0007 |
9.8% |
0.0169 |
| ATR |
0.0081 |
0.0081 |
-0.0001 |
-0.8% |
0.0000 |
| Volume |
216,787 |
324,112 |
107,325 |
49.5% |
1,222,624 |
|
| Daily Pivots for day following 11-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1850 |
1.1824 |
1.1693 |
|
| R3 |
1.1778 |
1.1752 |
1.1673 |
|
| R2 |
1.1705 |
1.1705 |
1.1666 |
|
| R1 |
1.1679 |
1.1679 |
1.1660 |
1.1692 |
| PP |
1.1633 |
1.1633 |
1.1633 |
1.1639 |
| S1 |
1.1607 |
1.1607 |
1.1646 |
1.1620 |
| S2 |
1.1560 |
1.1560 |
1.1640 |
|
| S3 |
1.1488 |
1.1534 |
1.1633 |
|
| S4 |
1.1415 |
1.1462 |
1.1613 |
|
|
| 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 |
1.1659 |
1.1494 |
0.0165 |
1.4% |
0.0069 |
0.6% |
97% |
True |
False |
237,073 |
| 10 |
1.1723 |
1.1494 |
0.0230 |
2.0% |
0.0078 |
0.7% |
69% |
False |
False |
247,739 |
| 20 |
1.1893 |
1.1494 |
0.0400 |
3.4% |
0.0082 |
0.7% |
40% |
False |
False |
243,600 |
| 40 |
1.1893 |
1.1445 |
0.0448 |
3.8% |
0.0083 |
0.7% |
46% |
False |
False |
142,586 |
| 60 |
1.1893 |
1.1410 |
0.0484 |
4.1% |
0.0079 |
0.7% |
50% |
False |
False |
95,291 |
| 80 |
1.1936 |
1.1410 |
0.0526 |
4.5% |
0.0078 |
0.7% |
46% |
False |
False |
71,588 |
| 100 |
1.2019 |
1.1410 |
0.0610 |
5.2% |
0.0079 |
0.7% |
40% |
False |
False |
57,369 |
| 120 |
1.2472 |
1.1410 |
0.1062 |
9.1% |
0.0078 |
0.7% |
23% |
False |
False |
47,840 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1967 |
|
2.618 |
1.1848 |
|
1.618 |
1.1776 |
|
1.000 |
1.1731 |
|
0.618 |
1.1703 |
|
HIGH |
1.1659 |
|
0.618 |
1.1631 |
|
0.500 |
1.1622 |
|
0.382 |
1.1614 |
|
LOW |
1.1586 |
|
0.618 |
1.1541 |
|
1.000 |
1.1514 |
|
1.618 |
1.1469 |
|
2.618 |
1.1396 |
|
4.250 |
1.1278 |
|
|
| Fisher Pivots for day following 11-Oct-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.1643 |
1.1627 |
| PP |
1.1633 |
1.1602 |
| S1 |
1.1622 |
1.1576 |
|