CME Euro FX (E) Future December 2018
| Trading Metrics calculated at close of trading on 12-Oct-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Oct-2018 |
12-Oct-2018 |
Change |
Change % |
Previous Week |
| Open |
1.1588 |
1.1651 |
0.0064 |
0.5% |
1.1586 |
| High |
1.1659 |
1.1669 |
0.0010 |
0.1% |
1.1669 |
| Low |
1.1586 |
1.1593 |
0.0007 |
0.1% |
1.1494 |
| Close |
1.1653 |
1.1622 |
-0.0032 |
-0.3% |
1.1622 |
| Range |
0.0073 |
0.0076 |
0.0004 |
4.8% |
0.0175 |
| ATR |
0.0081 |
0.0080 |
0.0000 |
-0.4% |
0.0000 |
| Volume |
324,112 |
208,354 |
-115,758 |
-35.7% |
1,163,216 |
|
| Daily Pivots for day following 12-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1856 |
1.1815 |
1.1663 |
|
| R3 |
1.1780 |
1.1739 |
1.1642 |
|
| R2 |
1.1704 |
1.1704 |
1.1635 |
|
| R1 |
1.1663 |
1.1663 |
1.1628 |
1.1645 |
| PP |
1.1628 |
1.1628 |
1.1628 |
1.1619 |
| S1 |
1.1587 |
1.1587 |
1.1615 |
1.1569 |
| S2 |
1.1552 |
1.1552 |
1.1608 |
|
| S3 |
1.1476 |
1.1511 |
1.1601 |
|
| S4 |
1.1400 |
1.1435 |
1.1580 |
|
|
| Weekly Pivots for week ending 12-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2120 |
1.2046 |
1.1718 |
|
| R3 |
1.1945 |
1.1871 |
1.1670 |
|
| R2 |
1.1770 |
1.1770 |
1.1654 |
|
| R1 |
1.1696 |
1.1696 |
1.1638 |
1.1733 |
| PP |
1.1595 |
1.1595 |
1.1595 |
1.1613 |
| S1 |
1.1521 |
1.1521 |
1.1605 |
1.1558 |
| S2 |
1.1420 |
1.1420 |
1.1589 |
|
| S3 |
1.1245 |
1.1346 |
1.1573 |
|
| S4 |
1.1070 |
1.1171 |
1.1525 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1669 |
1.1494 |
0.0175 |
1.5% |
0.0071 |
0.6% |
73% |
True |
False |
232,643 |
| 10 |
1.1695 |
1.1494 |
0.0202 |
1.7% |
0.0077 |
0.7% |
64% |
False |
False |
238,584 |
| 20 |
1.1893 |
1.1494 |
0.0400 |
3.4% |
0.0080 |
0.7% |
32% |
False |
False |
239,849 |
| 40 |
1.1893 |
1.1477 |
0.0416 |
3.6% |
0.0083 |
0.7% |
35% |
False |
False |
147,616 |
| 60 |
1.1893 |
1.1410 |
0.0484 |
4.2% |
0.0078 |
0.7% |
44% |
False |
False |
98,756 |
| 80 |
1.1936 |
1.1410 |
0.0526 |
4.5% |
0.0078 |
0.7% |
40% |
False |
False |
74,185 |
| 100 |
1.2014 |
1.1410 |
0.0604 |
5.2% |
0.0080 |
0.7% |
35% |
False |
False |
59,450 |
| 120 |
1.2460 |
1.1410 |
0.1051 |
9.0% |
0.0078 |
0.7% |
20% |
False |
False |
49,575 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1992 |
|
2.618 |
1.1867 |
|
1.618 |
1.1791 |
|
1.000 |
1.1745 |
|
0.618 |
1.1715 |
|
HIGH |
1.1669 |
|
0.618 |
1.1639 |
|
0.500 |
1.1631 |
|
0.382 |
1.1622 |
|
LOW |
1.1593 |
|
0.618 |
1.1546 |
|
1.000 |
1.1517 |
|
1.618 |
1.1470 |
|
2.618 |
1.1394 |
|
4.250 |
1.1270 |
|
|
| Fisher Pivots for day following 12-Oct-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.1631 |
1.1616 |
| PP |
1.1628 |
1.1610 |
| S1 |
1.1625 |
1.1605 |
|