CME Euro FX (E) Future December 2018
| Trading Metrics calculated at close of trading on 16-Oct-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Oct-2018 |
16-Oct-2018 |
Change |
Change % |
Previous Week |
| Open |
1.1610 |
1.1637 |
0.0027 |
0.2% |
1.1586 |
| High |
1.1664 |
1.1678 |
0.0015 |
0.1% |
1.1669 |
| Low |
1.1601 |
1.1622 |
0.0021 |
0.2% |
1.1494 |
| Close |
1.1641 |
1.1634 |
-0.0007 |
-0.1% |
1.1622 |
| Range |
0.0063 |
0.0057 |
-0.0007 |
-10.3% |
0.0175 |
| ATR |
0.0079 |
0.0078 |
-0.0002 |
-2.0% |
0.0000 |
| Volume |
157,712 |
189,349 |
31,637 |
20.1% |
1,163,216 |
|
| Daily Pivots for day following 16-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1814 |
1.1781 |
1.1665 |
|
| R3 |
1.1758 |
1.1724 |
1.1650 |
|
| R2 |
1.1701 |
1.1701 |
1.1644 |
|
| R1 |
1.1668 |
1.1668 |
1.1639 |
1.1656 |
| PP |
1.1645 |
1.1645 |
1.1645 |
1.1639 |
| S1 |
1.1611 |
1.1611 |
1.1629 |
1.1600 |
| S2 |
1.1588 |
1.1588 |
1.1624 |
|
| S3 |
1.1532 |
1.1555 |
1.1618 |
|
| S4 |
1.1475 |
1.1498 |
1.1603 |
|
|
| 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 |
1.1678 |
1.1541 |
0.0137 |
1.2% |
0.0067 |
0.6% |
68% |
True |
False |
219,262 |
| 10 |
1.1678 |
1.1494 |
0.0185 |
1.6% |
0.0075 |
0.6% |
76% |
True |
False |
224,910 |
| 20 |
1.1893 |
1.1494 |
0.0400 |
3.4% |
0.0079 |
0.7% |
35% |
False |
False |
237,870 |
| 40 |
1.1893 |
1.1494 |
0.0400 |
3.4% |
0.0082 |
0.7% |
35% |
False |
False |
156,204 |
| 60 |
1.1893 |
1.1410 |
0.0484 |
4.2% |
0.0077 |
0.7% |
46% |
False |
False |
104,530 |
| 80 |
1.1936 |
1.1410 |
0.0526 |
4.5% |
0.0077 |
0.7% |
43% |
False |
False |
78,510 |
| 100 |
1.2014 |
1.1410 |
0.0604 |
5.2% |
0.0079 |
0.7% |
37% |
False |
False |
62,908 |
| 120 |
1.2347 |
1.1410 |
0.0938 |
8.1% |
0.0078 |
0.7% |
24% |
False |
False |
52,466 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1918 |
|
2.618 |
1.1826 |
|
1.618 |
1.1769 |
|
1.000 |
1.1735 |
|
0.618 |
1.1713 |
|
HIGH |
1.1678 |
|
0.618 |
1.1656 |
|
0.500 |
1.1650 |
|
0.382 |
1.1643 |
|
LOW |
1.1622 |
|
0.618 |
1.1587 |
|
1.000 |
1.1565 |
|
1.618 |
1.1530 |
|
2.618 |
1.1474 |
|
4.250 |
1.1381 |
|
|
| Fisher Pivots for day following 16-Oct-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.1650 |
1.1635 |
| PP |
1.1645 |
1.1635 |
| S1 |
1.1639 |
1.1634 |
|