CME Euro FX (E) Future December 2018
| Trading Metrics calculated at close of trading on 17-Oct-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Oct-2018 |
17-Oct-2018 |
Change |
Change % |
Previous Week |
| Open |
1.1637 |
1.1628 |
-0.0010 |
-0.1% |
1.1586 |
| High |
1.1678 |
1.1636 |
-0.0043 |
-0.4% |
1.1669 |
| Low |
1.1622 |
1.1550 |
-0.0072 |
-0.6% |
1.1494 |
| Close |
1.1634 |
1.1561 |
-0.0073 |
-0.6% |
1.1622 |
| Range |
0.0057 |
0.0086 |
0.0029 |
51.3% |
0.0175 |
| ATR |
0.0078 |
0.0078 |
0.0001 |
0.7% |
0.0000 |
| Volume |
189,349 |
217,562 |
28,213 |
14.9% |
1,163,216 |
|
| Daily Pivots for day following 17-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1839 |
1.1785 |
1.1608 |
|
| R3 |
1.1753 |
1.1700 |
1.1585 |
|
| R2 |
1.1668 |
1.1668 |
1.1577 |
|
| R1 |
1.1614 |
1.1614 |
1.1569 |
1.1598 |
| PP |
1.1582 |
1.1582 |
1.1582 |
1.1574 |
| S1 |
1.1529 |
1.1529 |
1.1553 |
1.1513 |
| S2 |
1.1497 |
1.1497 |
1.1545 |
|
| S3 |
1.1411 |
1.1443 |
1.1537 |
|
| S4 |
1.1326 |
1.1358 |
1.1514 |
|
|
| 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 |
1.1550 |
0.0128 |
1.1% |
0.0071 |
0.6% |
9% |
False |
True |
219,417 |
| 10 |
1.1678 |
1.1494 |
0.0185 |
1.6% |
0.0071 |
0.6% |
37% |
False |
False |
219,135 |
| 20 |
1.1893 |
1.1494 |
0.0400 |
3.5% |
0.0080 |
0.7% |
17% |
False |
False |
239,035 |
| 40 |
1.1893 |
1.1494 |
0.0400 |
3.5% |
0.0081 |
0.7% |
17% |
False |
False |
161,511 |
| 60 |
1.1893 |
1.1410 |
0.0484 |
4.2% |
0.0078 |
0.7% |
31% |
False |
False |
108,150 |
| 80 |
1.1936 |
1.1410 |
0.0526 |
4.5% |
0.0077 |
0.7% |
29% |
False |
False |
81,222 |
| 100 |
1.2014 |
1.1410 |
0.0604 |
5.2% |
0.0080 |
0.7% |
25% |
False |
False |
65,080 |
| 120 |
1.2338 |
1.1410 |
0.0928 |
8.0% |
0.0078 |
0.7% |
16% |
False |
False |
54,274 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1999 |
|
2.618 |
1.1859 |
|
1.618 |
1.1774 |
|
1.000 |
1.1721 |
|
0.618 |
1.1688 |
|
HIGH |
1.1636 |
|
0.618 |
1.1603 |
|
0.500 |
1.1593 |
|
0.382 |
1.1583 |
|
LOW |
1.1550 |
|
0.618 |
1.1497 |
|
1.000 |
1.1465 |
|
1.618 |
1.1412 |
|
2.618 |
1.1326 |
|
4.250 |
1.1187 |
|
|
| Fisher Pivots for day following 17-Oct-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.1593 |
1.1614 |
| PP |
1.1582 |
1.1596 |
| S1 |
1.1572 |
1.1579 |
|