CME Euro FX (E) Future December 2018
| Trading Metrics calculated at close of trading on 18-Oct-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Oct-2018 |
18-Oct-2018 |
Change |
Change % |
Previous Week |
| Open |
1.1628 |
1.1550 |
-0.0078 |
-0.7% |
1.1586 |
| High |
1.1636 |
1.1580 |
-0.0056 |
-0.5% |
1.1669 |
| Low |
1.1550 |
1.1501 |
-0.0049 |
-0.4% |
1.1494 |
| Close |
1.1561 |
1.1517 |
-0.0044 |
-0.4% |
1.1622 |
| Range |
0.0086 |
0.0079 |
-0.0007 |
-7.6% |
0.0175 |
| ATR |
0.0078 |
0.0078 |
0.0000 |
0.1% |
0.0000 |
| Volume |
217,562 |
232,722 |
15,160 |
7.0% |
1,163,216 |
|
| Daily Pivots for day following 18-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1770 |
1.1722 |
1.1560 |
|
| R3 |
1.1691 |
1.1643 |
1.1539 |
|
| R2 |
1.1612 |
1.1612 |
1.1531 |
|
| R1 |
1.1564 |
1.1564 |
1.1524 |
1.1549 |
| PP |
1.1533 |
1.1533 |
1.1533 |
1.1525 |
| S1 |
1.1485 |
1.1485 |
1.1510 |
1.1470 |
| S2 |
1.1454 |
1.1454 |
1.1503 |
|
| S3 |
1.1375 |
1.1406 |
1.1495 |
|
| S4 |
1.1296 |
1.1327 |
1.1474 |
|
|
| 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 |
1.1501 |
0.0177 |
1.5% |
0.0072 |
0.6% |
9% |
False |
True |
201,139 |
| 10 |
1.1678 |
1.1494 |
0.0185 |
1.6% |
0.0071 |
0.6% |
13% |
False |
False |
219,106 |
| 20 |
1.1893 |
1.1494 |
0.0400 |
3.5% |
0.0078 |
0.7% |
6% |
False |
False |
237,337 |
| 40 |
1.1893 |
1.1494 |
0.0400 |
3.5% |
0.0081 |
0.7% |
6% |
False |
False |
167,095 |
| 60 |
1.1893 |
1.1410 |
0.0484 |
4.2% |
0.0078 |
0.7% |
22% |
False |
False |
112,022 |
| 80 |
1.1936 |
1.1410 |
0.0526 |
4.6% |
0.0077 |
0.7% |
20% |
False |
False |
84,129 |
| 100 |
1.2014 |
1.1410 |
0.0604 |
5.2% |
0.0078 |
0.7% |
18% |
False |
False |
67,395 |
| 120 |
1.2301 |
1.1410 |
0.0891 |
7.7% |
0.0078 |
0.7% |
12% |
False |
False |
56,213 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1916 |
|
2.618 |
1.1787 |
|
1.618 |
1.1708 |
|
1.000 |
1.1659 |
|
0.618 |
1.1629 |
|
HIGH |
1.1580 |
|
0.618 |
1.1550 |
|
0.500 |
1.1541 |
|
0.382 |
1.1531 |
|
LOW |
1.1501 |
|
0.618 |
1.1452 |
|
1.000 |
1.1422 |
|
1.618 |
1.1373 |
|
2.618 |
1.1294 |
|
4.250 |
1.1165 |
|
|
| Fisher Pivots for day following 18-Oct-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.1541 |
1.1590 |
| PP |
1.1533 |
1.1565 |
| S1 |
1.1525 |
1.1541 |
|