CME Euro FX (E) Future December 2018
| Trading Metrics calculated at close of trading on 23-Oct-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Oct-2018 |
23-Oct-2018 |
Change |
Change % |
Previous Week |
| Open |
1.1567 |
1.1514 |
-0.0053 |
-0.5% |
1.1610 |
| High |
1.1601 |
1.1543 |
-0.0058 |
-0.5% |
1.1678 |
| Low |
1.1506 |
1.1488 |
-0.0018 |
-0.2% |
1.1484 |
| Close |
1.1517 |
1.1517 |
0.0000 |
0.0% |
1.1561 |
| Range |
0.0095 |
0.0055 |
-0.0041 |
-42.6% |
0.0195 |
| ATR |
0.0081 |
0.0079 |
-0.0002 |
-2.3% |
0.0000 |
| Volume |
165,811 |
221,139 |
55,328 |
33.4% |
1,042,579 |
|
| Daily Pivots for day following 23-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1679 |
1.1653 |
1.1547 |
|
| R3 |
1.1625 |
1.1598 |
1.1532 |
|
| R2 |
1.1570 |
1.1570 |
1.1527 |
|
| R1 |
1.1544 |
1.1544 |
1.1522 |
1.1557 |
| PP |
1.1516 |
1.1516 |
1.1516 |
1.1523 |
| S1 |
1.1489 |
1.1489 |
1.1512 |
1.1503 |
| S2 |
1.1461 |
1.1461 |
1.1507 |
|
| S3 |
1.1407 |
1.1435 |
1.1502 |
|
| S4 |
1.1352 |
1.1380 |
1.1487 |
|
|
| Weekly Pivots for week ending 19-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2158 |
1.2054 |
1.1668 |
|
| R3 |
1.1963 |
1.1859 |
1.1614 |
|
| R2 |
1.1769 |
1.1769 |
1.1597 |
|
| R1 |
1.1665 |
1.1665 |
1.1579 |
1.1620 |
| PP |
1.1574 |
1.1574 |
1.1574 |
1.1552 |
| S1 |
1.1470 |
1.1470 |
1.1543 |
1.1425 |
| S2 |
1.1380 |
1.1380 |
1.1525 |
|
| S3 |
1.1185 |
1.1276 |
1.1508 |
|
| S4 |
1.0991 |
1.1081 |
1.1454 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1636 |
1.1484 |
0.0152 |
1.3% |
0.0083 |
0.7% |
22% |
False |
False |
216,493 |
| 10 |
1.1678 |
1.1484 |
0.0195 |
1.7% |
0.0075 |
0.7% |
17% |
False |
False |
217,878 |
| 20 |
1.1875 |
1.1484 |
0.0392 |
3.4% |
0.0079 |
0.7% |
9% |
False |
False |
234,453 |
| 40 |
1.1893 |
1.1484 |
0.0410 |
3.6% |
0.0081 |
0.7% |
8% |
False |
False |
182,716 |
| 60 |
1.1893 |
1.1410 |
0.0484 |
4.2% |
0.0079 |
0.7% |
22% |
False |
False |
122,534 |
| 80 |
1.1936 |
1.1410 |
0.0526 |
4.6% |
0.0076 |
0.7% |
20% |
False |
False |
92,013 |
| 100 |
1.2014 |
1.1410 |
0.0604 |
5.2% |
0.0078 |
0.7% |
18% |
False |
False |
73,701 |
| 120 |
1.2208 |
1.1410 |
0.0798 |
6.9% |
0.0079 |
0.7% |
13% |
False |
False |
61,479 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1774 |
|
2.618 |
1.1685 |
|
1.618 |
1.1631 |
|
1.000 |
1.1597 |
|
0.618 |
1.1576 |
|
HIGH |
1.1543 |
|
0.618 |
1.1522 |
|
0.500 |
1.1515 |
|
0.382 |
1.1509 |
|
LOW |
1.1488 |
|
0.618 |
1.1454 |
|
1.000 |
1.1434 |
|
1.618 |
1.1400 |
|
2.618 |
1.1345 |
|
4.250 |
1.1256 |
|
|
| Fisher Pivots for day following 23-Oct-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.1516 |
1.1542 |
| PP |
1.1516 |
1.1534 |
| S1 |
1.1515 |
1.1525 |
|