CME Euro FX (E) Future December 2018
| Trading Metrics calculated at close of trading on 24-Oct-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Oct-2018 |
24-Oct-2018 |
Change |
Change % |
Previous Week |
| Open |
1.1514 |
1.1518 |
0.0005 |
0.0% |
1.1610 |
| High |
1.1543 |
1.1525 |
-0.0018 |
-0.2% |
1.1678 |
| Low |
1.1488 |
1.1427 |
-0.0062 |
-0.5% |
1.1484 |
| Close |
1.1517 |
1.1436 |
-0.0082 |
-0.7% |
1.1561 |
| Range |
0.0055 |
0.0098 |
0.0044 |
79.8% |
0.0195 |
| ATR |
0.0079 |
0.0080 |
0.0001 |
1.7% |
0.0000 |
| Volume |
221,139 |
254,644 |
33,505 |
15.2% |
1,042,579 |
|
| Daily Pivots for day following 24-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1756 |
1.1694 |
1.1489 |
|
| R3 |
1.1658 |
1.1596 |
1.1462 |
|
| R2 |
1.1560 |
1.1560 |
1.1453 |
|
| R1 |
1.1498 |
1.1498 |
1.1444 |
1.1480 |
| PP |
1.1462 |
1.1462 |
1.1462 |
1.1453 |
| S1 |
1.1400 |
1.1400 |
1.1427 |
1.1382 |
| S2 |
1.1364 |
1.1364 |
1.1418 |
|
| S3 |
1.1266 |
1.1302 |
1.1409 |
|
| S4 |
1.1168 |
1.1204 |
1.1382 |
|
|
| 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 |
1.1601 |
1.1427 |
0.0174 |
1.5% |
0.0086 |
0.8% |
5% |
False |
True |
223,910 |
| 10 |
1.1678 |
1.1427 |
0.0252 |
2.2% |
0.0078 |
0.7% |
4% |
False |
True |
221,663 |
| 20 |
1.1831 |
1.1427 |
0.0404 |
3.5% |
0.0080 |
0.7% |
2% |
False |
True |
233,973 |
| 40 |
1.1893 |
1.1427 |
0.0467 |
4.1% |
0.0082 |
0.7% |
2% |
False |
True |
188,969 |
| 60 |
1.1893 |
1.1410 |
0.0484 |
4.2% |
0.0079 |
0.7% |
5% |
False |
False |
126,772 |
| 80 |
1.1936 |
1.1410 |
0.0526 |
4.6% |
0.0077 |
0.7% |
5% |
False |
False |
95,194 |
| 100 |
1.2014 |
1.1410 |
0.0604 |
5.3% |
0.0078 |
0.7% |
4% |
False |
False |
76,247 |
| 120 |
1.2194 |
1.1410 |
0.0784 |
6.9% |
0.0079 |
0.7% |
3% |
False |
False |
63,600 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1941 |
|
2.618 |
1.1781 |
|
1.618 |
1.1683 |
|
1.000 |
1.1623 |
|
0.618 |
1.1585 |
|
HIGH |
1.1525 |
|
0.618 |
1.1487 |
|
0.500 |
1.1476 |
|
0.382 |
1.1464 |
|
LOW |
1.1427 |
|
0.618 |
1.1366 |
|
1.000 |
1.1329 |
|
1.618 |
1.1268 |
|
2.618 |
1.1170 |
|
4.250 |
1.1010 |
|
|
| Fisher Pivots for day following 24-Oct-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.1476 |
1.1514 |
| PP |
1.1462 |
1.1488 |
| S1 |
1.1449 |
1.1462 |
|