CME Euro FX (E) Future December 2018
| Trading Metrics calculated at close of trading on 26-Oct-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Oct-2018 |
26-Oct-2018 |
Change |
Change % |
Previous Week |
| Open |
1.1444 |
1.1417 |
-0.0027 |
-0.2% |
1.1567 |
| High |
1.1479 |
1.1466 |
-0.0013 |
-0.1% |
1.1601 |
| Low |
1.1401 |
1.1380 |
-0.0021 |
-0.2% |
1.1380 |
| Close |
1.1408 |
1.1455 |
0.0047 |
0.4% |
1.1455 |
| Range |
0.0078 |
0.0086 |
0.0009 |
11.0% |
0.0221 |
| ATR |
0.0080 |
0.0081 |
0.0000 |
0.5% |
0.0000 |
| Volume |
235,221 |
246,652 |
11,431 |
4.9% |
1,123,467 |
|
| Daily Pivots for day following 26-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1692 |
1.1659 |
1.1502 |
|
| R3 |
1.1606 |
1.1573 |
1.1478 |
|
| R2 |
1.1520 |
1.1520 |
1.1470 |
|
| R1 |
1.1487 |
1.1487 |
1.1462 |
1.1503 |
| PP |
1.1434 |
1.1434 |
1.1434 |
1.1442 |
| S1 |
1.1401 |
1.1401 |
1.1447 |
1.1417 |
| S2 |
1.1348 |
1.1348 |
1.1439 |
|
| S3 |
1.1262 |
1.1315 |
1.1431 |
|
| S4 |
1.1176 |
1.1229 |
1.1407 |
|
|
| Weekly Pivots for week ending 26-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2140 |
1.2018 |
1.1576 |
|
| R3 |
1.1919 |
1.1797 |
1.1515 |
|
| R2 |
1.1699 |
1.1699 |
1.1495 |
|
| R1 |
1.1577 |
1.1577 |
1.1475 |
1.1528 |
| PP |
1.1478 |
1.1478 |
1.1478 |
1.1454 |
| S1 |
1.1356 |
1.1356 |
1.1434 |
1.1307 |
| S2 |
1.1258 |
1.1258 |
1.1414 |
|
| S3 |
1.1037 |
1.1136 |
1.1394 |
|
| S4 |
1.0817 |
1.0915 |
1.1333 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1601 |
1.1380 |
0.0221 |
1.9% |
0.0082 |
0.7% |
34% |
False |
True |
224,693 |
| 10 |
1.1678 |
1.1380 |
0.0298 |
2.6% |
0.0080 |
0.7% |
25% |
False |
True |
216,604 |
| 20 |
1.1695 |
1.1380 |
0.0315 |
2.8% |
0.0078 |
0.7% |
24% |
False |
True |
227,594 |
| 40 |
1.1893 |
1.1380 |
0.0513 |
4.5% |
0.0083 |
0.7% |
15% |
False |
True |
200,524 |
| 60 |
1.1893 |
1.1380 |
0.0513 |
4.5% |
0.0080 |
0.7% |
15% |
False |
True |
134,787 |
| 80 |
1.1936 |
1.1380 |
0.0556 |
4.8% |
0.0077 |
0.7% |
13% |
False |
True |
101,207 |
| 100 |
1.2014 |
1.1380 |
0.0634 |
5.5% |
0.0079 |
0.7% |
12% |
False |
True |
81,059 |
| 120 |
1.2194 |
1.1380 |
0.0814 |
7.1% |
0.0079 |
0.7% |
9% |
False |
True |
67,614 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1832 |
|
2.618 |
1.1691 |
|
1.618 |
1.1605 |
|
1.000 |
1.1552 |
|
0.618 |
1.1519 |
|
HIGH |
1.1466 |
|
0.618 |
1.1433 |
|
0.500 |
1.1423 |
|
0.382 |
1.1413 |
|
LOW |
1.1380 |
|
0.618 |
1.1327 |
|
1.000 |
1.1294 |
|
1.618 |
1.1241 |
|
2.618 |
1.1155 |
|
4.250 |
1.1015 |
|
|
| Fisher Pivots for day following 26-Oct-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.1444 |
1.1454 |
| PP |
1.1434 |
1.1453 |
| S1 |
1.1423 |
1.1452 |
|