CME Euro FX (E) Future December 2018
| Trading Metrics calculated at close of trading on 30-Oct-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Oct-2018 |
30-Oct-2018 |
Change |
Change % |
Previous Week |
| Open |
1.1442 |
1.1414 |
-0.0028 |
-0.2% |
1.1567 |
| High |
1.1460 |
1.1431 |
-0.0029 |
-0.3% |
1.1601 |
| Low |
1.1405 |
1.1383 |
-0.0022 |
-0.2% |
1.1380 |
| Close |
1.1435 |
1.1385 |
-0.0050 |
-0.4% |
1.1455 |
| Range |
0.0056 |
0.0049 |
-0.0007 |
-12.6% |
0.0221 |
| ATR |
0.0079 |
0.0077 |
-0.0002 |
-2.4% |
0.0000 |
| Volume |
226,065 |
189,601 |
-36,464 |
-16.1% |
1,123,467 |
|
| Daily Pivots for day following 30-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1545 |
1.1513 |
1.1411 |
|
| R3 |
1.1496 |
1.1465 |
1.1398 |
|
| R2 |
1.1448 |
1.1448 |
1.1393 |
|
| R1 |
1.1416 |
1.1416 |
1.1389 |
1.1408 |
| PP |
1.1399 |
1.1399 |
1.1399 |
1.1395 |
| S1 |
1.1368 |
1.1368 |
1.1380 |
1.1359 |
| S2 |
1.1351 |
1.1351 |
1.1376 |
|
| S3 |
1.1302 |
1.1319 |
1.1371 |
|
| S4 |
1.1254 |
1.1271 |
1.1358 |
|
|
| 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 |
1.1525 |
1.1380 |
0.0145 |
1.3% |
0.0073 |
0.6% |
3% |
False |
False |
230,436 |
| 10 |
1.1636 |
1.1380 |
0.0256 |
2.2% |
0.0078 |
0.7% |
2% |
False |
False |
223,465 |
| 20 |
1.1678 |
1.1380 |
0.0298 |
2.6% |
0.0077 |
0.7% |
2% |
False |
False |
224,187 |
| 40 |
1.1893 |
1.1380 |
0.0513 |
4.5% |
0.0080 |
0.7% |
1% |
False |
False |
210,269 |
| 60 |
1.1893 |
1.1380 |
0.0513 |
4.5% |
0.0081 |
0.7% |
1% |
False |
False |
141,692 |
| 80 |
1.1908 |
1.1380 |
0.0528 |
4.6% |
0.0077 |
0.7% |
1% |
False |
False |
106,364 |
| 100 |
1.2010 |
1.1380 |
0.0630 |
5.5% |
0.0079 |
0.7% |
1% |
False |
False |
85,214 |
| 120 |
1.2194 |
1.1380 |
0.0814 |
7.1% |
0.0078 |
0.7% |
1% |
False |
False |
71,076 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1637 |
|
2.618 |
1.1558 |
|
1.618 |
1.1509 |
|
1.000 |
1.1480 |
|
0.618 |
1.1461 |
|
HIGH |
1.1431 |
|
0.618 |
1.1412 |
|
0.500 |
1.1407 |
|
0.382 |
1.1401 |
|
LOW |
1.1383 |
|
0.618 |
1.1353 |
|
1.000 |
1.1334 |
|
1.618 |
1.1304 |
|
2.618 |
1.1256 |
|
4.250 |
1.1176 |
|
|
| Fisher Pivots for day following 30-Oct-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.1407 |
1.1423 |
| PP |
1.1399 |
1.1410 |
| S1 |
1.1392 |
1.1397 |
|