CME Euro FX (E) Future March 2019
| Trading Metrics calculated at close of trading on 02-Oct-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Oct-2018 |
02-Oct-2018 |
Change |
Change % |
Previous Week |
| Open |
1.1766 |
1.1729 |
-0.0037 |
-0.3% |
1.1924 |
| High |
1.1792 |
1.1735 |
-0.0057 |
-0.5% |
1.1989 |
| Low |
1.1733 |
1.1675 |
-0.0058 |
-0.5% |
1.1742 |
| Close |
1.1743 |
1.1711 |
-0.0032 |
-0.3% |
1.1781 |
| Range |
0.0059 |
0.0060 |
0.0001 |
1.7% |
0.0248 |
| ATR |
0.0072 |
0.0072 |
0.0000 |
-0.5% |
0.0000 |
| Volume |
764 |
777 |
13 |
1.7% |
2,410 |
|
| Daily Pivots for day following 02-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1887 |
1.1859 |
1.1744 |
|
| R3 |
1.1827 |
1.1799 |
1.1727 |
|
| R2 |
1.1767 |
1.1767 |
1.1722 |
|
| R1 |
1.1739 |
1.1739 |
1.1716 |
1.1723 |
| PP |
1.1707 |
1.1707 |
1.1707 |
1.1699 |
| S1 |
1.1679 |
1.1679 |
1.1705 |
1.1663 |
| S2 |
1.1647 |
1.1647 |
1.1700 |
|
| S3 |
1.1587 |
1.1619 |
1.1694 |
|
| S4 |
1.1527 |
1.1559 |
1.1678 |
|
|
| Weekly Pivots for week ending 28-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2580 |
1.2428 |
1.1917 |
|
| R3 |
1.2332 |
1.2180 |
1.1849 |
|
| R2 |
1.2085 |
1.2085 |
1.1826 |
|
| R1 |
1.1933 |
1.1933 |
1.1803 |
1.1885 |
| PP |
1.1837 |
1.1837 |
1.1837 |
1.1813 |
| S1 |
1.1685 |
1.1685 |
1.1758 |
1.1637 |
| S2 |
1.1590 |
1.1590 |
1.1735 |
|
| S3 |
1.1342 |
1.1438 |
1.1712 |
|
| S4 |
1.1095 |
1.1190 |
1.1644 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1969 |
1.1675 |
0.0294 |
2.5% |
0.0072 |
0.6% |
12% |
False |
True |
698 |
| 10 |
1.1989 |
1.1675 |
0.0314 |
2.7% |
0.0072 |
0.6% |
11% |
False |
True |
535 |
| 20 |
1.1989 |
1.1675 |
0.0314 |
2.7% |
0.0070 |
0.6% |
11% |
False |
True |
344 |
| 40 |
1.1989 |
1.1503 |
0.0486 |
4.2% |
0.0066 |
0.6% |
43% |
False |
False |
208 |
| 60 |
1.1989 |
1.1503 |
0.0486 |
4.2% |
0.0057 |
0.5% |
43% |
False |
False |
150 |
| 80 |
1.2097 |
1.1503 |
0.0594 |
5.1% |
0.0057 |
0.5% |
35% |
False |
False |
122 |
| 100 |
1.2296 |
1.1503 |
0.0793 |
6.8% |
0.0059 |
0.5% |
26% |
False |
False |
107 |
| 120 |
1.2732 |
1.1503 |
0.1229 |
10.5% |
0.0057 |
0.5% |
17% |
False |
False |
94 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1990 |
|
2.618 |
1.1892 |
|
1.618 |
1.1832 |
|
1.000 |
1.1795 |
|
0.618 |
1.1772 |
|
HIGH |
1.1735 |
|
0.618 |
1.1712 |
|
0.500 |
1.1705 |
|
0.382 |
1.1698 |
|
LOW |
1.1675 |
|
0.618 |
1.1638 |
|
1.000 |
1.1615 |
|
1.618 |
1.1578 |
|
2.618 |
1.1518 |
|
4.250 |
1.1420 |
|
|
| Fisher Pivots for day following 02-Oct-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.1709 |
1.1744 |
| PP |
1.1707 |
1.1733 |
| S1 |
1.1705 |
1.1722 |
|