CME Euro FX (E) Future March 2019
| Trading Metrics calculated at close of trading on 04-Oct-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Oct-2018 |
04-Oct-2018 |
Change |
Change % |
Previous Week |
| Open |
1.1709 |
1.1647 |
-0.0062 |
-0.5% |
1.1924 |
| High |
1.1758 |
1.1702 |
-0.0056 |
-0.5% |
1.1989 |
| Low |
1.1630 |
1.1627 |
-0.0004 |
0.0% |
1.1742 |
| Close |
1.1682 |
1.1676 |
-0.0006 |
-0.1% |
1.1781 |
| Range |
0.0128 |
0.0076 |
-0.0053 |
-41.0% |
0.0248 |
| ATR |
0.0076 |
0.0076 |
0.0000 |
0.0% |
0.0000 |
| Volume |
958 |
2,963 |
2,005 |
209.3% |
2,410 |
|
| Daily Pivots for day following 04-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1895 |
1.1861 |
1.1717 |
|
| R3 |
1.1819 |
1.1785 |
1.1696 |
|
| R2 |
1.1744 |
1.1744 |
1.1689 |
|
| R1 |
1.1710 |
1.1710 |
1.1682 |
1.1727 |
| PP |
1.1668 |
1.1668 |
1.1668 |
1.1677 |
| S1 |
1.1634 |
1.1634 |
1.1669 |
1.1651 |
| S2 |
1.1593 |
1.1593 |
1.1662 |
|
| S3 |
1.1517 |
1.1559 |
1.1655 |
|
| S4 |
1.1442 |
1.1483 |
1.1634 |
|
|
| 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 |
1.1813 |
1.1627 |
0.0187 |
1.6% |
0.0079 |
0.7% |
26% |
False |
True |
1,369 |
| 10 |
1.1989 |
1.1627 |
0.0363 |
3.1% |
0.0076 |
0.7% |
14% |
False |
True |
818 |
| 20 |
1.1989 |
1.1627 |
0.0363 |
3.1% |
0.0076 |
0.6% |
14% |
False |
True |
526 |
| 40 |
1.1989 |
1.1503 |
0.0486 |
4.2% |
0.0070 |
0.6% |
35% |
False |
False |
304 |
| 60 |
1.1989 |
1.1503 |
0.0486 |
4.2% |
0.0059 |
0.5% |
35% |
False |
False |
215 |
| 80 |
1.2097 |
1.1503 |
0.0594 |
5.1% |
0.0059 |
0.5% |
29% |
False |
False |
171 |
| 100 |
1.2222 |
1.1503 |
0.0719 |
6.2% |
0.0060 |
0.5% |
24% |
False |
False |
146 |
| 120 |
1.2728 |
1.1503 |
0.1225 |
10.5% |
0.0058 |
0.5% |
14% |
False |
False |
126 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2023 |
|
2.618 |
1.1900 |
|
1.618 |
1.1824 |
|
1.000 |
1.1778 |
|
0.618 |
1.1749 |
|
HIGH |
1.1702 |
|
0.618 |
1.1673 |
|
0.500 |
1.1664 |
|
0.382 |
1.1655 |
|
LOW |
1.1627 |
|
0.618 |
1.1580 |
|
1.000 |
1.1551 |
|
1.618 |
1.1504 |
|
2.618 |
1.1429 |
|
4.250 |
1.1306 |
|
|
| Fisher Pivots for day following 04-Oct-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.1672 |
1.1692 |
| PP |
1.1668 |
1.1687 |
| S1 |
1.1664 |
1.1681 |
|