CME Euro FX (E) Future March 2019
| Trading Metrics calculated at close of trading on 08-Oct-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Oct-2018 |
08-Oct-2018 |
Change |
Change % |
Previous Week |
| Open |
1.1678 |
1.1679 |
0.0001 |
0.0% |
1.1766 |
| High |
1.1709 |
1.1679 |
-0.0031 |
-0.3% |
1.1792 |
| Low |
1.1650 |
1.1621 |
-0.0030 |
-0.3% |
1.1627 |
| Close |
1.1686 |
1.1648 |
-0.0038 |
-0.3% |
1.1686 |
| Range |
0.0059 |
0.0058 |
-0.0001 |
-1.7% |
0.0165 |
| ATR |
0.0075 |
0.0074 |
-0.0001 |
-0.9% |
0.0000 |
| Volume |
252 |
398 |
146 |
57.9% |
5,714 |
|
| Daily Pivots for day following 08-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1823 |
1.1794 |
1.1680 |
|
| R3 |
1.1765 |
1.1736 |
1.1664 |
|
| R2 |
1.1707 |
1.1707 |
1.1659 |
|
| R1 |
1.1678 |
1.1678 |
1.1653 |
1.1663 |
| PP |
1.1649 |
1.1649 |
1.1649 |
1.1642 |
| S1 |
1.1620 |
1.1620 |
1.1643 |
1.1605 |
| S2 |
1.1591 |
1.1591 |
1.1637 |
|
| S3 |
1.1533 |
1.1562 |
1.1632 |
|
| S4 |
1.1475 |
1.1504 |
1.1616 |
|
|
| Weekly Pivots for week ending 05-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2196 |
1.2106 |
1.1777 |
|
| R3 |
1.2031 |
1.1941 |
1.1731 |
|
| R2 |
1.1866 |
1.1866 |
1.1716 |
|
| R1 |
1.1776 |
1.1776 |
1.1701 |
1.1739 |
| PP |
1.1701 |
1.1701 |
1.1701 |
1.1683 |
| S1 |
1.1611 |
1.1611 |
1.1671 |
1.1574 |
| S2 |
1.1536 |
1.1536 |
1.1656 |
|
| S3 |
1.1371 |
1.1446 |
1.1641 |
|
| S4 |
1.1206 |
1.1281 |
1.1595 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1758 |
1.1621 |
0.0138 |
1.2% |
0.0076 |
0.7% |
20% |
False |
True |
1,069 |
| 10 |
1.1969 |
1.1621 |
0.0349 |
3.0% |
0.0073 |
0.6% |
8% |
False |
True |
821 |
| 20 |
1.1989 |
1.1621 |
0.0369 |
3.2% |
0.0073 |
0.6% |
7% |
False |
True |
546 |
| 40 |
1.1989 |
1.1503 |
0.0486 |
4.2% |
0.0069 |
0.6% |
30% |
False |
False |
318 |
| 60 |
1.1989 |
1.1503 |
0.0486 |
4.2% |
0.0059 |
0.5% |
30% |
False |
False |
225 |
| 80 |
1.2003 |
1.1503 |
0.0500 |
4.3% |
0.0056 |
0.5% |
29% |
False |
False |
177 |
| 100 |
1.2122 |
1.1503 |
0.0619 |
5.3% |
0.0060 |
0.5% |
23% |
False |
False |
152 |
| 120 |
1.2728 |
1.1503 |
0.1225 |
10.5% |
0.0059 |
0.5% |
12% |
False |
False |
131 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1925 |
|
2.618 |
1.1830 |
|
1.618 |
1.1772 |
|
1.000 |
1.1737 |
|
0.618 |
1.1714 |
|
HIGH |
1.1679 |
|
0.618 |
1.1656 |
|
0.500 |
1.1650 |
|
0.382 |
1.1643 |
|
LOW |
1.1621 |
|
0.618 |
1.1585 |
|
1.000 |
1.1563 |
|
1.618 |
1.1527 |
|
2.618 |
1.1469 |
|
4.250 |
1.1374 |
|
|
| Fisher Pivots for day following 08-Oct-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.1650 |
1.1665 |
| PP |
1.1649 |
1.1659 |
| S1 |
1.1649 |
1.1654 |
|