CME Euro FX (E) Future March 2019
| Trading Metrics calculated at close of trading on 09-Oct-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Oct-2018 |
09-Oct-2018 |
Change |
Change % |
Previous Week |
| Open |
1.1679 |
1.1654 |
-0.0025 |
-0.2% |
1.1766 |
| High |
1.1679 |
1.1658 |
-0.0021 |
-0.2% |
1.1792 |
| Low |
1.1621 |
1.1592 |
-0.0029 |
-0.2% |
1.1627 |
| Close |
1.1648 |
1.1658 |
0.0010 |
0.1% |
1.1686 |
| Range |
0.0058 |
0.0066 |
0.0008 |
12.9% |
0.0165 |
| ATR |
0.0074 |
0.0073 |
-0.0001 |
-0.8% |
0.0000 |
| Volume |
398 |
2,156 |
1,758 |
441.7% |
5,714 |
|
| Daily Pivots for day following 09-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1832 |
1.1810 |
1.1694 |
|
| R3 |
1.1767 |
1.1745 |
1.1676 |
|
| R2 |
1.1701 |
1.1701 |
1.1670 |
|
| R1 |
1.1679 |
1.1679 |
1.1664 |
1.1690 |
| PP |
1.1636 |
1.1636 |
1.1636 |
1.1641 |
| S1 |
1.1614 |
1.1614 |
1.1651 |
1.1625 |
| S2 |
1.1570 |
1.1570 |
1.1645 |
|
| S3 |
1.1505 |
1.1548 |
1.1639 |
|
| S4 |
1.1439 |
1.1483 |
1.1621 |
|
|
| 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 |
1.1592 |
0.0166 |
1.4% |
0.0077 |
0.7% |
39% |
False |
True |
1,345 |
| 10 |
1.1969 |
1.1592 |
0.0377 |
3.2% |
0.0075 |
0.6% |
17% |
False |
True |
1,022 |
| 20 |
1.1989 |
1.1592 |
0.0397 |
3.4% |
0.0073 |
0.6% |
16% |
False |
True |
647 |
| 40 |
1.1989 |
1.1503 |
0.0486 |
4.2% |
0.0069 |
0.6% |
32% |
False |
False |
369 |
| 60 |
1.1989 |
1.1503 |
0.0486 |
4.2% |
0.0060 |
0.5% |
32% |
False |
False |
261 |
| 80 |
1.2003 |
1.1503 |
0.0500 |
4.3% |
0.0057 |
0.5% |
31% |
False |
False |
204 |
| 100 |
1.2121 |
1.1503 |
0.0618 |
5.3% |
0.0060 |
0.5% |
25% |
False |
False |
173 |
| 120 |
1.2625 |
1.1503 |
0.1122 |
9.6% |
0.0059 |
0.5% |
14% |
False |
False |
149 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1936 |
|
2.618 |
1.1829 |
|
1.618 |
1.1763 |
|
1.000 |
1.1723 |
|
0.618 |
1.1698 |
|
HIGH |
1.1658 |
|
0.618 |
1.1632 |
|
0.500 |
1.1625 |
|
0.382 |
1.1617 |
|
LOW |
1.1592 |
|
0.618 |
1.1552 |
|
1.000 |
1.1527 |
|
1.618 |
1.1486 |
|
2.618 |
1.1421 |
|
4.250 |
1.1314 |
|
|
| Fisher Pivots for day following 09-Oct-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.1647 |
1.1655 |
| PP |
1.1636 |
1.1653 |
| S1 |
1.1625 |
1.1651 |
|