CME Euro FX (E) Future March 2019
| Trading Metrics calculated at close of trading on 10-Oct-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Oct-2018 |
10-Oct-2018 |
Change |
Change % |
Previous Week |
| Open |
1.1654 |
1.1655 |
0.0001 |
0.0% |
1.1766 |
| High |
1.1658 |
1.1704 |
0.0047 |
0.4% |
1.1792 |
| Low |
1.1592 |
1.1640 |
0.0048 |
0.4% |
1.1627 |
| Close |
1.1658 |
1.1685 |
0.0028 |
0.2% |
1.1686 |
| Range |
0.0066 |
0.0064 |
-0.0002 |
-2.3% |
0.0165 |
| ATR |
0.0073 |
0.0073 |
-0.0001 |
-0.9% |
0.0000 |
| Volume |
2,156 |
810 |
-1,346 |
-62.4% |
5,714 |
|
| Daily Pivots for day following 10-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1868 |
1.1841 |
1.1720 |
|
| R3 |
1.1804 |
1.1777 |
1.1703 |
|
| R2 |
1.1740 |
1.1740 |
1.1697 |
|
| R1 |
1.1713 |
1.1713 |
1.1691 |
1.1727 |
| PP |
1.1676 |
1.1676 |
1.1676 |
1.1683 |
| S1 |
1.1649 |
1.1649 |
1.1679 |
1.1663 |
| S2 |
1.1612 |
1.1612 |
1.1673 |
|
| S3 |
1.1548 |
1.1585 |
1.1667 |
|
| S4 |
1.1484 |
1.1521 |
1.1650 |
|
|
| 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 |
1.1709 |
1.1592 |
0.0117 |
1.0% |
0.0064 |
0.6% |
79% |
False |
False |
1,315 |
| 10 |
1.1923 |
1.1592 |
0.0331 |
2.8% |
0.0075 |
0.6% |
28% |
False |
False |
1,096 |
| 20 |
1.1989 |
1.1592 |
0.0397 |
3.4% |
0.0073 |
0.6% |
23% |
False |
False |
680 |
| 40 |
1.1989 |
1.1503 |
0.0486 |
4.2% |
0.0069 |
0.6% |
37% |
False |
False |
388 |
| 60 |
1.1989 |
1.1503 |
0.0486 |
4.2% |
0.0060 |
0.5% |
37% |
False |
False |
274 |
| 80 |
1.2003 |
1.1503 |
0.0500 |
4.3% |
0.0057 |
0.5% |
36% |
False |
False |
214 |
| 100 |
1.2121 |
1.1503 |
0.0618 |
5.3% |
0.0060 |
0.5% |
29% |
False |
False |
181 |
| 120 |
1.2578 |
1.1503 |
0.1075 |
9.2% |
0.0059 |
0.5% |
17% |
False |
False |
156 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1976 |
|
2.618 |
1.1872 |
|
1.618 |
1.1808 |
|
1.000 |
1.1768 |
|
0.618 |
1.1744 |
|
HIGH |
1.1704 |
|
0.618 |
1.1680 |
|
0.500 |
1.1672 |
|
0.382 |
1.1664 |
|
LOW |
1.1640 |
|
0.618 |
1.1600 |
|
1.000 |
1.1576 |
|
1.618 |
1.1536 |
|
2.618 |
1.1472 |
|
4.250 |
1.1368 |
|
|
| Fisher Pivots for day following 10-Oct-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.1681 |
1.1673 |
| PP |
1.1676 |
1.1660 |
| S1 |
1.1672 |
1.1648 |
|