CME Euro FX (E) Future March 2019
| Trading Metrics calculated at close of trading on 12-Oct-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Oct-2018 |
12-Oct-2018 |
Change |
Change % |
Previous Week |
| Open |
1.1693 |
1.1751 |
0.0058 |
0.5% |
1.1679 |
| High |
1.1756 |
1.1764 |
0.0008 |
0.1% |
1.1764 |
| Low |
1.1691 |
1.1695 |
0.0004 |
0.0% |
1.1592 |
| Close |
1.1753 |
1.1722 |
-0.0031 |
-0.3% |
1.1722 |
| Range |
0.0065 |
0.0069 |
0.0004 |
6.2% |
0.0172 |
| ATR |
0.0073 |
0.0072 |
0.0000 |
-0.4% |
0.0000 |
| Volume |
3,870 |
7,754 |
3,884 |
100.4% |
14,988 |
|
| Daily Pivots for day following 12-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1934 |
1.1897 |
1.1760 |
|
| R3 |
1.1865 |
1.1828 |
1.1741 |
|
| R2 |
1.1796 |
1.1796 |
1.1735 |
|
| R1 |
1.1759 |
1.1759 |
1.1728 |
1.1743 |
| PP |
1.1727 |
1.1727 |
1.1727 |
1.1719 |
| S1 |
1.1690 |
1.1690 |
1.1716 |
1.1674 |
| S2 |
1.1658 |
1.1658 |
1.1709 |
|
| S3 |
1.1589 |
1.1621 |
1.1703 |
|
| S4 |
1.1520 |
1.1552 |
1.1684 |
|
|
| Weekly Pivots for week ending 12-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2209 |
1.2137 |
1.1817 |
|
| R3 |
1.2037 |
1.1965 |
1.1769 |
|
| R2 |
1.1865 |
1.1865 |
1.1754 |
|
| R1 |
1.1793 |
1.1793 |
1.1738 |
1.1829 |
| PP |
1.1693 |
1.1693 |
1.1693 |
1.1711 |
| S1 |
1.1621 |
1.1621 |
1.1706 |
1.1657 |
| S2 |
1.1521 |
1.1521 |
1.1690 |
|
| S3 |
1.1349 |
1.1449 |
1.1675 |
|
| S4 |
1.1177 |
1.1277 |
1.1627 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1764 |
1.1592 |
0.0172 |
1.5% |
0.0064 |
0.5% |
76% |
True |
False |
2,997 |
| 10 |
1.1792 |
1.1592 |
0.0200 |
1.7% |
0.0070 |
0.6% |
65% |
False |
False |
2,070 |
| 20 |
1.1989 |
1.1592 |
0.0397 |
3.4% |
0.0072 |
0.6% |
33% |
False |
False |
1,239 |
| 40 |
1.1989 |
1.1576 |
0.0413 |
3.5% |
0.0069 |
0.6% |
35% |
False |
False |
676 |
| 60 |
1.1989 |
1.1503 |
0.0486 |
4.1% |
0.0060 |
0.5% |
45% |
False |
False |
462 |
| 80 |
1.2003 |
1.1503 |
0.0500 |
4.3% |
0.0058 |
0.5% |
44% |
False |
False |
358 |
| 100 |
1.2110 |
1.1503 |
0.0607 |
5.2% |
0.0060 |
0.5% |
36% |
False |
False |
297 |
| 120 |
1.2538 |
1.1503 |
0.1035 |
8.8% |
0.0060 |
0.5% |
21% |
False |
False |
253 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2057 |
|
2.618 |
1.1945 |
|
1.618 |
1.1876 |
|
1.000 |
1.1833 |
|
0.618 |
1.1807 |
|
HIGH |
1.1764 |
|
0.618 |
1.1738 |
|
0.500 |
1.1730 |
|
0.382 |
1.1721 |
|
LOW |
1.1695 |
|
0.618 |
1.1652 |
|
1.000 |
1.1626 |
|
1.618 |
1.1583 |
|
2.618 |
1.1514 |
|
4.250 |
1.1402 |
|
|
| Fisher Pivots for day following 12-Oct-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.1730 |
1.1715 |
| PP |
1.1727 |
1.1709 |
| S1 |
1.1725 |
1.1702 |
|