CME Euro FX (E) Future March 2019
| Trading Metrics calculated at close of trading on 15-Oct-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Oct-2018 |
15-Oct-2018 |
Change |
Change % |
Previous Week |
| Open |
1.1751 |
1.1709 |
-0.0042 |
-0.4% |
1.1679 |
| High |
1.1764 |
1.1763 |
-0.0002 |
0.0% |
1.1764 |
| Low |
1.1695 |
1.1707 |
0.0012 |
0.1% |
1.1592 |
| Close |
1.1722 |
1.1742 |
0.0020 |
0.2% |
1.1722 |
| Range |
0.0069 |
0.0056 |
-0.0013 |
-18.8% |
0.0172 |
| ATR |
0.0072 |
0.0071 |
-0.0001 |
-1.6% |
0.0000 |
| Volume |
7,754 |
635 |
-7,119 |
-91.8% |
14,988 |
|
| Daily Pivots for day following 15-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1905 |
1.1879 |
1.1772 |
|
| R3 |
1.1849 |
1.1823 |
1.1757 |
|
| R2 |
1.1793 |
1.1793 |
1.1752 |
|
| R1 |
1.1767 |
1.1767 |
1.1747 |
1.1780 |
| PP |
1.1737 |
1.1737 |
1.1737 |
1.1743 |
| S1 |
1.1711 |
1.1711 |
1.1736 |
1.1724 |
| S2 |
1.1681 |
1.1681 |
1.1731 |
|
| S3 |
1.1625 |
1.1655 |
1.1726 |
|
| S4 |
1.1569 |
1.1599 |
1.1711 |
|
|
| 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% |
87% |
False |
False |
3,045 |
| 10 |
1.1764 |
1.1592 |
0.0172 |
1.5% |
0.0070 |
0.6% |
87% |
False |
False |
2,057 |
| 20 |
1.1989 |
1.1592 |
0.0397 |
3.4% |
0.0071 |
0.6% |
38% |
False |
False |
1,264 |
| 40 |
1.1989 |
1.1592 |
0.0397 |
3.4% |
0.0069 |
0.6% |
38% |
False |
False |
690 |
| 60 |
1.1989 |
1.1503 |
0.0486 |
4.1% |
0.0060 |
0.5% |
49% |
False |
False |
471 |
| 80 |
1.2003 |
1.1503 |
0.0500 |
4.3% |
0.0057 |
0.5% |
48% |
False |
False |
364 |
| 100 |
1.2110 |
1.1503 |
0.0607 |
5.2% |
0.0060 |
0.5% |
39% |
False |
False |
303 |
| 120 |
1.2525 |
1.1503 |
0.1022 |
8.7% |
0.0060 |
0.5% |
23% |
False |
False |
258 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2001 |
|
2.618 |
1.1909 |
|
1.618 |
1.1853 |
|
1.000 |
1.1819 |
|
0.618 |
1.1797 |
|
HIGH |
1.1763 |
|
0.618 |
1.1741 |
|
0.500 |
1.1735 |
|
0.382 |
1.1728 |
|
LOW |
1.1707 |
|
0.618 |
1.1672 |
|
1.000 |
1.1651 |
|
1.618 |
1.1616 |
|
2.618 |
1.1560 |
|
4.250 |
1.1469 |
|
|
| Fisher Pivots for day following 15-Oct-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.1739 |
1.1737 |
| PP |
1.1737 |
1.1732 |
| S1 |
1.1735 |
1.1728 |
|