CME Euro FX (E) Future March 2019
| Trading Metrics calculated at close of trading on 16-Oct-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Oct-2018 |
16-Oct-2018 |
Change |
Change % |
Previous Week |
| Open |
1.1709 |
1.1742 |
0.0033 |
0.3% |
1.1679 |
| High |
1.1763 |
1.1777 |
0.0015 |
0.1% |
1.1764 |
| Low |
1.1707 |
1.1722 |
0.0016 |
0.1% |
1.1592 |
| Close |
1.1742 |
1.1735 |
-0.0007 |
-0.1% |
1.1722 |
| Range |
0.0056 |
0.0055 |
-0.0001 |
-1.8% |
0.0172 |
| ATR |
0.0071 |
0.0070 |
-0.0001 |
-1.6% |
0.0000 |
| Volume |
635 |
410 |
-225 |
-35.4% |
14,988 |
|
| Daily Pivots for day following 16-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1910 |
1.1877 |
1.1765 |
|
| R3 |
1.1855 |
1.1822 |
1.1750 |
|
| R2 |
1.1800 |
1.1800 |
1.1745 |
|
| R1 |
1.1767 |
1.1767 |
1.1740 |
1.1756 |
| PP |
1.1745 |
1.1745 |
1.1745 |
1.1739 |
| S1 |
1.1712 |
1.1712 |
1.1729 |
1.1701 |
| S2 |
1.1690 |
1.1690 |
1.1724 |
|
| S3 |
1.1635 |
1.1657 |
1.1719 |
|
| S4 |
1.1580 |
1.1602 |
1.1704 |
|
|
| 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 |
1.1777 |
1.1640 |
0.0137 |
1.2% |
0.0062 |
0.5% |
69% |
True |
False |
2,695 |
| 10 |
1.1777 |
1.1592 |
0.0185 |
1.6% |
0.0070 |
0.6% |
77% |
True |
False |
2,020 |
| 20 |
1.1989 |
1.1592 |
0.0397 |
3.4% |
0.0071 |
0.6% |
36% |
False |
False |
1,278 |
| 40 |
1.1989 |
1.1592 |
0.0397 |
3.4% |
0.0069 |
0.6% |
36% |
False |
False |
700 |
| 60 |
1.1989 |
1.1503 |
0.0486 |
4.1% |
0.0061 |
0.5% |
48% |
False |
False |
478 |
| 80 |
1.2003 |
1.1503 |
0.0500 |
4.3% |
0.0057 |
0.5% |
46% |
False |
False |
369 |
| 100 |
1.2110 |
1.1503 |
0.0607 |
5.2% |
0.0060 |
0.5% |
38% |
False |
False |
307 |
| 120 |
1.2460 |
1.1503 |
0.0957 |
8.2% |
0.0060 |
0.5% |
24% |
False |
False |
261 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2011 |
|
2.618 |
1.1921 |
|
1.618 |
1.1866 |
|
1.000 |
1.1832 |
|
0.618 |
1.1811 |
|
HIGH |
1.1777 |
|
0.618 |
1.1756 |
|
0.500 |
1.1750 |
|
0.382 |
1.1743 |
|
LOW |
1.1722 |
|
0.618 |
1.1688 |
|
1.000 |
1.1667 |
|
1.618 |
1.1633 |
|
2.618 |
1.1578 |
|
4.250 |
1.1488 |
|
|
| Fisher Pivots for day following 16-Oct-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.1750 |
1.1736 |
| PP |
1.1745 |
1.1736 |
| S1 |
1.1740 |
1.1735 |
|