CME Euro FX (E) Future March 2019
| Trading Metrics calculated at close of trading on 17-Oct-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Oct-2018 |
17-Oct-2018 |
Change |
Change % |
Previous Week |
| Open |
1.1742 |
1.1730 |
-0.0012 |
-0.1% |
1.1679 |
| High |
1.1777 |
1.1734 |
-0.0043 |
-0.4% |
1.1764 |
| Low |
1.1722 |
1.1655 |
-0.0068 |
-0.6% |
1.1592 |
| Close |
1.1735 |
1.1661 |
-0.0074 |
-0.6% |
1.1722 |
| Range |
0.0055 |
0.0080 |
0.0025 |
44.5% |
0.0172 |
| ATR |
0.0070 |
0.0071 |
0.0001 |
1.0% |
0.0000 |
| Volume |
410 |
1,361 |
951 |
232.0% |
14,988 |
|
| Daily Pivots for day following 17-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1922 |
1.1871 |
1.1705 |
|
| R3 |
1.1842 |
1.1791 |
1.1683 |
|
| R2 |
1.1763 |
1.1763 |
1.1676 |
|
| R1 |
1.1712 |
1.1712 |
1.1668 |
1.1698 |
| PP |
1.1683 |
1.1683 |
1.1683 |
1.1676 |
| S1 |
1.1632 |
1.1632 |
1.1654 |
1.1618 |
| S2 |
1.1604 |
1.1604 |
1.1646 |
|
| S3 |
1.1524 |
1.1553 |
1.1639 |
|
| S4 |
1.1445 |
1.1473 |
1.1617 |
|
|
| 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 |
1.1655 |
0.0123 |
1.1% |
0.0065 |
0.6% |
5% |
False |
True |
2,806 |
| 10 |
1.1777 |
1.1592 |
0.0185 |
1.6% |
0.0065 |
0.6% |
37% |
False |
False |
2,060 |
| 20 |
1.1989 |
1.1592 |
0.0397 |
3.4% |
0.0072 |
0.6% |
17% |
False |
False |
1,325 |
| 40 |
1.1989 |
1.1592 |
0.0397 |
3.4% |
0.0069 |
0.6% |
17% |
False |
False |
733 |
| 60 |
1.1989 |
1.1503 |
0.0486 |
4.2% |
0.0062 |
0.5% |
33% |
False |
False |
500 |
| 80 |
1.2003 |
1.1503 |
0.0500 |
4.3% |
0.0058 |
0.5% |
32% |
False |
False |
386 |
| 100 |
1.2110 |
1.1503 |
0.0607 |
5.2% |
0.0060 |
0.5% |
26% |
False |
False |
320 |
| 120 |
1.2420 |
1.1503 |
0.0917 |
7.9% |
0.0060 |
0.5% |
17% |
False |
False |
272 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2072 |
|
2.618 |
1.1942 |
|
1.618 |
1.1863 |
|
1.000 |
1.1814 |
|
0.618 |
1.1783 |
|
HIGH |
1.1734 |
|
0.618 |
1.1704 |
|
0.500 |
1.1694 |
|
0.382 |
1.1685 |
|
LOW |
1.1655 |
|
0.618 |
1.1605 |
|
1.000 |
1.1575 |
|
1.618 |
1.1526 |
|
2.618 |
1.1446 |
|
4.250 |
1.1317 |
|
|
| Fisher Pivots for day following 17-Oct-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.1694 |
1.1716 |
| PP |
1.1683 |
1.1698 |
| S1 |
1.1672 |
1.1679 |
|