CME Euro FX (E) Future March 2019
| Trading Metrics calculated at close of trading on 18-Oct-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Oct-2018 |
18-Oct-2018 |
Change |
Change % |
Previous Week |
| Open |
1.1730 |
1.1653 |
-0.0077 |
-0.7% |
1.1679 |
| High |
1.1734 |
1.1679 |
-0.0055 |
-0.5% |
1.1764 |
| Low |
1.1655 |
1.1604 |
-0.0051 |
-0.4% |
1.1592 |
| Close |
1.1661 |
1.1618 |
-0.0044 |
-0.4% |
1.1722 |
| Range |
0.0080 |
0.0075 |
-0.0005 |
-5.7% |
0.0172 |
| ATR |
0.0071 |
0.0071 |
0.0000 |
0.4% |
0.0000 |
| Volume |
1,361 |
1,939 |
578 |
42.5% |
14,988 |
|
| Daily Pivots for day following 18-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1859 |
1.1813 |
1.1659 |
|
| R3 |
1.1784 |
1.1738 |
1.1638 |
|
| R2 |
1.1709 |
1.1709 |
1.1631 |
|
| R1 |
1.1663 |
1.1663 |
1.1624 |
1.1648 |
| PP |
1.1634 |
1.1634 |
1.1634 |
1.1626 |
| S1 |
1.1588 |
1.1588 |
1.1611 |
1.1573 |
| S2 |
1.1559 |
1.1559 |
1.1604 |
|
| S3 |
1.1484 |
1.1513 |
1.1597 |
|
| S4 |
1.1409 |
1.1438 |
1.1576 |
|
|
| 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 |
1.1604 |
0.0173 |
1.5% |
0.0067 |
0.6% |
8% |
False |
True |
2,419 |
| 10 |
1.1777 |
1.1592 |
0.0185 |
1.6% |
0.0065 |
0.6% |
14% |
False |
False |
1,958 |
| 20 |
1.1989 |
1.1592 |
0.0397 |
3.4% |
0.0071 |
0.6% |
6% |
False |
False |
1,388 |
| 40 |
1.1989 |
1.1592 |
0.0397 |
3.4% |
0.0069 |
0.6% |
6% |
False |
False |
781 |
| 60 |
1.1989 |
1.1503 |
0.0486 |
4.2% |
0.0062 |
0.5% |
24% |
False |
False |
532 |
| 80 |
1.2003 |
1.1503 |
0.0500 |
4.3% |
0.0058 |
0.5% |
23% |
False |
False |
410 |
| 100 |
1.2110 |
1.1503 |
0.0607 |
5.2% |
0.0059 |
0.5% |
19% |
False |
False |
338 |
| 120 |
1.2380 |
1.1503 |
0.0877 |
7.5% |
0.0060 |
0.5% |
13% |
False |
False |
288 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1998 |
|
2.618 |
1.1875 |
|
1.618 |
1.1800 |
|
1.000 |
1.1754 |
|
0.618 |
1.1725 |
|
HIGH |
1.1679 |
|
0.618 |
1.1650 |
|
0.500 |
1.1642 |
|
0.382 |
1.1633 |
|
LOW |
1.1604 |
|
0.618 |
1.1558 |
|
1.000 |
1.1529 |
|
1.618 |
1.1483 |
|
2.618 |
1.1408 |
|
4.250 |
1.1285 |
|
|
| Fisher Pivots for day following 18-Oct-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.1642 |
1.1691 |
| PP |
1.1634 |
1.1666 |
| S1 |
1.1626 |
1.1642 |
|