CME Euro FX (E) Future March 2019
| Trading Metrics calculated at close of trading on 22-Oct-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Oct-2018 |
22-Oct-2018 |
Change |
Change % |
Previous Week |
| Open |
1.1609 |
1.1668 |
0.0059 |
0.5% |
1.1709 |
| High |
1.1686 |
1.1700 |
0.0014 |
0.1% |
1.1777 |
| Low |
1.1588 |
1.1608 |
0.0020 |
0.2% |
1.1588 |
| Close |
1.1662 |
1.1617 |
-0.0045 |
-0.4% |
1.1662 |
| Range |
0.0099 |
0.0093 |
-0.0006 |
-6.1% |
0.0190 |
| ATR |
0.0073 |
0.0074 |
0.0001 |
1.9% |
0.0000 |
| Volume |
1,568 |
1,243 |
-325 |
-20.7% |
5,913 |
|
| Daily Pivots for day following 22-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1919 |
1.1860 |
1.1667 |
|
| R3 |
1.1826 |
1.1768 |
1.1642 |
|
| R2 |
1.1734 |
1.1734 |
1.1633 |
|
| R1 |
1.1675 |
1.1675 |
1.1625 |
1.1658 |
| PP |
1.1641 |
1.1641 |
1.1641 |
1.1633 |
| S1 |
1.1583 |
1.1583 |
1.1608 |
1.1566 |
| S2 |
1.1549 |
1.1549 |
1.1600 |
|
| S3 |
1.1456 |
1.1490 |
1.1591 |
|
| S4 |
1.1364 |
1.1398 |
1.1566 |
|
|
| Weekly Pivots for week ending 19-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2244 |
1.2142 |
1.1766 |
|
| R3 |
1.2054 |
1.1953 |
1.1714 |
|
| R2 |
1.1865 |
1.1865 |
1.1696 |
|
| R1 |
1.1763 |
1.1763 |
1.1679 |
1.1719 |
| PP |
1.1675 |
1.1675 |
1.1675 |
1.1653 |
| S1 |
1.1574 |
1.1574 |
1.1644 |
1.1530 |
| S2 |
1.1486 |
1.1486 |
1.1627 |
|
| S3 |
1.1296 |
1.1384 |
1.1609 |
|
| S4 |
1.1107 |
1.1195 |
1.1557 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1777 |
1.1588 |
0.0190 |
1.6% |
0.0080 |
0.7% |
15% |
False |
False |
1,304 |
| 10 |
1.1777 |
1.1588 |
0.0190 |
1.6% |
0.0072 |
0.6% |
15% |
False |
False |
2,174 |
| 20 |
1.1969 |
1.1588 |
0.0382 |
3.3% |
0.0073 |
0.6% |
8% |
False |
False |
1,497 |
| 40 |
1.1989 |
1.1588 |
0.0402 |
3.5% |
0.0071 |
0.6% |
7% |
False |
False |
850 |
| 60 |
1.1989 |
1.1503 |
0.0486 |
4.2% |
0.0064 |
0.5% |
23% |
False |
False |
578 |
| 80 |
1.2003 |
1.1503 |
0.0500 |
4.3% |
0.0058 |
0.5% |
23% |
False |
False |
445 |
| 100 |
1.2110 |
1.1503 |
0.0607 |
5.2% |
0.0059 |
0.5% |
19% |
False |
False |
364 |
| 120 |
1.2315 |
1.1503 |
0.0812 |
7.0% |
0.0061 |
0.5% |
14% |
False |
False |
310 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2093 |
|
2.618 |
1.1942 |
|
1.618 |
1.1850 |
|
1.000 |
1.1793 |
|
0.618 |
1.1757 |
|
HIGH |
1.1700 |
|
0.618 |
1.1665 |
|
0.500 |
1.1654 |
|
0.382 |
1.1643 |
|
LOW |
1.1608 |
|
0.618 |
1.1550 |
|
1.000 |
1.1515 |
|
1.618 |
1.1458 |
|
2.618 |
1.1365 |
|
4.250 |
1.1214 |
|
|
| Fisher Pivots for day following 22-Oct-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.1654 |
1.1644 |
| PP |
1.1641 |
1.1635 |
| S1 |
1.1629 |
1.1626 |
|