CME Euro FX (E) Future March 2019
| Trading Metrics calculated at close of trading on 23-Oct-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Oct-2018 |
23-Oct-2018 |
Change |
Change % |
Previous Week |
| Open |
1.1668 |
1.1614 |
-0.0054 |
-0.5% |
1.1709 |
| High |
1.1700 |
1.1640 |
-0.0061 |
-0.5% |
1.1777 |
| Low |
1.1608 |
1.1596 |
-0.0012 |
-0.1% |
1.1588 |
| Close |
1.1617 |
1.1617 |
0.0000 |
0.0% |
1.1662 |
| Range |
0.0093 |
0.0044 |
-0.0049 |
-53.0% |
0.0190 |
| ATR |
0.0074 |
0.0072 |
-0.0002 |
-3.0% |
0.0000 |
| Volume |
1,243 |
4,691 |
3,448 |
277.4% |
5,913 |
|
| Daily Pivots for day following 23-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1748 |
1.1726 |
1.1640 |
|
| R3 |
1.1704 |
1.1682 |
1.1628 |
|
| R2 |
1.1661 |
1.1661 |
1.1624 |
|
| R1 |
1.1639 |
1.1639 |
1.1620 |
1.1650 |
| PP |
1.1617 |
1.1617 |
1.1617 |
1.1623 |
| S1 |
1.1595 |
1.1595 |
1.1613 |
1.1606 |
| S2 |
1.1574 |
1.1574 |
1.1609 |
|
| S3 |
1.1530 |
1.1552 |
1.1605 |
|
| S4 |
1.1487 |
1.1508 |
1.1593 |
|
|
| 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 |
1.1734 |
1.1588 |
0.0147 |
1.3% |
0.0078 |
0.7% |
20% |
False |
False |
2,160 |
| 10 |
1.1777 |
1.1588 |
0.0190 |
1.6% |
0.0070 |
0.6% |
15% |
False |
False |
2,428 |
| 20 |
1.1969 |
1.1588 |
0.0382 |
3.3% |
0.0072 |
0.6% |
8% |
False |
False |
1,725 |
| 40 |
1.1989 |
1.1588 |
0.0402 |
3.5% |
0.0071 |
0.6% |
7% |
False |
False |
966 |
| 60 |
1.1989 |
1.1503 |
0.0486 |
4.2% |
0.0064 |
0.6% |
23% |
False |
False |
656 |
| 80 |
1.2003 |
1.1503 |
0.0500 |
4.3% |
0.0058 |
0.5% |
23% |
False |
False |
503 |
| 100 |
1.2110 |
1.1503 |
0.0607 |
5.2% |
0.0059 |
0.5% |
19% |
False |
False |
410 |
| 120 |
1.2296 |
1.1503 |
0.0793 |
6.8% |
0.0061 |
0.5% |
14% |
False |
False |
349 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1824 |
|
2.618 |
1.1753 |
|
1.618 |
1.1710 |
|
1.000 |
1.1683 |
|
0.618 |
1.1666 |
|
HIGH |
1.1640 |
|
0.618 |
1.1623 |
|
0.500 |
1.1618 |
|
0.382 |
1.1613 |
|
LOW |
1.1596 |
|
0.618 |
1.1569 |
|
1.000 |
1.1553 |
|
1.618 |
1.1526 |
|
2.618 |
1.1482 |
|
4.250 |
1.1411 |
|
|
| Fisher Pivots for day following 23-Oct-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.1618 |
1.1644 |
| PP |
1.1617 |
1.1635 |
| S1 |
1.1617 |
1.1626 |
|