CME Euro FX (E) Future March 2019
| Trading Metrics calculated at close of trading on 24-Oct-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Oct-2018 |
24-Oct-2018 |
Change |
Change % |
Previous Week |
| Open |
1.1614 |
1.1613 |
-0.0002 |
0.0% |
1.1709 |
| High |
1.1640 |
1.1623 |
-0.0017 |
-0.1% |
1.1777 |
| Low |
1.1596 |
1.1525 |
-0.0071 |
-0.6% |
1.1588 |
| Close |
1.1617 |
1.1534 |
-0.0083 |
-0.7% |
1.1662 |
| Range |
0.0044 |
0.0098 |
0.0055 |
125.3% |
0.0190 |
| ATR |
0.0072 |
0.0074 |
0.0002 |
2.6% |
0.0000 |
| Volume |
4,691 |
2,523 |
-2,168 |
-46.2% |
5,913 |
|
| Daily Pivots for day following 24-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1855 |
1.1792 |
1.1588 |
|
| R3 |
1.1757 |
1.1694 |
1.1561 |
|
| R2 |
1.1659 |
1.1659 |
1.1552 |
|
| R1 |
1.1596 |
1.1596 |
1.1543 |
1.1579 |
| PP |
1.1561 |
1.1561 |
1.1561 |
1.1552 |
| S1 |
1.1498 |
1.1498 |
1.1525 |
1.1481 |
| S2 |
1.1463 |
1.1463 |
1.1516 |
|
| S3 |
1.1365 |
1.1400 |
1.1507 |
|
| S4 |
1.1267 |
1.1302 |
1.1480 |
|
|
| 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 |
1.1700 |
1.1525 |
0.0175 |
1.5% |
0.0082 |
0.7% |
5% |
False |
True |
2,392 |
| 10 |
1.1777 |
1.1525 |
0.0252 |
2.2% |
0.0073 |
0.6% |
4% |
False |
True |
2,599 |
| 20 |
1.1923 |
1.1525 |
0.0398 |
3.5% |
0.0074 |
0.6% |
2% |
False |
True |
1,847 |
| 40 |
1.1989 |
1.1525 |
0.0464 |
4.0% |
0.0072 |
0.6% |
2% |
False |
True |
1,024 |
| 60 |
1.1989 |
1.1503 |
0.0486 |
4.2% |
0.0065 |
0.6% |
6% |
False |
False |
698 |
| 80 |
1.2003 |
1.1503 |
0.0500 |
4.3% |
0.0059 |
0.5% |
6% |
False |
False |
534 |
| 100 |
1.2110 |
1.1503 |
0.0607 |
5.3% |
0.0060 |
0.5% |
5% |
False |
False |
436 |
| 120 |
1.2296 |
1.1503 |
0.0793 |
6.9% |
0.0061 |
0.5% |
4% |
False |
False |
369 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2040 |
|
2.618 |
1.1880 |
|
1.618 |
1.1782 |
|
1.000 |
1.1721 |
|
0.618 |
1.1684 |
|
HIGH |
1.1623 |
|
0.618 |
1.1586 |
|
0.500 |
1.1574 |
|
0.382 |
1.1562 |
|
LOW |
1.1525 |
|
0.618 |
1.1464 |
|
1.000 |
1.1427 |
|
1.618 |
1.1366 |
|
2.618 |
1.1268 |
|
4.250 |
1.1109 |
|
|
| Fisher Pivots for day following 24-Oct-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.1574 |
1.1613 |
| PP |
1.1561 |
1.1586 |
| S1 |
1.1547 |
1.1560 |
|