CME Euro FX (E) Future March 2019
| Trading Metrics calculated at close of trading on 25-Oct-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Oct-2018 |
25-Oct-2018 |
Change |
Change % |
Previous Week |
| Open |
1.1613 |
1.1550 |
-0.0063 |
-0.5% |
1.1709 |
| High |
1.1623 |
1.1576 |
-0.0048 |
-0.4% |
1.1777 |
| Low |
1.1525 |
1.1502 |
-0.0023 |
-0.2% |
1.1588 |
| Close |
1.1534 |
1.1507 |
-0.0028 |
-0.2% |
1.1662 |
| Range |
0.0098 |
0.0074 |
-0.0025 |
-25.0% |
0.0190 |
| ATR |
0.0074 |
0.0074 |
0.0000 |
-0.1% |
0.0000 |
| Volume |
2,523 |
1,343 |
-1,180 |
-46.8% |
5,913 |
|
| Daily Pivots for day following 25-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1749 |
1.1701 |
1.1547 |
|
| R3 |
1.1675 |
1.1628 |
1.1527 |
|
| R2 |
1.1602 |
1.1602 |
1.1520 |
|
| R1 |
1.1554 |
1.1554 |
1.1513 |
1.1541 |
| PP |
1.1528 |
1.1528 |
1.1528 |
1.1522 |
| S1 |
1.1481 |
1.1481 |
1.1500 |
1.1468 |
| S2 |
1.1455 |
1.1455 |
1.1493 |
|
| S3 |
1.1381 |
1.1407 |
1.1486 |
|
| S4 |
1.1308 |
1.1334 |
1.1466 |
|
|
| 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 |
1.1502 |
0.0198 |
1.7% |
0.0081 |
0.7% |
2% |
False |
True |
2,273 |
| 10 |
1.1777 |
1.1502 |
0.0275 |
2.4% |
0.0074 |
0.6% |
2% |
False |
True |
2,346 |
| 20 |
1.1813 |
1.1502 |
0.0311 |
2.7% |
0.0072 |
0.6% |
1% |
False |
True |
1,890 |
| 40 |
1.1989 |
1.1502 |
0.0487 |
4.2% |
0.0072 |
0.6% |
1% |
False |
True |
1,054 |
| 60 |
1.1989 |
1.1502 |
0.0487 |
4.2% |
0.0067 |
0.6% |
1% |
False |
True |
720 |
| 80 |
1.2003 |
1.1502 |
0.0501 |
4.4% |
0.0059 |
0.5% |
1% |
False |
True |
550 |
| 100 |
1.2110 |
1.1502 |
0.0608 |
5.3% |
0.0060 |
0.5% |
1% |
False |
True |
449 |
| 120 |
1.2296 |
1.1502 |
0.0794 |
6.9% |
0.0062 |
0.5% |
1% |
False |
True |
380 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1888 |
|
2.618 |
1.1768 |
|
1.618 |
1.1694 |
|
1.000 |
1.1649 |
|
0.618 |
1.1621 |
|
HIGH |
1.1576 |
|
0.618 |
1.1547 |
|
0.500 |
1.1539 |
|
0.382 |
1.1530 |
|
LOW |
1.1502 |
|
0.618 |
1.1457 |
|
1.000 |
1.1429 |
|
1.618 |
1.1383 |
|
2.618 |
1.1310 |
|
4.250 |
1.1190 |
|
|
| Fisher Pivots for day following 25-Oct-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.1539 |
1.1571 |
| PP |
1.1528 |
1.1549 |
| S1 |
1.1517 |
1.1528 |
|