CME Euro FX (E) Future March 2019
| Trading Metrics calculated at close of trading on 30-Oct-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Oct-2018 |
30-Oct-2018 |
Change |
Change % |
Previous Week |
| Open |
1.1544 |
1.1518 |
-0.0026 |
-0.2% |
1.1668 |
| High |
1.1556 |
1.1529 |
-0.0027 |
-0.2% |
1.1700 |
| Low |
1.1509 |
1.1483 |
-0.0027 |
-0.2% |
1.1484 |
| Close |
1.1536 |
1.1485 |
-0.0051 |
-0.4% |
1.1555 |
| Range |
0.0047 |
0.0047 |
-0.0001 |
-1.1% |
0.0216 |
| ATR |
0.0072 |
0.0071 |
-0.0001 |
-1.9% |
0.0000 |
| Volume |
1,021 |
2,085 |
1,064 |
104.2% |
10,571 |
|
| Daily Pivots for day following 30-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1638 |
1.1608 |
1.1510 |
|
| R3 |
1.1592 |
1.1561 |
1.1497 |
|
| R2 |
1.1545 |
1.1545 |
1.1493 |
|
| R1 |
1.1515 |
1.1515 |
1.1489 |
1.1507 |
| PP |
1.1499 |
1.1499 |
1.1499 |
1.1495 |
| S1 |
1.1468 |
1.1468 |
1.1480 |
1.1460 |
| S2 |
1.1452 |
1.1452 |
1.1476 |
|
| S3 |
1.1406 |
1.1422 |
1.1472 |
|
| S4 |
1.1359 |
1.1375 |
1.1459 |
|
|
| Weekly Pivots for week ending 26-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2228 |
1.2107 |
1.1673 |
|
| R3 |
1.2012 |
1.1891 |
1.1614 |
|
| R2 |
1.1796 |
1.1796 |
1.1594 |
|
| R1 |
1.1675 |
1.1675 |
1.1574 |
1.1627 |
| PP |
1.1580 |
1.1580 |
1.1580 |
1.1556 |
| S1 |
1.1459 |
1.1459 |
1.1535 |
1.1411 |
| S2 |
1.1364 |
1.1364 |
1.1515 |
|
| S3 |
1.1148 |
1.1243 |
1.1495 |
|
| S4 |
1.0932 |
1.1027 |
1.1436 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1623 |
1.1483 |
0.0141 |
1.2% |
0.0068 |
0.6% |
1% |
False |
True |
1,548 |
| 10 |
1.1734 |
1.1483 |
0.0252 |
2.2% |
0.0073 |
0.6% |
1% |
False |
True |
1,854 |
| 20 |
1.1777 |
1.1483 |
0.0295 |
2.6% |
0.0071 |
0.6% |
1% |
False |
True |
1,937 |
| 40 |
1.1989 |
1.1483 |
0.0507 |
4.4% |
0.0071 |
0.6% |
0% |
False |
True |
1,141 |
| 60 |
1.1989 |
1.1483 |
0.0507 |
4.4% |
0.0068 |
0.6% |
0% |
False |
True |
784 |
| 80 |
1.1989 |
1.1483 |
0.0507 |
4.4% |
0.0060 |
0.5% |
0% |
False |
True |
597 |
| 100 |
1.2097 |
1.1483 |
0.0615 |
5.4% |
0.0060 |
0.5% |
0% |
False |
True |
485 |
| 120 |
1.2296 |
1.1483 |
0.0813 |
7.1% |
0.0061 |
0.5% |
0% |
False |
True |
412 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1727 |
|
2.618 |
1.1651 |
|
1.618 |
1.1604 |
|
1.000 |
1.1576 |
|
0.618 |
1.1558 |
|
HIGH |
1.1529 |
|
0.618 |
1.1511 |
|
0.500 |
1.1506 |
|
0.382 |
1.1500 |
|
LOW |
1.1483 |
|
0.618 |
1.1454 |
|
1.000 |
1.1436 |
|
1.618 |
1.1407 |
|
2.618 |
1.1361 |
|
4.250 |
1.1285 |
|
|
| Fisher Pivots for day following 30-Oct-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.1506 |
1.1522 |
| PP |
1.1499 |
1.1509 |
| S1 |
1.1492 |
1.1497 |
|