CME Euro FX (E) Future March 2019
| Trading Metrics calculated at close of trading on 31-Oct-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Oct-2018 |
31-Oct-2018 |
Change |
Change % |
Previous Week |
| Open |
1.1518 |
1.1482 |
-0.0037 |
-0.3% |
1.1668 |
| High |
1.1529 |
1.1495 |
-0.0034 |
-0.3% |
1.1700 |
| Low |
1.1483 |
1.1444 |
-0.0039 |
-0.3% |
1.1484 |
| Close |
1.1485 |
1.1455 |
-0.0030 |
-0.3% |
1.1555 |
| Range |
0.0047 |
0.0051 |
0.0005 |
9.7% |
0.0216 |
| ATR |
0.0071 |
0.0069 |
-0.0001 |
-2.0% |
0.0000 |
| Volume |
2,085 |
2,457 |
372 |
17.8% |
10,571 |
|
| Daily Pivots for day following 31-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1618 |
1.1587 |
1.1483 |
|
| R3 |
1.1567 |
1.1536 |
1.1469 |
|
| R2 |
1.1516 |
1.1516 |
1.1464 |
|
| R1 |
1.1485 |
1.1485 |
1.1460 |
1.1475 |
| PP |
1.1465 |
1.1465 |
1.1465 |
1.1460 |
| S1 |
1.1434 |
1.1434 |
1.1450 |
1.1424 |
| S2 |
1.1414 |
1.1414 |
1.1446 |
|
| S3 |
1.1363 |
1.1383 |
1.1441 |
|
| S4 |
1.1312 |
1.1332 |
1.1427 |
|
|
| 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 |
1.1576 |
1.1444 |
0.0132 |
1.1% |
0.0059 |
0.5% |
8% |
False |
True |
1,535 |
| 10 |
1.1700 |
1.1444 |
0.0256 |
2.2% |
0.0070 |
0.6% |
4% |
False |
True |
1,964 |
| 20 |
1.1777 |
1.1444 |
0.0333 |
2.9% |
0.0067 |
0.6% |
3% |
False |
True |
2,012 |
| 40 |
1.1989 |
1.1444 |
0.0545 |
4.8% |
0.0071 |
0.6% |
2% |
False |
True |
1,196 |
| 60 |
1.1989 |
1.1444 |
0.0545 |
4.8% |
0.0068 |
0.6% |
2% |
False |
True |
824 |
| 80 |
1.1989 |
1.1444 |
0.0545 |
4.8% |
0.0061 |
0.5% |
2% |
False |
True |
627 |
| 100 |
1.2097 |
1.1444 |
0.0653 |
5.7% |
0.0060 |
0.5% |
2% |
False |
True |
510 |
| 120 |
1.2296 |
1.1444 |
0.0852 |
7.4% |
0.0061 |
0.5% |
1% |
False |
True |
432 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1712 |
|
2.618 |
1.1629 |
|
1.618 |
1.1578 |
|
1.000 |
1.1546 |
|
0.618 |
1.1527 |
|
HIGH |
1.1495 |
|
0.618 |
1.1476 |
|
0.500 |
1.1470 |
|
0.382 |
1.1463 |
|
LOW |
1.1444 |
|
0.618 |
1.1412 |
|
1.000 |
1.1393 |
|
1.618 |
1.1361 |
|
2.618 |
1.1310 |
|
4.250 |
1.1227 |
|
|
| Fisher Pivots for day following 31-Oct-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.1470 |
1.1500 |
| PP |
1.1465 |
1.1485 |
| S1 |
1.1460 |
1.1470 |
|