CME Euro FX (E) Future June 2019
| Trading Metrics calculated at close of trading on 01-Oct-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Sep-2018 |
01-Oct-2018 |
Change |
Change % |
Previous Week |
| Open |
1.1886 |
1.1860 |
-0.0026 |
-0.2% |
1.2068 |
| High |
1.1892 |
1.1880 |
-0.0012 |
-0.1% |
1.2069 |
| Low |
1.1841 |
1.1838 |
-0.0003 |
0.0% |
1.1841 |
| Close |
1.1878 |
1.1840 |
-0.0038 |
-0.3% |
1.1878 |
| Range |
0.0051 |
0.0042 |
-0.0009 |
-16.8% |
0.0228 |
| ATR |
0.0065 |
0.0063 |
-0.0002 |
-2.5% |
0.0000 |
| Volume |
114 |
6 |
-108 |
-94.7% |
200 |
|
| Daily Pivots for day following 01-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1979 |
1.1951 |
1.1863 |
|
| R3 |
1.1937 |
1.1909 |
1.1851 |
|
| R2 |
1.1895 |
1.1895 |
1.1847 |
|
| R1 |
1.1867 |
1.1867 |
1.1843 |
1.1860 |
| PP |
1.1853 |
1.1853 |
1.1853 |
1.1849 |
| S1 |
1.1825 |
1.1825 |
1.1836 |
1.1818 |
| S2 |
1.1811 |
1.1811 |
1.1832 |
|
| S3 |
1.1769 |
1.1783 |
1.1828 |
|
| S4 |
1.1727 |
1.1741 |
1.1816 |
|
|
| Weekly Pivots for week ending 28-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2612 |
1.2472 |
1.2003 |
|
| R3 |
1.2384 |
1.2245 |
1.1940 |
|
| R2 |
1.2157 |
1.2157 |
1.1919 |
|
| R1 |
1.2017 |
1.2017 |
1.1898 |
1.1973 |
| PP |
1.1929 |
1.1929 |
1.1929 |
1.1907 |
| S1 |
1.1790 |
1.1790 |
1.1857 |
1.1746 |
| S2 |
1.1702 |
1.1702 |
1.1836 |
|
| S3 |
1.1474 |
1.1562 |
1.1815 |
|
| S4 |
1.1247 |
1.1335 |
1.1752 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2066 |
1.1838 |
0.0228 |
1.9% |
0.0055 |
0.5% |
1% |
False |
True |
39 |
| 10 |
1.2069 |
1.1838 |
0.0231 |
1.9% |
0.0045 |
0.4% |
1% |
False |
True |
31 |
| 20 |
1.2069 |
1.1816 |
0.0253 |
2.1% |
0.0054 |
0.5% |
9% |
False |
False |
39 |
| 40 |
1.2069 |
1.1605 |
0.0464 |
3.9% |
0.0049 |
0.4% |
51% |
False |
False |
36 |
| 60 |
1.2111 |
1.1605 |
0.0506 |
4.3% |
0.0044 |
0.4% |
46% |
False |
False |
31 |
| 80 |
1.2176 |
1.1605 |
0.0571 |
4.8% |
0.0046 |
0.4% |
41% |
False |
False |
27 |
| 100 |
1.2363 |
1.1605 |
0.0758 |
6.4% |
0.0044 |
0.4% |
31% |
False |
False |
27 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2059 |
|
2.618 |
1.1990 |
|
1.618 |
1.1948 |
|
1.000 |
1.1922 |
|
0.618 |
1.1906 |
|
HIGH |
1.1880 |
|
0.618 |
1.1864 |
|
0.500 |
1.1859 |
|
0.382 |
1.1854 |
|
LOW |
1.1838 |
|
0.618 |
1.1812 |
|
1.000 |
1.1796 |
|
1.618 |
1.1770 |
|
2.618 |
1.1728 |
|
4.250 |
1.1660 |
|
|
| Fisher Pivots for day following 01-Oct-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.1859 |
1.1927 |
| PP |
1.1853 |
1.1898 |
| S1 |
1.1846 |
1.1869 |
|