CME Euro FX (E) Future June 2019
| Trading Metrics calculated at close of trading on 02-Oct-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Oct-2018 |
02-Oct-2018 |
Change |
Change % |
Previous Week |
| Open |
1.1860 |
1.1837 |
-0.0024 |
-0.2% |
1.2068 |
| High |
1.1880 |
1.1837 |
-0.0044 |
-0.4% |
1.2069 |
| Low |
1.1838 |
1.1793 |
-0.0045 |
-0.4% |
1.1841 |
| Close |
1.1840 |
1.1807 |
-0.0033 |
-0.3% |
1.1878 |
| Range |
0.0042 |
0.0044 |
0.0002 |
3.6% |
0.0228 |
| ATR |
0.0063 |
0.0062 |
-0.0001 |
-1.9% |
0.0000 |
| Volume |
6 |
54 |
48 |
800.0% |
200 |
|
| Daily Pivots for day following 02-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1943 |
1.1918 |
1.1831 |
|
| R3 |
1.1899 |
1.1875 |
1.1819 |
|
| R2 |
1.1856 |
1.1856 |
1.1815 |
|
| R1 |
1.1831 |
1.1831 |
1.1811 |
1.1822 |
| PP |
1.1812 |
1.1812 |
1.1812 |
1.1807 |
| S1 |
1.1788 |
1.1788 |
1.1803 |
1.1778 |
| S2 |
1.1769 |
1.1769 |
1.1799 |
|
| S3 |
1.1725 |
1.1744 |
1.1795 |
|
| S4 |
1.1682 |
1.1701 |
1.1783 |
|
|
| 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 |
1.2060 |
1.1793 |
0.0267 |
2.3% |
0.0059 |
0.5% |
5% |
False |
True |
48 |
| 10 |
1.2069 |
1.1793 |
0.0276 |
2.3% |
0.0044 |
0.4% |
5% |
False |
True |
32 |
| 20 |
1.2069 |
1.1793 |
0.0276 |
2.3% |
0.0053 |
0.5% |
5% |
False |
True |
33 |
| 40 |
1.2069 |
1.1605 |
0.0464 |
3.9% |
0.0049 |
0.4% |
44% |
False |
False |
37 |
| 60 |
1.2082 |
1.1605 |
0.0477 |
4.0% |
0.0044 |
0.4% |
42% |
False |
False |
32 |
| 80 |
1.2176 |
1.1605 |
0.0571 |
4.8% |
0.0046 |
0.4% |
35% |
False |
False |
28 |
| 100 |
1.2363 |
1.1605 |
0.0758 |
6.4% |
0.0044 |
0.4% |
27% |
False |
False |
27 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2021 |
|
2.618 |
1.1950 |
|
1.618 |
1.1907 |
|
1.000 |
1.1880 |
|
0.618 |
1.1863 |
|
HIGH |
1.1837 |
|
0.618 |
1.1820 |
|
0.500 |
1.1815 |
|
0.382 |
1.1810 |
|
LOW |
1.1793 |
|
0.618 |
1.1766 |
|
1.000 |
1.1750 |
|
1.618 |
1.1723 |
|
2.618 |
1.1679 |
|
4.250 |
1.1608 |
|
|
| Fisher Pivots for day following 02-Oct-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.1815 |
1.1842 |
| PP |
1.1812 |
1.1831 |
| S1 |
1.1810 |
1.1819 |
|