CME Euro FX (E) Future June 2019
| Trading Metrics calculated at close of trading on 03-Oct-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Oct-2018 |
03-Oct-2018 |
Change |
Change % |
Previous Week |
| Open |
1.1837 |
1.1785 |
-0.0052 |
-0.4% |
1.2068 |
| High |
1.1837 |
1.1785 |
-0.0052 |
-0.4% |
1.2069 |
| Low |
1.1793 |
1.1750 |
-0.0043 |
-0.4% |
1.1841 |
| Close |
1.1807 |
1.1779 |
-0.0029 |
-0.2% |
1.1878 |
| Range |
0.0044 |
0.0035 |
-0.0009 |
-20.7% |
0.0228 |
| ATR |
0.0062 |
0.0061 |
0.0000 |
-0.5% |
0.0000 |
| Volume |
54 |
43 |
-11 |
-20.4% |
200 |
|
| Daily Pivots for day following 03-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1875 |
1.1861 |
1.1797 |
|
| R3 |
1.1840 |
1.1827 |
1.1788 |
|
| R2 |
1.1806 |
1.1806 |
1.1785 |
|
| R1 |
1.1792 |
1.1792 |
1.1782 |
1.1782 |
| PP |
1.1771 |
1.1771 |
1.1771 |
1.1766 |
| S1 |
1.1758 |
1.1758 |
1.1775 |
1.1747 |
| S2 |
1.1737 |
1.1737 |
1.1772 |
|
| S3 |
1.1702 |
1.1723 |
1.1769 |
|
| S4 |
1.1668 |
1.1689 |
1.1760 |
|
|
| 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 |
1.2016 |
1.1750 |
0.0266 |
2.3% |
0.0054 |
0.5% |
11% |
False |
True |
53 |
| 10 |
1.2069 |
1.1750 |
0.0319 |
2.7% |
0.0044 |
0.4% |
9% |
False |
True |
35 |
| 20 |
1.2069 |
1.1750 |
0.0319 |
2.7% |
0.0051 |
0.4% |
9% |
False |
True |
32 |
| 40 |
1.2069 |
1.1605 |
0.0464 |
3.9% |
0.0050 |
0.4% |
37% |
False |
False |
36 |
| 60 |
1.2069 |
1.1605 |
0.0464 |
3.9% |
0.0044 |
0.4% |
37% |
False |
False |
32 |
| 80 |
1.2176 |
1.1605 |
0.0571 |
4.8% |
0.0046 |
0.4% |
30% |
False |
False |
28 |
| 100 |
1.2363 |
1.1605 |
0.0758 |
6.4% |
0.0044 |
0.4% |
23% |
False |
False |
28 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1931 |
|
2.618 |
1.1875 |
|
1.618 |
1.1840 |
|
1.000 |
1.1819 |
|
0.618 |
1.1806 |
|
HIGH |
1.1785 |
|
0.618 |
1.1771 |
|
0.500 |
1.1767 |
|
0.382 |
1.1763 |
|
LOW |
1.1750 |
|
0.618 |
1.1729 |
|
1.000 |
1.1716 |
|
1.618 |
1.1694 |
|
2.618 |
1.1660 |
|
4.250 |
1.1603 |
|
|
| Fisher Pivots for day following 03-Oct-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.1775 |
1.1815 |
| PP |
1.1771 |
1.1803 |
| S1 |
1.1767 |
1.1791 |
|