CME Euro FX (E) Future June 2019
| Trading Metrics calculated at close of trading on 10-Oct-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Oct-2018 |
10-Oct-2018 |
Change |
Change % |
Previous Week |
| Open |
1.1740 |
1.1767 |
0.0027 |
0.2% |
1.1860 |
| High |
1.1755 |
1.1799 |
0.0044 |
0.4% |
1.1880 |
| Low |
1.1740 |
1.1767 |
0.0027 |
0.2% |
1.1724 |
| Close |
1.1755 |
1.1782 |
0.0028 |
0.2% |
1.1784 |
| Range |
0.0015 |
0.0032 |
0.0017 |
117.2% |
0.0157 |
| ATR |
0.0054 |
0.0053 |
-0.0001 |
-1.3% |
0.0000 |
| Volume |
5 |
107 |
102 |
2,040.0% |
126 |
|
| Daily Pivots for day following 10-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1877 |
1.1861 |
1.1799 |
|
| R3 |
1.1846 |
1.1830 |
1.1791 |
|
| R2 |
1.1814 |
1.1814 |
1.1788 |
|
| R1 |
1.1798 |
1.1798 |
1.1785 |
1.1806 |
| PP |
1.1783 |
1.1783 |
1.1783 |
1.1787 |
| S1 |
1.1767 |
1.1767 |
1.1779 |
1.1775 |
| S2 |
1.1751 |
1.1751 |
1.1776 |
|
| S3 |
1.1720 |
1.1735 |
1.1773 |
|
| S4 |
1.1688 |
1.1704 |
1.1765 |
|
|
| Weekly Pivots for week ending 05-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2265 |
1.2181 |
1.1870 |
|
| R3 |
1.2109 |
1.2024 |
1.1827 |
|
| R2 |
1.1952 |
1.1952 |
1.1812 |
|
| R1 |
1.1868 |
1.1868 |
1.1798 |
1.1832 |
| PP |
1.1796 |
1.1796 |
1.1796 |
1.1778 |
| S1 |
1.1711 |
1.1711 |
1.1769 |
1.1675 |
| S2 |
1.1639 |
1.1639 |
1.1755 |
|
| S3 |
1.1483 |
1.1555 |
1.1740 |
|
| S4 |
1.1326 |
1.1398 |
1.1697 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1799 |
1.1724 |
0.0075 |
0.6% |
0.0024 |
0.2% |
78% |
True |
False |
28 |
| 10 |
1.2016 |
1.1724 |
0.0293 |
2.5% |
0.0039 |
0.3% |
20% |
False |
False |
41 |
| 20 |
1.2069 |
1.1724 |
0.0345 |
2.9% |
0.0043 |
0.4% |
17% |
False |
False |
30 |
| 40 |
1.2069 |
1.1605 |
0.0464 |
3.9% |
0.0047 |
0.4% |
38% |
False |
False |
36 |
| 60 |
1.2069 |
1.1605 |
0.0464 |
3.9% |
0.0043 |
0.4% |
38% |
False |
False |
34 |
| 80 |
1.2111 |
1.1605 |
0.0506 |
4.3% |
0.0043 |
0.4% |
35% |
False |
False |
29 |
| 100 |
1.2188 |
1.1605 |
0.0583 |
4.9% |
0.0043 |
0.4% |
30% |
False |
False |
29 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1932 |
|
2.618 |
1.1881 |
|
1.618 |
1.1849 |
|
1.000 |
1.1830 |
|
0.618 |
1.1818 |
|
HIGH |
1.1799 |
|
0.618 |
1.1786 |
|
0.500 |
1.1783 |
|
0.382 |
1.1779 |
|
LOW |
1.1767 |
|
0.618 |
1.1748 |
|
1.000 |
1.1736 |
|
1.618 |
1.1716 |
|
2.618 |
1.1685 |
|
4.250 |
1.1633 |
|
|
| Fisher Pivots for day following 10-Oct-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.1783 |
1.1777 |
| PP |
1.1783 |
1.1772 |
| S1 |
1.1782 |
1.1767 |
|