CME Euro FX (E) Future June 2019
| Trading Metrics calculated at close of trading on 17-Oct-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Oct-2018 |
17-Oct-2018 |
Change |
Change % |
Previous Week |
| Open |
1.1834 |
1.1782 |
-0.0052 |
-0.4% |
1.1736 |
| High |
1.1834 |
1.1782 |
-0.0052 |
-0.4% |
1.1851 |
| Low |
1.1834 |
1.1760 |
-0.0074 |
-0.6% |
1.1736 |
| Close |
1.1834 |
1.1760 |
-0.0074 |
-0.6% |
1.1821 |
| Range |
0.0000 |
0.0023 |
0.0023 |
|
0.0115 |
| ATR |
0.0048 |
0.0050 |
0.0002 |
3.9% |
0.0000 |
| Volume |
0 |
2 |
2 |
|
227 |
|
| Daily Pivots for day following 17-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1835 |
1.1820 |
1.1772 |
|
| R3 |
1.1812 |
1.1797 |
1.1766 |
|
| R2 |
1.1790 |
1.1790 |
1.1764 |
|
| R1 |
1.1775 |
1.1775 |
1.1762 |
1.1771 |
| PP |
1.1767 |
1.1767 |
1.1767 |
1.1765 |
| S1 |
1.1752 |
1.1752 |
1.1757 |
1.1748 |
| S2 |
1.1745 |
1.1745 |
1.1755 |
|
| S3 |
1.1722 |
1.1730 |
1.1753 |
|
| S4 |
1.1700 |
1.1707 |
1.1747 |
|
|
| Weekly Pivots for week ending 12-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2146 |
1.2098 |
1.1883 |
|
| R3 |
1.2031 |
1.1983 |
1.1852 |
|
| R2 |
1.1917 |
1.1917 |
1.1841 |
|
| R1 |
1.1869 |
1.1869 |
1.1831 |
1.1893 |
| PP |
1.1802 |
1.1802 |
1.1802 |
1.1814 |
| S1 |
1.1754 |
1.1754 |
1.1810 |
1.1778 |
| S2 |
1.1688 |
1.1688 |
1.1800 |
|
| S3 |
1.1573 |
1.1640 |
1.1789 |
|
| S4 |
1.1459 |
1.1525 |
1.1758 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1851 |
1.1760 |
0.0091 |
0.8% |
0.0016 |
0.1% |
0% |
False |
True |
423 |
| 10 |
1.1851 |
1.1724 |
0.0127 |
1.1% |
0.0020 |
0.2% |
28% |
False |
False |
225 |
| 20 |
1.2069 |
1.1724 |
0.0345 |
2.9% |
0.0032 |
0.3% |
10% |
False |
False |
130 |
| 40 |
1.2069 |
1.1724 |
0.0345 |
2.9% |
0.0044 |
0.4% |
10% |
False |
False |
87 |
| 60 |
1.2069 |
1.1605 |
0.0464 |
3.9% |
0.0041 |
0.3% |
33% |
False |
False |
67 |
| 80 |
1.2111 |
1.1605 |
0.0506 |
4.3% |
0.0041 |
0.3% |
31% |
False |
False |
55 |
| 100 |
1.2188 |
1.1605 |
0.0583 |
5.0% |
0.0043 |
0.4% |
27% |
False |
False |
49 |
| 120 |
1.2513 |
1.1605 |
0.0908 |
7.7% |
0.0040 |
0.3% |
17% |
False |
False |
42 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1878 |
|
2.618 |
1.1841 |
|
1.618 |
1.1818 |
|
1.000 |
1.1805 |
|
0.618 |
1.1796 |
|
HIGH |
1.1782 |
|
0.618 |
1.1773 |
|
0.500 |
1.1771 |
|
0.382 |
1.1768 |
|
LOW |
1.1760 |
|
0.618 |
1.1746 |
|
1.000 |
1.1737 |
|
1.618 |
1.1723 |
|
2.618 |
1.1701 |
|
4.250 |
1.1664 |
|
|
| Fisher Pivots for day following 17-Oct-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.1771 |
1.1803 |
| PP |
1.1767 |
1.1788 |
| S1 |
1.1763 |
1.1774 |
|