CME Euro FX (E) Future June 2019
| Trading Metrics calculated at close of trading on 18-Oct-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Oct-2018 |
18-Oct-2018 |
Change |
Change % |
Previous Week |
| Open |
1.1782 |
1.1743 |
-0.0039 |
-0.3% |
1.1736 |
| High |
1.1782 |
1.1743 |
-0.0039 |
-0.3% |
1.1851 |
| Low |
1.1760 |
1.1716 |
-0.0044 |
-0.4% |
1.1736 |
| Close |
1.1760 |
1.1716 |
-0.0044 |
-0.4% |
1.1821 |
| Range |
0.0023 |
0.0028 |
0.0005 |
22.2% |
0.0115 |
| ATR |
0.0050 |
0.0049 |
0.0000 |
-0.8% |
0.0000 |
| Volume |
2 |
33 |
31 |
1,550.0% |
227 |
|
| Daily Pivots for day following 18-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1807 |
1.1789 |
1.1731 |
|
| R3 |
1.1780 |
1.1761 |
1.1723 |
|
| R2 |
1.1752 |
1.1752 |
1.1721 |
|
| R1 |
1.1734 |
1.1734 |
1.1718 |
1.1729 |
| PP |
1.1725 |
1.1725 |
1.1725 |
1.1722 |
| S1 |
1.1706 |
1.1706 |
1.1713 |
1.1702 |
| S2 |
1.1697 |
1.1697 |
1.1710 |
|
| S3 |
1.1670 |
1.1679 |
1.1708 |
|
| S4 |
1.1642 |
1.1651 |
1.1700 |
|
|
| 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 |
1.1846 |
1.1716 |
0.0130 |
1.1% |
0.0013 |
0.1% |
0% |
False |
True |
416 |
| 10 |
1.1851 |
1.1716 |
0.0135 |
1.2% |
0.0018 |
0.2% |
0% |
False |
True |
227 |
| 20 |
1.2069 |
1.1716 |
0.0353 |
3.0% |
0.0032 |
0.3% |
0% |
False |
True |
131 |
| 40 |
1.2069 |
1.1716 |
0.0353 |
3.0% |
0.0044 |
0.4% |
0% |
False |
True |
87 |
| 60 |
1.2069 |
1.1605 |
0.0464 |
4.0% |
0.0040 |
0.3% |
24% |
False |
False |
68 |
| 80 |
1.2111 |
1.1605 |
0.0506 |
4.3% |
0.0041 |
0.3% |
22% |
False |
False |
54 |
| 100 |
1.2188 |
1.1605 |
0.0583 |
5.0% |
0.0042 |
0.4% |
19% |
False |
False |
48 |
| 120 |
1.2424 |
1.1605 |
0.0819 |
7.0% |
0.0040 |
0.3% |
14% |
False |
False |
43 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1860 |
|
2.618 |
1.1815 |
|
1.618 |
1.1787 |
|
1.000 |
1.1771 |
|
0.618 |
1.1760 |
|
HIGH |
1.1743 |
|
0.618 |
1.1732 |
|
0.500 |
1.1729 |
|
0.382 |
1.1726 |
|
LOW |
1.1716 |
|
0.618 |
1.1699 |
|
1.000 |
1.1688 |
|
1.618 |
1.1671 |
|
2.618 |
1.1644 |
|
4.250 |
1.1599 |
|
|
| Fisher Pivots for day following 18-Oct-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.1729 |
1.1775 |
| PP |
1.1725 |
1.1755 |
| S1 |
1.1720 |
1.1735 |
|