CME Euro FX (E) Future June 2019
| Trading Metrics calculated at close of trading on 19-Oct-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Oct-2018 |
19-Oct-2018 |
Change |
Change % |
Previous Week |
| Open |
1.1743 |
1.1729 |
-0.0014 |
-0.1% |
1.1839 |
| High |
1.1743 |
1.1761 |
0.0018 |
0.2% |
1.1846 |
| Low |
1.1716 |
1.1729 |
0.0014 |
0.1% |
1.1716 |
| Close |
1.1716 |
1.1761 |
0.0046 |
0.4% |
1.1761 |
| Range |
0.0028 |
0.0032 |
0.0005 |
16.4% |
0.0130 |
| ATR |
0.0049 |
0.0049 |
0.0000 |
-0.6% |
0.0000 |
| Volume |
33 |
91 |
58 |
175.8% |
2,133 |
|
| Daily Pivots for day following 19-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1846 |
1.1836 |
1.1779 |
|
| R3 |
1.1814 |
1.1804 |
1.1770 |
|
| R2 |
1.1782 |
1.1782 |
1.1767 |
|
| R1 |
1.1772 |
1.1772 |
1.1764 |
1.1777 |
| PP |
1.1750 |
1.1750 |
1.1750 |
1.1753 |
| S1 |
1.1740 |
1.1740 |
1.1758 |
1.1745 |
| S2 |
1.1718 |
1.1718 |
1.1755 |
|
| S3 |
1.1686 |
1.1708 |
1.1752 |
|
| S4 |
1.1654 |
1.1676 |
1.1743 |
|
|
| Weekly Pivots for week ending 19-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2164 |
1.2093 |
1.1833 |
|
| R3 |
1.2034 |
1.1963 |
1.1797 |
|
| R2 |
1.1904 |
1.1904 |
1.1785 |
|
| R1 |
1.1833 |
1.1833 |
1.1773 |
1.1803 |
| PP |
1.1774 |
1.1774 |
1.1774 |
1.1759 |
| S1 |
1.1703 |
1.1703 |
1.1749 |
1.1673 |
| S2 |
1.1644 |
1.1644 |
1.1737 |
|
| S3 |
1.1514 |
1.1573 |
1.1725 |
|
| S4 |
1.1384 |
1.1443 |
1.1690 |
|
|
| 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% |
0.0018 |
0.2% |
35% |
False |
False |
426 |
| 10 |
1.1851 |
1.1716 |
0.0135 |
1.1% |
0.0019 |
0.2% |
34% |
False |
False |
236 |
| 20 |
1.2069 |
1.1716 |
0.0353 |
3.0% |
0.0032 |
0.3% |
13% |
False |
False |
134 |
| 40 |
1.2069 |
1.1716 |
0.0353 |
3.0% |
0.0043 |
0.4% |
13% |
False |
False |
88 |
| 60 |
1.2069 |
1.1605 |
0.0464 |
3.9% |
0.0040 |
0.3% |
34% |
False |
False |
66 |
| 80 |
1.2111 |
1.1605 |
0.0506 |
4.3% |
0.0040 |
0.3% |
31% |
False |
False |
55 |
| 100 |
1.2188 |
1.1605 |
0.0583 |
5.0% |
0.0041 |
0.4% |
27% |
False |
False |
48 |
| 120 |
1.2413 |
1.1605 |
0.0808 |
6.9% |
0.0041 |
0.3% |
19% |
False |
False |
43 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1897 |
|
2.618 |
1.1845 |
|
1.618 |
1.1813 |
|
1.000 |
1.1793 |
|
0.618 |
1.1781 |
|
HIGH |
1.1761 |
|
0.618 |
1.1749 |
|
0.500 |
1.1745 |
|
0.382 |
1.1741 |
|
LOW |
1.1729 |
|
0.618 |
1.1709 |
|
1.000 |
1.1697 |
|
1.618 |
1.1677 |
|
2.618 |
1.1645 |
|
4.250 |
1.1593 |
|
|
| Fisher Pivots for day following 19-Oct-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.1756 |
1.1757 |
| PP |
1.1750 |
1.1753 |
| S1 |
1.1745 |
1.1749 |
|