CME Euro FX (E) Future June 2019
| Trading Metrics calculated at close of trading on 22-Oct-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Oct-2018 |
22-Oct-2018 |
Change |
Change % |
Previous Week |
| Open |
1.1729 |
1.1761 |
0.0032 |
0.3% |
1.1839 |
| High |
1.1761 |
1.1761 |
0.0000 |
0.0% |
1.1846 |
| Low |
1.1729 |
1.1715 |
-0.0015 |
-0.1% |
1.1716 |
| Close |
1.1761 |
1.1715 |
-0.0047 |
-0.4% |
1.1761 |
| Range |
0.0032 |
0.0047 |
0.0015 |
45.3% |
0.0130 |
| ATR |
0.0049 |
0.0049 |
0.0000 |
-0.4% |
0.0000 |
| Volume |
91 |
159 |
68 |
74.7% |
2,133 |
|
| Daily Pivots for day following 22-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1870 |
1.1839 |
1.1740 |
|
| R3 |
1.1823 |
1.1792 |
1.1727 |
|
| R2 |
1.1777 |
1.1777 |
1.1723 |
|
| R1 |
1.1746 |
1.1746 |
1.1719 |
1.1738 |
| PP |
1.1730 |
1.1730 |
1.1730 |
1.1726 |
| S1 |
1.1699 |
1.1699 |
1.1710 |
1.1691 |
| S2 |
1.1684 |
1.1684 |
1.1706 |
|
| S3 |
1.1637 |
1.1653 |
1.1702 |
|
| S4 |
1.1591 |
1.1606 |
1.1689 |
|
|
| 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 |
1.1834 |
1.1715 |
0.0119 |
1.0% |
0.0026 |
0.2% |
0% |
False |
True |
57 |
| 10 |
1.1851 |
1.1715 |
0.0136 |
1.2% |
0.0023 |
0.2% |
0% |
False |
True |
251 |
| 20 |
1.2066 |
1.1715 |
0.0352 |
3.0% |
0.0033 |
0.3% |
0% |
False |
True |
141 |
| 40 |
1.2069 |
1.1715 |
0.0354 |
3.0% |
0.0044 |
0.4% |
0% |
False |
True |
92 |
| 60 |
1.2069 |
1.1605 |
0.0464 |
4.0% |
0.0041 |
0.3% |
24% |
False |
False |
69 |
| 80 |
1.2111 |
1.1605 |
0.0506 |
4.3% |
0.0039 |
0.3% |
22% |
False |
False |
57 |
| 100 |
1.2188 |
1.1605 |
0.0583 |
5.0% |
0.0041 |
0.4% |
19% |
False |
False |
49 |
| 120 |
1.2413 |
1.1605 |
0.0808 |
6.9% |
0.0041 |
0.3% |
14% |
False |
False |
45 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1959 |
|
2.618 |
1.1883 |
|
1.618 |
1.1836 |
|
1.000 |
1.1808 |
|
0.618 |
1.1790 |
|
HIGH |
1.1761 |
|
0.618 |
1.1743 |
|
0.500 |
1.1738 |
|
0.382 |
1.1732 |
|
LOW |
1.1715 |
|
0.618 |
1.1686 |
|
1.000 |
1.1668 |
|
1.618 |
1.1639 |
|
2.618 |
1.1593 |
|
4.250 |
1.1517 |
|
|
| Fisher Pivots for day following 22-Oct-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.1738 |
1.1738 |
| PP |
1.1730 |
1.1730 |
| S1 |
1.1722 |
1.1722 |
|