CME Euro FX (E) Future June 2019
| Trading Metrics calculated at close of trading on 23-Oct-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Oct-2018 |
23-Oct-2018 |
Change |
Change % |
Previous Week |
| Open |
1.1761 |
1.1707 |
-0.0054 |
-0.5% |
1.1839 |
| High |
1.1761 |
1.1727 |
-0.0034 |
-0.3% |
1.1846 |
| Low |
1.1715 |
1.1707 |
-0.0008 |
-0.1% |
1.1716 |
| Close |
1.1715 |
1.1714 |
-0.0001 |
0.0% |
1.1761 |
| Range |
0.0047 |
0.0020 |
-0.0027 |
-57.0% |
0.0130 |
| ATR |
0.0049 |
0.0047 |
-0.0002 |
-4.2% |
0.0000 |
| Volume |
159 |
35 |
-124 |
-78.0% |
2,133 |
|
| Daily Pivots for day following 23-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1776 |
1.1765 |
1.1725 |
|
| R3 |
1.1756 |
1.1745 |
1.1719 |
|
| R2 |
1.1736 |
1.1736 |
1.1717 |
|
| R1 |
1.1725 |
1.1725 |
1.1715 |
1.1730 |
| PP |
1.1716 |
1.1716 |
1.1716 |
1.1719 |
| S1 |
1.1705 |
1.1705 |
1.1712 |
1.1710 |
| S2 |
1.1696 |
1.1696 |
1.1710 |
|
| S3 |
1.1676 |
1.1685 |
1.1708 |
|
| S4 |
1.1656 |
1.1665 |
1.1703 |
|
|
| 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 |
1.1782 |
1.1707 |
0.0075 |
0.6% |
0.0030 |
0.3% |
9% |
False |
True |
64 |
| 10 |
1.1851 |
1.1707 |
0.0144 |
1.2% |
0.0024 |
0.2% |
5% |
False |
True |
254 |
| 20 |
1.2060 |
1.1707 |
0.0353 |
3.0% |
0.0033 |
0.3% |
2% |
False |
True |
143 |
| 40 |
1.2069 |
1.1707 |
0.0362 |
3.1% |
0.0043 |
0.4% |
2% |
False |
True |
92 |
| 60 |
1.2069 |
1.1605 |
0.0464 |
4.0% |
0.0040 |
0.3% |
23% |
False |
False |
69 |
| 80 |
1.2111 |
1.1605 |
0.0506 |
4.3% |
0.0039 |
0.3% |
21% |
False |
False |
58 |
| 100 |
1.2188 |
1.1605 |
0.0583 |
5.0% |
0.0041 |
0.4% |
19% |
False |
False |
50 |
| 120 |
1.2382 |
1.1605 |
0.0777 |
6.6% |
0.0041 |
0.3% |
14% |
False |
False |
45 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1812 |
|
2.618 |
1.1779 |
|
1.618 |
1.1759 |
|
1.000 |
1.1747 |
|
0.618 |
1.1739 |
|
HIGH |
1.1727 |
|
0.618 |
1.1719 |
|
0.500 |
1.1717 |
|
0.382 |
1.1715 |
|
LOW |
1.1707 |
|
0.618 |
1.1695 |
|
1.000 |
1.1687 |
|
1.618 |
1.1675 |
|
2.618 |
1.1655 |
|
4.250 |
1.1622 |
|
|
| Fisher Pivots for day following 23-Oct-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.1717 |
1.1734 |
| PP |
1.1716 |
1.1727 |
| S1 |
1.1715 |
1.1720 |
|