CME Euro FX (E) Future June 2019
| Trading Metrics calculated at close of trading on 25-Oct-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Oct-2018 |
25-Oct-2018 |
Change |
Change % |
Previous Week |
| Open |
1.1702 |
1.1650 |
-0.0052 |
-0.4% |
1.1839 |
| High |
1.1702 |
1.1655 |
-0.0048 |
-0.4% |
1.1846 |
| Low |
1.1630 |
1.1600 |
-0.0030 |
-0.3% |
1.1716 |
| Close |
1.1631 |
1.1603 |
-0.0028 |
-0.2% |
1.1761 |
| Range |
0.0073 |
0.0055 |
-0.0018 |
-24.8% |
0.0130 |
| ATR |
0.0050 |
0.0050 |
0.0000 |
0.7% |
0.0000 |
| Volume |
40 |
15 |
-25 |
-62.5% |
2,133 |
|
| Daily Pivots for day following 25-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1783 |
1.1747 |
1.1632 |
|
| R3 |
1.1728 |
1.1693 |
1.1617 |
|
| R2 |
1.1674 |
1.1674 |
1.1612 |
|
| R1 |
1.1638 |
1.1638 |
1.1607 |
1.1629 |
| PP |
1.1619 |
1.1619 |
1.1619 |
1.1614 |
| S1 |
1.1584 |
1.1584 |
1.1598 |
1.1574 |
| S2 |
1.1565 |
1.1565 |
1.1593 |
|
| S3 |
1.1510 |
1.1529 |
1.1588 |
|
| S4 |
1.1456 |
1.1475 |
1.1573 |
|
|
| 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 |
1.1761 |
1.1600 |
0.0161 |
1.4% |
0.0045 |
0.4% |
2% |
False |
True |
68 |
| 10 |
1.1846 |
1.1600 |
0.0246 |
2.1% |
0.0029 |
0.3% |
1% |
False |
True |
242 |
| 20 |
1.1892 |
1.1600 |
0.0292 |
2.5% |
0.0031 |
0.3% |
1% |
False |
True |
142 |
| 40 |
1.2069 |
1.1600 |
0.0469 |
4.0% |
0.0044 |
0.4% |
1% |
False |
True |
91 |
| 60 |
1.2069 |
1.1600 |
0.0469 |
4.0% |
0.0042 |
0.4% |
1% |
False |
True |
69 |
| 80 |
1.2111 |
1.1600 |
0.0511 |
4.4% |
0.0040 |
0.3% |
0% |
False |
True |
58 |
| 100 |
1.2188 |
1.1600 |
0.0588 |
5.1% |
0.0042 |
0.4% |
0% |
False |
True |
49 |
| 120 |
1.2363 |
1.1600 |
0.0763 |
6.6% |
0.0041 |
0.4% |
0% |
False |
True |
45 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1886 |
|
2.618 |
1.1797 |
|
1.618 |
1.1743 |
|
1.000 |
1.1709 |
|
0.618 |
1.1688 |
|
HIGH |
1.1655 |
|
0.618 |
1.1634 |
|
0.500 |
1.1627 |
|
0.382 |
1.1621 |
|
LOW |
1.1600 |
|
0.618 |
1.1566 |
|
1.000 |
1.1546 |
|
1.618 |
1.1512 |
|
2.618 |
1.1457 |
|
4.250 |
1.1368 |
|
|
| Fisher Pivots for day following 25-Oct-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.1627 |
1.1664 |
| PP |
1.1619 |
1.1643 |
| S1 |
1.1611 |
1.1623 |
|