CME Euro FX (E) Future June 2019
| Trading Metrics calculated at close of trading on 26-Oct-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Oct-2018 |
26-Oct-2018 |
Change |
Change % |
Previous Week |
| Open |
1.1650 |
1.1612 |
-0.0038 |
-0.3% |
1.1761 |
| High |
1.1655 |
1.1651 |
-0.0004 |
0.0% |
1.1761 |
| Low |
1.1600 |
1.1577 |
-0.0024 |
-0.2% |
1.1577 |
| Close |
1.1603 |
1.1651 |
0.0048 |
0.4% |
1.1651 |
| Range |
0.0055 |
0.0074 |
0.0020 |
35.8% |
0.0185 |
| ATR |
0.0050 |
0.0052 |
0.0002 |
3.5% |
0.0000 |
| Volume |
15 |
86 |
71 |
473.3% |
335 |
|
| Daily Pivots for day following 26-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1848 |
1.1823 |
1.1691 |
|
| R3 |
1.1774 |
1.1749 |
1.1671 |
|
| R2 |
1.1700 |
1.1700 |
1.1664 |
|
| R1 |
1.1675 |
1.1675 |
1.1657 |
1.1688 |
| PP |
1.1626 |
1.1626 |
1.1626 |
1.1632 |
| S1 |
1.1601 |
1.1601 |
1.1644 |
1.1614 |
| S2 |
1.1552 |
1.1552 |
1.1637 |
|
| S3 |
1.1478 |
1.1527 |
1.1630 |
|
| S4 |
1.1404 |
1.1453 |
1.1610 |
|
|
| Weekly Pivots for week ending 26-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2216 |
1.2118 |
1.1752 |
|
| R3 |
1.2032 |
1.1933 |
1.1701 |
|
| R2 |
1.1847 |
1.1847 |
1.1684 |
|
| R1 |
1.1749 |
1.1749 |
1.1667 |
1.1706 |
| PP |
1.1663 |
1.1663 |
1.1663 |
1.1641 |
| S1 |
1.1564 |
1.1564 |
1.1634 |
1.1521 |
| S2 |
1.1478 |
1.1478 |
1.1617 |
|
| S3 |
1.1294 |
1.1380 |
1.1600 |
|
| S4 |
1.1109 |
1.1195 |
1.1549 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1761 |
1.1577 |
0.0185 |
1.6% |
0.0054 |
0.5% |
40% |
False |
True |
67 |
| 10 |
1.1846 |
1.1577 |
0.0269 |
2.3% |
0.0036 |
0.3% |
28% |
False |
True |
246 |
| 20 |
1.1880 |
1.1577 |
0.0304 |
2.6% |
0.0032 |
0.3% |
24% |
False |
True |
141 |
| 40 |
1.2069 |
1.1577 |
0.0492 |
4.2% |
0.0044 |
0.4% |
15% |
False |
True |
91 |
| 60 |
1.2069 |
1.1577 |
0.0492 |
4.2% |
0.0043 |
0.4% |
15% |
False |
True |
71 |
| 80 |
1.2111 |
1.1577 |
0.0535 |
4.6% |
0.0040 |
0.3% |
14% |
False |
True |
58 |
| 100 |
1.2188 |
1.1577 |
0.0612 |
5.2% |
0.0043 |
0.4% |
12% |
False |
True |
50 |
| 120 |
1.2363 |
1.1577 |
0.0786 |
6.7% |
0.0042 |
0.4% |
9% |
False |
True |
46 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1965 |
|
2.618 |
1.1844 |
|
1.618 |
1.1770 |
|
1.000 |
1.1725 |
|
0.618 |
1.1696 |
|
HIGH |
1.1651 |
|
0.618 |
1.1622 |
|
0.500 |
1.1614 |
|
0.382 |
1.1605 |
|
LOW |
1.1577 |
|
0.618 |
1.1531 |
|
1.000 |
1.1503 |
|
1.618 |
1.1457 |
|
2.618 |
1.1383 |
|
4.250 |
1.1262 |
|
|
| Fisher Pivots for day following 26-Oct-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.1638 |
1.1647 |
| PP |
1.1626 |
1.1643 |
| S1 |
1.1614 |
1.1639 |
|