CME Euro FX (E) Future June 2019
| Trading Metrics calculated at close of trading on 29-Oct-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Oct-2018 |
29-Oct-2018 |
Change |
Change % |
Previous Week |
| Open |
1.1612 |
1.1620 |
0.0008 |
0.1% |
1.1761 |
| High |
1.1651 |
1.1632 |
-0.0019 |
-0.2% |
1.1761 |
| Low |
1.1577 |
1.1620 |
0.0043 |
0.4% |
1.1577 |
| Close |
1.1651 |
1.1632 |
-0.0019 |
-0.2% |
1.1651 |
| Range |
0.0074 |
0.0013 |
-0.0062 |
-83.1% |
0.0185 |
| ATR |
0.0052 |
0.0050 |
-0.0001 |
-2.9% |
0.0000 |
| Volume |
86 |
83 |
-3 |
-3.5% |
335 |
|
| Daily Pivots for day following 29-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1665 |
1.1661 |
1.1639 |
|
| R3 |
1.1653 |
1.1649 |
1.1635 |
|
| R2 |
1.1640 |
1.1640 |
1.1634 |
|
| R1 |
1.1636 |
1.1636 |
1.1633 |
1.1638 |
| PP |
1.1628 |
1.1628 |
1.1628 |
1.1629 |
| S1 |
1.1624 |
1.1624 |
1.1631 |
1.1626 |
| S2 |
1.1615 |
1.1615 |
1.1630 |
|
| S3 |
1.1603 |
1.1611 |
1.1629 |
|
| S4 |
1.1590 |
1.1599 |
1.1625 |
|
|
| 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 |
1.1727 |
1.1577 |
0.0151 |
1.3% |
0.0047 |
0.4% |
37% |
False |
False |
51 |
| 10 |
1.1834 |
1.1577 |
0.0257 |
2.2% |
0.0036 |
0.3% |
22% |
False |
False |
54 |
| 20 |
1.1851 |
1.1577 |
0.0274 |
2.4% |
0.0031 |
0.3% |
20% |
False |
False |
144 |
| 40 |
1.2069 |
1.1577 |
0.0492 |
4.2% |
0.0043 |
0.4% |
11% |
False |
False |
92 |
| 60 |
1.2069 |
1.1577 |
0.0492 |
4.2% |
0.0043 |
0.4% |
11% |
False |
False |
72 |
| 80 |
1.2111 |
1.1577 |
0.0535 |
4.6% |
0.0040 |
0.3% |
10% |
False |
False |
59 |
| 100 |
1.2176 |
1.1577 |
0.0599 |
5.1% |
0.0043 |
0.4% |
9% |
False |
False |
51 |
| 120 |
1.2363 |
1.1577 |
0.0786 |
6.8% |
0.0042 |
0.4% |
7% |
False |
False |
46 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1685 |
|
2.618 |
1.1665 |
|
1.618 |
1.1652 |
|
1.000 |
1.1645 |
|
0.618 |
1.1640 |
|
HIGH |
1.1632 |
|
0.618 |
1.1627 |
|
0.500 |
1.1626 |
|
0.382 |
1.1624 |
|
LOW |
1.1620 |
|
0.618 |
1.1612 |
|
1.000 |
1.1607 |
|
1.618 |
1.1599 |
|
2.618 |
1.1587 |
|
4.250 |
1.1566 |
|
|
| Fisher Pivots for day following 29-Oct-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.1630 |
1.1627 |
| PP |
1.1628 |
1.1621 |
| S1 |
1.1626 |
1.1616 |
|