CME Euro FX (E) Future June 2019
| Trading Metrics calculated at close of trading on 31-Oct-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Oct-2018 |
31-Oct-2018 |
Change |
Change % |
Previous Week |
| Open |
1.1616 |
1.1560 |
-0.0056 |
-0.5% |
1.1761 |
| High |
1.1616 |
1.1560 |
-0.0056 |
-0.5% |
1.1761 |
| Low |
1.1580 |
1.1551 |
-0.0030 |
-0.3% |
1.1577 |
| Close |
1.1580 |
1.1551 |
-0.0030 |
-0.3% |
1.1651 |
| Range |
0.0036 |
0.0010 |
-0.0026 |
-73.2% |
0.0185 |
| ATR |
0.0050 |
0.0049 |
-0.0001 |
-3.0% |
0.0000 |
| Volume |
65 |
3 |
-62 |
-95.4% |
335 |
|
| Daily Pivots for day following 31-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1582 |
1.1576 |
1.1556 |
|
| R3 |
1.1573 |
1.1566 |
1.1553 |
|
| R2 |
1.1563 |
1.1563 |
1.1552 |
|
| R1 |
1.1557 |
1.1557 |
1.1551 |
1.1555 |
| PP |
1.1554 |
1.1554 |
1.1554 |
1.1553 |
| S1 |
1.1547 |
1.1547 |
1.1550 |
1.1546 |
| S2 |
1.1544 |
1.1544 |
1.1549 |
|
| S3 |
1.1535 |
1.1538 |
1.1548 |
|
| S4 |
1.1525 |
1.1528 |
1.1545 |
|
|
| 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 |
1.1655 |
1.1551 |
0.0104 |
0.9% |
0.0037 |
0.3% |
0% |
False |
True |
50 |
| 10 |
1.1761 |
1.1551 |
0.0211 |
1.8% |
0.0038 |
0.3% |
0% |
False |
True |
61 |
| 20 |
1.1851 |
1.1551 |
0.0300 |
2.6% |
0.0029 |
0.3% |
0% |
False |
True |
143 |
| 40 |
1.2069 |
1.1551 |
0.0518 |
4.5% |
0.0040 |
0.3% |
0% |
False |
True |
88 |
| 60 |
1.2069 |
1.1551 |
0.0518 |
4.5% |
0.0043 |
0.4% |
0% |
False |
True |
72 |
| 80 |
1.2069 |
1.1551 |
0.0518 |
4.5% |
0.0040 |
0.3% |
0% |
False |
True |
60 |
| 100 |
1.2176 |
1.1551 |
0.0625 |
5.4% |
0.0043 |
0.4% |
0% |
False |
True |
51 |
| 120 |
1.2363 |
1.1551 |
0.0812 |
7.0% |
0.0041 |
0.4% |
0% |
False |
True |
47 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1600 |
|
2.618 |
1.1585 |
|
1.618 |
1.1575 |
|
1.000 |
1.1570 |
|
0.618 |
1.1566 |
|
HIGH |
1.1560 |
|
0.618 |
1.1556 |
|
0.500 |
1.1555 |
|
0.382 |
1.1554 |
|
LOW |
1.1551 |
|
0.618 |
1.1545 |
|
1.000 |
1.1541 |
|
1.618 |
1.1535 |
|
2.618 |
1.1526 |
|
4.250 |
1.1510 |
|
|
| Fisher Pivots for day following 31-Oct-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.1555 |
1.1591 |
| PP |
1.1554 |
1.1578 |
| S1 |
1.1552 |
1.1564 |
|