CME Euro FX (E) Future December 2018
| Trading Metrics calculated at close of trading on 01-Oct-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Sep-2018 |
01-Oct-2018 |
Change |
Change % |
Previous Week |
| Open |
1.1713 |
1.1683 |
-0.0030 |
-0.3% |
1.1822 |
| High |
1.1723 |
1.1695 |
-0.0028 |
-0.2% |
1.1893 |
| Low |
1.1641 |
1.1633 |
-0.0008 |
-0.1% |
1.1641 |
| Close |
1.1682 |
1.1645 |
-0.0038 |
-0.3% |
1.1682 |
| Range |
0.0082 |
0.0062 |
-0.0020 |
-24.4% |
0.0252 |
| ATR |
0.0085 |
0.0084 |
-0.0002 |
-1.9% |
0.0000 |
| Volume |
299,911 |
220,813 |
-79,098 |
-26.4% |
1,325,901 |
|
| Daily Pivots for day following 01-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1844 |
1.1806 |
1.1679 |
|
| R3 |
1.1782 |
1.1744 |
1.1662 |
|
| R2 |
1.1720 |
1.1720 |
1.1656 |
|
| R1 |
1.1682 |
1.1682 |
1.1650 |
1.1670 |
| PP |
1.1658 |
1.1658 |
1.1658 |
1.1651 |
| S1 |
1.1620 |
1.1620 |
1.1639 |
1.1608 |
| S2 |
1.1596 |
1.1596 |
1.1633 |
|
| S3 |
1.1534 |
1.1558 |
1.1627 |
|
| S4 |
1.1472 |
1.1496 |
1.1610 |
|
|
| Weekly Pivots for week ending 28-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2495 |
1.2340 |
1.1821 |
|
| R3 |
1.2243 |
1.2088 |
1.1751 |
|
| R2 |
1.1991 |
1.1991 |
1.1728 |
|
| R1 |
1.1836 |
1.1836 |
1.1705 |
1.1788 |
| PP |
1.1739 |
1.1739 |
1.1739 |
1.1714 |
| S1 |
1.1584 |
1.1584 |
1.1659 |
1.1536 |
| S2 |
1.1487 |
1.1487 |
1.1636 |
|
| S3 |
1.1235 |
1.1332 |
1.1613 |
|
| S4 |
1.0983 |
1.1080 |
1.1543 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1875 |
1.1633 |
0.0242 |
2.1% |
0.0080 |
0.7% |
5% |
False |
True |
264,318 |
| 10 |
1.1893 |
1.1633 |
0.0260 |
2.2% |
0.0082 |
0.7% |
4% |
False |
True |
246,889 |
| 20 |
1.1893 |
1.1613 |
0.0281 |
2.4% |
0.0085 |
0.7% |
11% |
False |
False |
184,004 |
| 40 |
1.1893 |
1.1410 |
0.0484 |
4.2% |
0.0081 |
0.7% |
49% |
False |
False |
93,887 |
| 60 |
1.1936 |
1.1410 |
0.0526 |
4.5% |
0.0076 |
0.7% |
45% |
False |
False |
62,744 |
| 80 |
1.2010 |
1.1410 |
0.0601 |
5.2% |
0.0079 |
0.7% |
39% |
False |
False |
47,185 |
| 100 |
1.2194 |
1.1410 |
0.0784 |
6.7% |
0.0079 |
0.7% |
30% |
False |
False |
37,824 |
| 120 |
1.2653 |
1.1410 |
0.1244 |
10.7% |
0.0076 |
0.6% |
19% |
False |
False |
31,539 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1959 |
|
2.618 |
1.1857 |
|
1.618 |
1.1795 |
|
1.000 |
1.1757 |
|
0.618 |
1.1733 |
|
HIGH |
1.1695 |
|
0.618 |
1.1671 |
|
0.500 |
1.1664 |
|
0.382 |
1.1657 |
|
LOW |
1.1633 |
|
0.618 |
1.1595 |
|
1.000 |
1.1571 |
|
1.618 |
1.1533 |
|
2.618 |
1.1471 |
|
4.250 |
1.1370 |
|
|
| Fisher Pivots for day following 01-Oct-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.1664 |
1.1732 |
| PP |
1.1658 |
1.1703 |
| S1 |
1.1651 |
1.1674 |
|