CME Euro FX (E) Future December 2018
| Trading Metrics calculated at close of trading on 05-Oct-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Oct-2018 |
05-Oct-2018 |
Change |
Change % |
Previous Week |
| Open |
1.1545 |
1.1576 |
0.0031 |
0.3% |
1.1683 |
| High |
1.1607 |
1.1614 |
0.0007 |
0.1% |
1.1695 |
| Low |
1.1527 |
1.1547 |
0.0021 |
0.2% |
1.1527 |
| Close |
1.1579 |
1.1589 |
0.0011 |
0.1% |
1.1589 |
| Range |
0.0080 |
0.0067 |
-0.0014 |
-16.9% |
0.0169 |
| ATR |
0.0086 |
0.0085 |
-0.0001 |
-1.6% |
0.0000 |
| Volume |
233,008 |
230,503 |
-2,505 |
-1.1% |
1,222,624 |
|
| Daily Pivots for day following 05-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1783 |
1.1752 |
1.1626 |
|
| R3 |
1.1716 |
1.1686 |
1.1607 |
|
| R2 |
1.1650 |
1.1650 |
1.1601 |
|
| R1 |
1.1619 |
1.1619 |
1.1595 |
1.1635 |
| PP |
1.1583 |
1.1583 |
1.1583 |
1.1591 |
| S1 |
1.1553 |
1.1553 |
1.1583 |
1.1568 |
| S2 |
1.1517 |
1.1517 |
1.1577 |
|
| S3 |
1.1450 |
1.1486 |
1.1571 |
|
| S4 |
1.1384 |
1.1420 |
1.1552 |
|
|
| Weekly Pivots for week ending 05-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2109 |
1.2018 |
1.1682 |
|
| R3 |
1.1941 |
1.1849 |
1.1635 |
|
| R2 |
1.1772 |
1.1772 |
1.1620 |
|
| R1 |
1.1681 |
1.1681 |
1.1604 |
1.1642 |
| PP |
1.1604 |
1.1604 |
1.1604 |
1.1584 |
| S1 |
1.1512 |
1.1512 |
1.1574 |
1.1474 |
| S2 |
1.1435 |
1.1435 |
1.1558 |
|
| S3 |
1.1267 |
1.1344 |
1.1543 |
|
| S4 |
1.1098 |
1.1175 |
1.1496 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1695 |
1.1527 |
0.0169 |
1.5% |
0.0083 |
0.7% |
37% |
False |
False |
244,524 |
| 10 |
1.1893 |
1.1527 |
0.0367 |
3.2% |
0.0084 |
0.7% |
17% |
False |
False |
254,852 |
| 20 |
1.1893 |
1.1527 |
0.0367 |
3.2% |
0.0085 |
0.7% |
17% |
False |
False |
229,981 |
| 40 |
1.1893 |
1.1410 |
0.0484 |
4.2% |
0.0085 |
0.7% |
37% |
False |
False |
118,863 |
| 60 |
1.1893 |
1.1410 |
0.0484 |
4.2% |
0.0078 |
0.7% |
37% |
False |
False |
79,393 |
| 80 |
1.2010 |
1.1410 |
0.0601 |
5.2% |
0.0081 |
0.7% |
30% |
False |
False |
59,694 |
| 100 |
1.2055 |
1.1410 |
0.0646 |
5.6% |
0.0079 |
0.7% |
28% |
False |
False |
47,835 |
| 120 |
1.2637 |
1.1410 |
0.1227 |
10.6% |
0.0077 |
0.7% |
15% |
False |
False |
39,886 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1896 |
|
2.618 |
1.1788 |
|
1.618 |
1.1721 |
|
1.000 |
1.1680 |
|
0.618 |
1.1655 |
|
HIGH |
1.1614 |
|
0.618 |
1.1588 |
|
0.500 |
1.1580 |
|
0.382 |
1.1572 |
|
LOW |
1.1547 |
|
0.618 |
1.1506 |
|
1.000 |
1.1481 |
|
1.618 |
1.1439 |
|
2.618 |
1.1373 |
|
4.250 |
1.1264 |
|
|
| Fisher Pivots for day following 05-Oct-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.1586 |
1.1594 |
| PP |
1.1583 |
1.1592 |
| S1 |
1.1580 |
1.1591 |
|