CME Euro FX (E) Future December 2018
| Trading Metrics calculated at close of trading on 08-Oct-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Oct-2018 |
08-Oct-2018 |
Change |
Change % |
Previous Week |
| Open |
1.1576 |
1.1586 |
0.0010 |
0.1% |
1.1683 |
| High |
1.1614 |
1.1593 |
-0.0021 |
-0.2% |
1.1695 |
| Low |
1.1547 |
1.1523 |
-0.0025 |
-0.2% |
1.1527 |
| Close |
1.1589 |
1.1552 |
-0.0038 |
-0.3% |
1.1589 |
| Range |
0.0067 |
0.0070 |
0.0004 |
5.3% |
0.0169 |
| ATR |
0.0085 |
0.0083 |
-0.0001 |
-1.2% |
0.0000 |
| Volume |
230,503 |
159,032 |
-71,471 |
-31.0% |
1,222,624 |
|
| Daily Pivots for day following 08-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1766 |
1.1729 |
1.1590 |
|
| R3 |
1.1696 |
1.1659 |
1.1571 |
|
| R2 |
1.1626 |
1.1626 |
1.1564 |
|
| R1 |
1.1589 |
1.1589 |
1.1558 |
1.1572 |
| PP |
1.1556 |
1.1556 |
1.1556 |
1.1547 |
| S1 |
1.1519 |
1.1519 |
1.1545 |
1.1502 |
| S2 |
1.1486 |
1.1486 |
1.1539 |
|
| S3 |
1.1416 |
1.1449 |
1.1532 |
|
| S4 |
1.1346 |
1.1379 |
1.1513 |
|
|
| 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 |
1.1661 |
1.1523 |
0.0139 |
1.2% |
0.0084 |
0.7% |
21% |
False |
True |
232,168 |
| 10 |
1.1875 |
1.1523 |
0.0353 |
3.1% |
0.0082 |
0.7% |
8% |
False |
True |
248,243 |
| 20 |
1.1893 |
1.1523 |
0.0371 |
3.2% |
0.0084 |
0.7% |
8% |
False |
True |
235,061 |
| 40 |
1.1893 |
1.1410 |
0.0484 |
4.2% |
0.0083 |
0.7% |
29% |
False |
False |
122,798 |
| 60 |
1.1893 |
1.1410 |
0.0484 |
4.2% |
0.0078 |
0.7% |
29% |
False |
False |
82,039 |
| 80 |
1.1936 |
1.1410 |
0.0526 |
4.6% |
0.0078 |
0.7% |
27% |
False |
False |
61,673 |
| 100 |
1.2033 |
1.1410 |
0.0624 |
5.4% |
0.0079 |
0.7% |
23% |
False |
False |
49,423 |
| 120 |
1.2637 |
1.1410 |
0.1227 |
10.6% |
0.0078 |
0.7% |
12% |
False |
False |
41,211 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1890 |
|
2.618 |
1.1776 |
|
1.618 |
1.1706 |
|
1.000 |
1.1663 |
|
0.618 |
1.1636 |
|
HIGH |
1.1593 |
|
0.618 |
1.1566 |
|
0.500 |
1.1558 |
|
0.382 |
1.1549 |
|
LOW |
1.1523 |
|
0.618 |
1.1479 |
|
1.000 |
1.1453 |
|
1.618 |
1.1409 |
|
2.618 |
1.1339 |
|
4.250 |
1.1225 |
|
|
| Fisher Pivots for day following 08-Oct-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.1558 |
1.1568 |
| PP |
1.1556 |
1.1563 |
| S1 |
1.1554 |
1.1557 |
|