CME Euro FX (E) Future December 2018
| Trading Metrics calculated at close of trading on 15-Oct-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Oct-2018 |
15-Oct-2018 |
Change |
Change % |
Previous Week |
| Open |
1.1651 |
1.1610 |
-0.0041 |
-0.4% |
1.1586 |
| High |
1.1669 |
1.1664 |
-0.0005 |
0.0% |
1.1669 |
| Low |
1.1593 |
1.1601 |
0.0008 |
0.1% |
1.1494 |
| Close |
1.1622 |
1.1641 |
0.0019 |
0.2% |
1.1622 |
| Range |
0.0076 |
0.0063 |
-0.0013 |
-17.1% |
0.0175 |
| ATR |
0.0080 |
0.0079 |
-0.0001 |
-1.6% |
0.0000 |
| Volume |
208,354 |
157,712 |
-50,642 |
-24.3% |
1,163,216 |
|
| Daily Pivots for day following 15-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1824 |
1.1795 |
1.1675 |
|
| R3 |
1.1761 |
1.1732 |
1.1658 |
|
| R2 |
1.1698 |
1.1698 |
1.1652 |
|
| R1 |
1.1669 |
1.1669 |
1.1646 |
1.1684 |
| PP |
1.1635 |
1.1635 |
1.1635 |
1.1642 |
| S1 |
1.1606 |
1.1606 |
1.1635 |
1.1621 |
| S2 |
1.1572 |
1.1572 |
1.1629 |
|
| S3 |
1.1509 |
1.1543 |
1.1623 |
|
| S4 |
1.1446 |
1.1480 |
1.1606 |
|
|
| Weekly Pivots for week ending 12-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2120 |
1.2046 |
1.1718 |
|
| R3 |
1.1945 |
1.1871 |
1.1670 |
|
| R2 |
1.1770 |
1.1770 |
1.1654 |
|
| R1 |
1.1696 |
1.1696 |
1.1638 |
1.1733 |
| PP |
1.1595 |
1.1595 |
1.1595 |
1.1613 |
| S1 |
1.1521 |
1.1521 |
1.1605 |
1.1558 |
| S2 |
1.1420 |
1.1420 |
1.1589 |
|
| S3 |
1.1245 |
1.1346 |
1.1573 |
|
| S4 |
1.1070 |
1.1171 |
1.1525 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1669 |
1.1494 |
0.0175 |
1.5% |
0.0070 |
0.6% |
84% |
False |
False |
232,379 |
| 10 |
1.1669 |
1.1494 |
0.0175 |
1.5% |
0.0077 |
0.7% |
84% |
False |
False |
232,273 |
| 20 |
1.1893 |
1.1494 |
0.0400 |
3.4% |
0.0080 |
0.7% |
37% |
False |
False |
239,581 |
| 40 |
1.1893 |
1.1494 |
0.0400 |
3.4% |
0.0083 |
0.7% |
37% |
False |
False |
151,516 |
| 60 |
1.1893 |
1.1410 |
0.0484 |
4.2% |
0.0077 |
0.7% |
48% |
False |
False |
101,379 |
| 80 |
1.1936 |
1.1410 |
0.0526 |
4.5% |
0.0077 |
0.7% |
44% |
False |
False |
76,149 |
| 100 |
1.2014 |
1.1410 |
0.0604 |
5.2% |
0.0079 |
0.7% |
38% |
False |
False |
61,017 |
| 120 |
1.2431 |
1.1410 |
0.1022 |
8.8% |
0.0078 |
0.7% |
23% |
False |
False |
50,889 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1931 |
|
2.618 |
1.1828 |
|
1.618 |
1.1765 |
|
1.000 |
1.1727 |
|
0.618 |
1.1702 |
|
HIGH |
1.1664 |
|
0.618 |
1.1639 |
|
0.500 |
1.1632 |
|
0.382 |
1.1625 |
|
LOW |
1.1601 |
|
0.618 |
1.1562 |
|
1.000 |
1.1538 |
|
1.618 |
1.1499 |
|
2.618 |
1.1436 |
|
4.250 |
1.1333 |
|
|
| Fisher Pivots for day following 15-Oct-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.1638 |
1.1636 |
| PP |
1.1635 |
1.1632 |
| S1 |
1.1632 |
1.1627 |
|