CME Euro FX (E) Future December 2018
| Trading Metrics calculated at close of trading on 19-Oct-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Oct-2018 |
19-Oct-2018 |
Change |
Change % |
Previous Week |
| Open |
1.1550 |
1.1506 |
-0.0045 |
-0.4% |
1.1610 |
| High |
1.1580 |
1.1586 |
0.0006 |
0.1% |
1.1678 |
| Low |
1.1501 |
1.1484 |
-0.0018 |
-0.2% |
1.1484 |
| Close |
1.1517 |
1.1561 |
0.0044 |
0.4% |
1.1561 |
| Range |
0.0079 |
0.0103 |
0.0024 |
29.7% |
0.0195 |
| ATR |
0.0078 |
0.0080 |
0.0002 |
2.2% |
0.0000 |
| Volume |
232,722 |
245,234 |
12,512 |
5.4% |
1,042,579 |
|
| Daily Pivots for day following 19-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1851 |
1.1809 |
1.1617 |
|
| R3 |
1.1749 |
1.1706 |
1.1589 |
|
| R2 |
1.1646 |
1.1646 |
1.1580 |
|
| R1 |
1.1604 |
1.1604 |
1.1570 |
1.1625 |
| PP |
1.1544 |
1.1544 |
1.1544 |
1.1554 |
| S1 |
1.1501 |
1.1501 |
1.1552 |
1.1522 |
| S2 |
1.1441 |
1.1441 |
1.1542 |
|
| S3 |
1.1339 |
1.1399 |
1.1533 |
|
| S4 |
1.1236 |
1.1296 |
1.1505 |
|
|
| Weekly Pivots for week ending 19-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2158 |
1.2054 |
1.1668 |
|
| R3 |
1.1963 |
1.1859 |
1.1614 |
|
| R2 |
1.1769 |
1.1769 |
1.1597 |
|
| R1 |
1.1665 |
1.1665 |
1.1579 |
1.1620 |
| PP |
1.1574 |
1.1574 |
1.1574 |
1.1552 |
| S1 |
1.1470 |
1.1470 |
1.1543 |
1.1425 |
| S2 |
1.1380 |
1.1380 |
1.1525 |
|
| S3 |
1.1185 |
1.1276 |
1.1508 |
|
| S4 |
1.0991 |
1.1081 |
1.1454 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1678 |
1.1484 |
0.0195 |
1.7% |
0.0077 |
0.7% |
40% |
False |
True |
208,515 |
| 10 |
1.1678 |
1.1484 |
0.0195 |
1.7% |
0.0074 |
0.6% |
40% |
False |
True |
220,579 |
| 20 |
1.1893 |
1.1484 |
0.0410 |
3.5% |
0.0079 |
0.7% |
19% |
False |
True |
237,716 |
| 40 |
1.1893 |
1.1484 |
0.0410 |
3.5% |
0.0082 |
0.7% |
19% |
False |
True |
173,134 |
| 60 |
1.1893 |
1.1410 |
0.0484 |
4.2% |
0.0078 |
0.7% |
31% |
False |
False |
116,103 |
| 80 |
1.1936 |
1.1410 |
0.0526 |
4.5% |
0.0077 |
0.7% |
29% |
False |
False |
87,187 |
| 100 |
1.2014 |
1.1410 |
0.0604 |
5.2% |
0.0078 |
0.7% |
25% |
False |
False |
69,836 |
| 120 |
1.2248 |
1.1410 |
0.0839 |
7.3% |
0.0078 |
0.7% |
18% |
False |
False |
58,256 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2022 |
|
2.618 |
1.1854 |
|
1.618 |
1.1752 |
|
1.000 |
1.1689 |
|
0.618 |
1.1649 |
|
HIGH |
1.1586 |
|
0.618 |
1.1547 |
|
0.500 |
1.1535 |
|
0.382 |
1.1523 |
|
LOW |
1.1484 |
|
0.618 |
1.1420 |
|
1.000 |
1.1381 |
|
1.618 |
1.1318 |
|
2.618 |
1.1215 |
|
4.250 |
1.1048 |
|
|
| Fisher Pivots for day following 19-Oct-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.1552 |
1.1561 |
| PP |
1.1544 |
1.1560 |
| S1 |
1.1535 |
1.1560 |
|