CME Euro FX (E) Future December 2018
| Trading Metrics calculated at close of trading on 22-Oct-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Oct-2018 |
22-Oct-2018 |
Change |
Change % |
Previous Week |
| Open |
1.1506 |
1.1567 |
0.0061 |
0.5% |
1.1610 |
| High |
1.1586 |
1.1601 |
0.0015 |
0.1% |
1.1678 |
| Low |
1.1484 |
1.1506 |
0.0022 |
0.2% |
1.1484 |
| Close |
1.1561 |
1.1517 |
-0.0044 |
-0.4% |
1.1561 |
| Range |
0.0103 |
0.0095 |
-0.0008 |
-7.3% |
0.0195 |
| ATR |
0.0080 |
0.0081 |
0.0001 |
1.3% |
0.0000 |
| Volume |
245,234 |
165,811 |
-79,423 |
-32.4% |
1,042,579 |
|
| Daily Pivots for day following 22-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1826 |
1.1767 |
1.1569 |
|
| R3 |
1.1731 |
1.1672 |
1.1543 |
|
| R2 |
1.1636 |
1.1636 |
1.1534 |
|
| R1 |
1.1577 |
1.1577 |
1.1526 |
1.1559 |
| PP |
1.1541 |
1.1541 |
1.1541 |
1.1532 |
| S1 |
1.1482 |
1.1482 |
1.1508 |
1.1464 |
| S2 |
1.1446 |
1.1446 |
1.1500 |
|
| S3 |
1.1351 |
1.1387 |
1.1491 |
|
| S4 |
1.1256 |
1.1292 |
1.1465 |
|
|
| 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% |
0.0084 |
0.7% |
17% |
False |
False |
210,135 |
| 10 |
1.1678 |
1.1484 |
0.0195 |
1.7% |
0.0077 |
0.7% |
17% |
False |
False |
221,257 |
| 20 |
1.1875 |
1.1484 |
0.0392 |
3.4% |
0.0080 |
0.7% |
9% |
False |
False |
234,750 |
| 40 |
1.1893 |
1.1484 |
0.0410 |
3.6% |
0.0082 |
0.7% |
8% |
False |
False |
177,238 |
| 60 |
1.1893 |
1.1410 |
0.0484 |
4.2% |
0.0079 |
0.7% |
22% |
False |
False |
118,858 |
| 80 |
1.1936 |
1.1410 |
0.0526 |
4.6% |
0.0077 |
0.7% |
20% |
False |
False |
89,255 |
| 100 |
1.2014 |
1.1410 |
0.0604 |
5.2% |
0.0078 |
0.7% |
18% |
False |
False |
71,492 |
| 120 |
1.2223 |
1.1410 |
0.0814 |
7.1% |
0.0079 |
0.7% |
13% |
False |
False |
59,637 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2004 |
|
2.618 |
1.1849 |
|
1.618 |
1.1754 |
|
1.000 |
1.1696 |
|
0.618 |
1.1659 |
|
HIGH |
1.1601 |
|
0.618 |
1.1564 |
|
0.500 |
1.1553 |
|
0.382 |
1.1542 |
|
LOW |
1.1506 |
|
0.618 |
1.1447 |
|
1.000 |
1.1411 |
|
1.618 |
1.1352 |
|
2.618 |
1.1257 |
|
4.250 |
1.1102 |
|
|
| Fisher Pivots for day following 22-Oct-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.1553 |
1.1542 |
| PP |
1.1541 |
1.1534 |
| S1 |
1.1529 |
1.1525 |
|