CME Euro FX (E) Future December 2018
| Trading Metrics calculated at close of trading on 25-Oct-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Oct-2018 |
25-Oct-2018 |
Change |
Change % |
Previous Week |
| Open |
1.1518 |
1.1444 |
-0.0074 |
-0.6% |
1.1610 |
| High |
1.1525 |
1.1479 |
-0.0046 |
-0.4% |
1.1678 |
| Low |
1.1427 |
1.1401 |
-0.0026 |
-0.2% |
1.1484 |
| Close |
1.1436 |
1.1408 |
-0.0028 |
-0.2% |
1.1561 |
| Range |
0.0098 |
0.0078 |
-0.0021 |
-20.9% |
0.0195 |
| ATR |
0.0080 |
0.0080 |
0.0000 |
-0.3% |
0.0000 |
| Volume |
254,644 |
235,221 |
-19,423 |
-7.6% |
1,042,579 |
|
| Daily Pivots for day following 25-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1662 |
1.1612 |
1.1450 |
|
| R3 |
1.1584 |
1.1535 |
1.1429 |
|
| R2 |
1.1507 |
1.1507 |
1.1422 |
|
| R1 |
1.1457 |
1.1457 |
1.1415 |
1.1443 |
| PP |
1.1429 |
1.1429 |
1.1429 |
1.1422 |
| S1 |
1.1380 |
1.1380 |
1.1400 |
1.1366 |
| S2 |
1.1352 |
1.1352 |
1.1393 |
|
| S3 |
1.1274 |
1.1302 |
1.1386 |
|
| S4 |
1.1197 |
1.1225 |
1.1365 |
|
|
| 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 |
1.1601 |
1.1401 |
0.0200 |
1.7% |
0.0086 |
0.7% |
3% |
False |
True |
224,409 |
| 10 |
1.1678 |
1.1401 |
0.0277 |
2.4% |
0.0079 |
0.7% |
2% |
False |
True |
212,774 |
| 20 |
1.1723 |
1.1401 |
0.0322 |
2.8% |
0.0078 |
0.7% |
2% |
False |
True |
230,257 |
| 40 |
1.1893 |
1.1401 |
0.0492 |
4.3% |
0.0082 |
0.7% |
1% |
False |
True |
194,553 |
| 60 |
1.1893 |
1.1401 |
0.0492 |
4.3% |
0.0080 |
0.7% |
1% |
False |
True |
130,687 |
| 80 |
1.1936 |
1.1401 |
0.0535 |
4.7% |
0.0077 |
0.7% |
1% |
False |
True |
98,130 |
| 100 |
1.2014 |
1.1401 |
0.0613 |
5.4% |
0.0078 |
0.7% |
1% |
False |
True |
78,595 |
| 120 |
1.2194 |
1.1401 |
0.0793 |
6.9% |
0.0079 |
0.7% |
1% |
False |
True |
65,559 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1808 |
|
2.618 |
1.1681 |
|
1.618 |
1.1604 |
|
1.000 |
1.1556 |
|
0.618 |
1.1526 |
|
HIGH |
1.1479 |
|
0.618 |
1.1449 |
|
0.500 |
1.1440 |
|
0.382 |
1.1431 |
|
LOW |
1.1401 |
|
0.618 |
1.1353 |
|
1.000 |
1.1324 |
|
1.618 |
1.1276 |
|
2.618 |
1.1198 |
|
4.250 |
1.1072 |
|
|
| Fisher Pivots for day following 25-Oct-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.1440 |
1.1472 |
| PP |
1.1429 |
1.1450 |
| S1 |
1.1418 |
1.1429 |
|