CME Euro FX (E) Future December 2018
| Trading Metrics calculated at close of trading on 29-Oct-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Oct-2018 |
29-Oct-2018 |
Change |
Change % |
Previous Week |
| Open |
1.1417 |
1.1442 |
0.0025 |
0.2% |
1.1567 |
| High |
1.1466 |
1.1460 |
-0.0006 |
-0.1% |
1.1601 |
| Low |
1.1380 |
1.1405 |
0.0025 |
0.2% |
1.1380 |
| Close |
1.1455 |
1.1435 |
-0.0020 |
-0.2% |
1.1455 |
| Range |
0.0086 |
0.0056 |
-0.0031 |
-35.5% |
0.0221 |
| ATR |
0.0081 |
0.0079 |
-0.0002 |
-2.2% |
0.0000 |
| Volume |
246,652 |
226,065 |
-20,587 |
-8.3% |
1,123,467 |
|
| Daily Pivots for day following 29-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1600 |
1.1573 |
1.1465 |
|
| R3 |
1.1544 |
1.1517 |
1.1450 |
|
| R2 |
1.1489 |
1.1489 |
1.1445 |
|
| R1 |
1.1462 |
1.1462 |
1.1440 |
1.1447 |
| PP |
1.1433 |
1.1433 |
1.1433 |
1.1426 |
| S1 |
1.1406 |
1.1406 |
1.1429 |
1.1392 |
| S2 |
1.1378 |
1.1378 |
1.1424 |
|
| S3 |
1.1322 |
1.1351 |
1.1419 |
|
| S4 |
1.1267 |
1.1295 |
1.1404 |
|
|
| Weekly Pivots for week ending 26-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2140 |
1.2018 |
1.1576 |
|
| R3 |
1.1919 |
1.1797 |
1.1515 |
|
| R2 |
1.1699 |
1.1699 |
1.1495 |
|
| R1 |
1.1577 |
1.1577 |
1.1475 |
1.1528 |
| PP |
1.1478 |
1.1478 |
1.1478 |
1.1454 |
| S1 |
1.1356 |
1.1356 |
1.1434 |
1.1307 |
| S2 |
1.1258 |
1.1258 |
1.1414 |
|
| S3 |
1.1037 |
1.1136 |
1.1394 |
|
| S4 |
1.0817 |
1.0915 |
1.1333 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1543 |
1.1380 |
0.0163 |
1.4% |
0.0074 |
0.6% |
34% |
False |
False |
236,744 |
| 10 |
1.1678 |
1.1380 |
0.0298 |
2.6% |
0.0079 |
0.7% |
18% |
False |
False |
223,439 |
| 20 |
1.1678 |
1.1380 |
0.0298 |
2.6% |
0.0078 |
0.7% |
18% |
False |
False |
227,856 |
| 40 |
1.1893 |
1.1380 |
0.0513 |
4.5% |
0.0081 |
0.7% |
11% |
False |
False |
205,930 |
| 60 |
1.1893 |
1.1380 |
0.0513 |
4.5% |
0.0080 |
0.7% |
11% |
False |
False |
138,544 |
| 80 |
1.1936 |
1.1380 |
0.0556 |
4.9% |
0.0077 |
0.7% |
10% |
False |
False |
104,022 |
| 100 |
1.2010 |
1.1380 |
0.0630 |
5.5% |
0.0079 |
0.7% |
9% |
False |
False |
83,319 |
| 120 |
1.2194 |
1.1380 |
0.0814 |
7.1% |
0.0079 |
0.7% |
7% |
False |
False |
69,496 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1696 |
|
2.618 |
1.1605 |
|
1.618 |
1.1550 |
|
1.000 |
1.1516 |
|
0.618 |
1.1494 |
|
HIGH |
1.1460 |
|
0.618 |
1.1439 |
|
0.500 |
1.1432 |
|
0.382 |
1.1426 |
|
LOW |
1.1405 |
|
0.618 |
1.1370 |
|
1.000 |
1.1349 |
|
1.618 |
1.1315 |
|
2.618 |
1.1259 |
|
4.250 |
1.1169 |
|
|
| Fisher Pivots for day following 29-Oct-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.1434 |
1.1433 |
| PP |
1.1433 |
1.1431 |
| S1 |
1.1432 |
1.1429 |
|