CME Euro FX (E) Future December 2018
| Trading Metrics calculated at close of trading on 31-Oct-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Oct-2018 |
31-Oct-2018 |
Change |
Change % |
Previous Week |
| Open |
1.1414 |
1.1387 |
-0.0028 |
-0.2% |
1.1567 |
| High |
1.1431 |
1.1402 |
-0.0030 |
-0.3% |
1.1601 |
| Low |
1.1383 |
1.1343 |
-0.0040 |
-0.3% |
1.1380 |
| Close |
1.1385 |
1.1356 |
-0.0029 |
-0.3% |
1.1455 |
| Range |
0.0049 |
0.0059 |
0.0010 |
20.6% |
0.0221 |
| ATR |
0.0077 |
0.0076 |
-0.0001 |
-1.7% |
0.0000 |
| Volume |
189,601 |
252,900 |
63,299 |
33.4% |
1,123,467 |
|
| Daily Pivots for day following 31-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1542 |
1.1507 |
1.1388 |
|
| R3 |
1.1484 |
1.1449 |
1.1372 |
|
| R2 |
1.1425 |
1.1425 |
1.1366 |
|
| R1 |
1.1390 |
1.1390 |
1.1361 |
1.1379 |
| PP |
1.1367 |
1.1367 |
1.1367 |
1.1361 |
| S1 |
1.1332 |
1.1332 |
1.1350 |
1.1320 |
| S2 |
1.1308 |
1.1308 |
1.1345 |
|
| S3 |
1.1250 |
1.1273 |
1.1339 |
|
| S4 |
1.1191 |
1.1215 |
1.1323 |
|
|
| 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 |
1.1479 |
1.1343 |
0.0136 |
1.2% |
0.0065 |
0.6% |
9% |
False |
True |
230,087 |
| 10 |
1.1601 |
1.1343 |
0.0258 |
2.3% |
0.0076 |
0.7% |
5% |
False |
True |
226,998 |
| 20 |
1.1678 |
1.1343 |
0.0335 |
3.0% |
0.0073 |
0.6% |
4% |
False |
True |
223,066 |
| 40 |
1.1893 |
1.1343 |
0.0550 |
4.8% |
0.0079 |
0.7% |
2% |
False |
True |
216,209 |
| 60 |
1.1893 |
1.1343 |
0.0550 |
4.8% |
0.0081 |
0.7% |
2% |
False |
True |
145,901 |
| 80 |
1.1900 |
1.1343 |
0.0557 |
4.9% |
0.0077 |
0.7% |
2% |
False |
True |
109,523 |
| 100 |
1.2010 |
1.1343 |
0.0667 |
5.9% |
0.0079 |
0.7% |
2% |
False |
True |
87,742 |
| 120 |
1.2194 |
1.1343 |
0.0851 |
7.5% |
0.0078 |
0.7% |
1% |
False |
True |
73,182 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1650 |
|
2.618 |
1.1555 |
|
1.618 |
1.1496 |
|
1.000 |
1.1460 |
|
0.618 |
1.1438 |
|
HIGH |
1.1402 |
|
0.618 |
1.1379 |
|
0.500 |
1.1372 |
|
0.382 |
1.1365 |
|
LOW |
1.1343 |
|
0.618 |
1.1307 |
|
1.000 |
1.1285 |
|
1.618 |
1.1248 |
|
2.618 |
1.1190 |
|
4.250 |
1.1094 |
|
|
| Fisher Pivots for day following 31-Oct-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.1372 |
1.1402 |
| PP |
1.1367 |
1.1386 |
| S1 |
1.1361 |
1.1371 |
|