CME Euro FX (E) Future March 2019
| Trading Metrics calculated at close of trading on 01-Oct-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Sep-2018 |
01-Oct-2018 |
Change |
Change % |
Previous Week |
| Open |
1.1810 |
1.1766 |
-0.0045 |
-0.4% |
1.1924 |
| High |
1.1813 |
1.1792 |
-0.0022 |
-0.2% |
1.1989 |
| Low |
1.1742 |
1.1733 |
-0.0009 |
-0.1% |
1.1742 |
| Close |
1.1781 |
1.1743 |
-0.0038 |
-0.3% |
1.1781 |
| Range |
0.0072 |
0.0059 |
-0.0013 |
-17.5% |
0.0248 |
| ATR |
0.0073 |
0.0072 |
-0.0001 |
-1.4% |
0.0000 |
| Volume |
1,385 |
764 |
-621 |
-44.8% |
2,410 |
|
| Daily Pivots for day following 01-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1933 |
1.1897 |
1.1775 |
|
| R3 |
1.1874 |
1.1838 |
1.1759 |
|
| R2 |
1.1815 |
1.1815 |
1.1753 |
|
| R1 |
1.1779 |
1.1779 |
1.1748 |
1.1767 |
| PP |
1.1756 |
1.1756 |
1.1756 |
1.1750 |
| S1 |
1.1720 |
1.1720 |
1.1737 |
1.1708 |
| S2 |
1.1697 |
1.1697 |
1.1732 |
|
| S3 |
1.1638 |
1.1661 |
1.1726 |
|
| S4 |
1.1579 |
1.1602 |
1.1710 |
|
|
| Weekly Pivots for week ending 28-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2580 |
1.2428 |
1.1917 |
|
| R3 |
1.2332 |
1.2180 |
1.1849 |
|
| R2 |
1.2085 |
1.2085 |
1.1826 |
|
| R1 |
1.1933 |
1.1933 |
1.1803 |
1.1885 |
| PP |
1.1837 |
1.1837 |
1.1837 |
1.1813 |
| S1 |
1.1685 |
1.1685 |
1.1758 |
1.1637 |
| S2 |
1.1590 |
1.1590 |
1.1735 |
|
| S3 |
1.1342 |
1.1438 |
1.1712 |
|
| S4 |
1.1095 |
1.1190 |
1.1644 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1969 |
1.1733 |
0.0237 |
2.0% |
0.0070 |
0.6% |
4% |
False |
True |
572 |
| 10 |
1.1989 |
1.1733 |
0.0257 |
2.2% |
0.0073 |
0.6% |
4% |
False |
True |
471 |
| 20 |
1.1989 |
1.1728 |
0.0262 |
2.2% |
0.0071 |
0.6% |
6% |
False |
False |
311 |
| 40 |
1.1989 |
1.1503 |
0.0486 |
4.1% |
0.0065 |
0.6% |
49% |
False |
False |
188 |
| 60 |
1.1997 |
1.1503 |
0.0494 |
4.2% |
0.0056 |
0.5% |
48% |
False |
False |
138 |
| 80 |
1.2097 |
1.1503 |
0.0594 |
5.1% |
0.0057 |
0.5% |
40% |
False |
False |
113 |
| 100 |
1.2296 |
1.1503 |
0.0793 |
6.7% |
0.0060 |
0.5% |
30% |
False |
False |
100 |
| 120 |
1.2732 |
1.1503 |
0.1229 |
10.5% |
0.0056 |
0.5% |
19% |
False |
False |
87 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2042 |
|
2.618 |
1.1946 |
|
1.618 |
1.1887 |
|
1.000 |
1.1851 |
|
0.618 |
1.1828 |
|
HIGH |
1.1792 |
|
0.618 |
1.1769 |
|
0.500 |
1.1762 |
|
0.382 |
1.1755 |
|
LOW |
1.1733 |
|
0.618 |
1.1696 |
|
1.000 |
1.1674 |
|
1.618 |
1.1637 |
|
2.618 |
1.1578 |
|
4.250 |
1.1482 |
|
|
| Fisher Pivots for day following 01-Oct-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.1762 |
1.1828 |
| PP |
1.1756 |
1.1799 |
| S1 |
1.1749 |
1.1771 |
|