CME Euro FX (E) Future March 2019
| Trading Metrics calculated at close of trading on 03-Oct-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Oct-2018 |
03-Oct-2018 |
Change |
Change % |
Previous Week |
| Open |
1.1729 |
1.1709 |
-0.0021 |
-0.2% |
1.1924 |
| High |
1.1735 |
1.1758 |
0.0023 |
0.2% |
1.1989 |
| Low |
1.1675 |
1.1630 |
-0.0045 |
-0.4% |
1.1742 |
| Close |
1.1711 |
1.1682 |
-0.0029 |
-0.2% |
1.1781 |
| Range |
0.0060 |
0.0128 |
0.0068 |
113.3% |
0.0248 |
| ATR |
0.0072 |
0.0076 |
0.0004 |
5.6% |
0.0000 |
| Volume |
777 |
958 |
181 |
23.3% |
2,410 |
|
| Daily Pivots for day following 03-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2074 |
1.2006 |
1.1752 |
|
| R3 |
1.1946 |
1.1878 |
1.1717 |
|
| R2 |
1.1818 |
1.1818 |
1.1705 |
|
| R1 |
1.1750 |
1.1750 |
1.1693 |
1.1720 |
| PP |
1.1690 |
1.1690 |
1.1690 |
1.1675 |
| S1 |
1.1622 |
1.1622 |
1.1670 |
1.1592 |
| S2 |
1.1562 |
1.1562 |
1.1658 |
|
| S3 |
1.1434 |
1.1494 |
1.1646 |
|
| S4 |
1.1306 |
1.1366 |
1.1611 |
|
|
| 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 |
1.1923 |
1.1630 |
0.0293 |
2.5% |
0.0085 |
0.7% |
18% |
False |
True |
877 |
| 10 |
1.1989 |
1.1630 |
0.0359 |
3.1% |
0.0080 |
0.7% |
14% |
False |
True |
589 |
| 20 |
1.1989 |
1.1630 |
0.0359 |
3.1% |
0.0074 |
0.6% |
14% |
False |
True |
380 |
| 40 |
1.1989 |
1.1503 |
0.0486 |
4.2% |
0.0069 |
0.6% |
37% |
False |
False |
230 |
| 60 |
1.1989 |
1.1503 |
0.0486 |
4.2% |
0.0059 |
0.5% |
37% |
False |
False |
166 |
| 80 |
1.2097 |
1.1503 |
0.0594 |
5.1% |
0.0058 |
0.5% |
30% |
False |
False |
134 |
| 100 |
1.2296 |
1.1503 |
0.0793 |
6.8% |
0.0060 |
0.5% |
23% |
False |
False |
116 |
| 120 |
1.2732 |
1.1503 |
0.1229 |
10.5% |
0.0058 |
0.5% |
15% |
False |
False |
101 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2302 |
|
2.618 |
1.2093 |
|
1.618 |
1.1965 |
|
1.000 |
1.1886 |
|
0.618 |
1.1837 |
|
HIGH |
1.1758 |
|
0.618 |
1.1709 |
|
0.500 |
1.1694 |
|
0.382 |
1.1679 |
|
LOW |
1.1630 |
|
0.618 |
1.1551 |
|
1.000 |
1.1502 |
|
1.618 |
1.1423 |
|
2.618 |
1.1295 |
|
4.250 |
1.1086 |
|
|
| Fisher Pivots for day following 03-Oct-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.1694 |
1.1711 |
| PP |
1.1690 |
1.1701 |
| S1 |
1.1686 |
1.1691 |
|