CME Euro FX (E) Future March 2019
| Trading Metrics calculated at close of trading on 05-Oct-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Oct-2018 |
05-Oct-2018 |
Change |
Change % |
Previous Week |
| Open |
1.1647 |
1.1678 |
0.0031 |
0.3% |
1.1766 |
| High |
1.1702 |
1.1709 |
0.0007 |
0.1% |
1.1792 |
| Low |
1.1627 |
1.1650 |
0.0024 |
0.2% |
1.1627 |
| Close |
1.1676 |
1.1686 |
0.0011 |
0.1% |
1.1686 |
| Range |
0.0076 |
0.0059 |
-0.0017 |
-21.9% |
0.0165 |
| ATR |
0.0076 |
0.0075 |
-0.0001 |
-1.6% |
0.0000 |
| Volume |
2,963 |
252 |
-2,711 |
-91.5% |
5,714 |
|
| Daily Pivots for day following 05-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1859 |
1.1831 |
1.1718 |
|
| R3 |
1.1800 |
1.1772 |
1.1702 |
|
| R2 |
1.1741 |
1.1741 |
1.1697 |
|
| R1 |
1.1713 |
1.1713 |
1.1691 |
1.1727 |
| PP |
1.1682 |
1.1682 |
1.1682 |
1.1689 |
| S1 |
1.1654 |
1.1654 |
1.1681 |
1.1668 |
| S2 |
1.1623 |
1.1623 |
1.1675 |
|
| S3 |
1.1564 |
1.1595 |
1.1670 |
|
| S4 |
1.1505 |
1.1536 |
1.1654 |
|
|
| Weekly Pivots for week ending 05-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2196 |
1.2106 |
1.1777 |
|
| R3 |
1.2031 |
1.1941 |
1.1731 |
|
| R2 |
1.1866 |
1.1866 |
1.1716 |
|
| R1 |
1.1776 |
1.1776 |
1.1701 |
1.1739 |
| PP |
1.1701 |
1.1701 |
1.1701 |
1.1683 |
| S1 |
1.1611 |
1.1611 |
1.1671 |
1.1574 |
| S2 |
1.1536 |
1.1536 |
1.1656 |
|
| S3 |
1.1371 |
1.1446 |
1.1641 |
|
| S4 |
1.1206 |
1.1281 |
1.1595 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1792 |
1.1627 |
0.0165 |
1.4% |
0.0076 |
0.7% |
36% |
False |
False |
1,142 |
| 10 |
1.1989 |
1.1627 |
0.0363 |
3.1% |
0.0076 |
0.6% |
16% |
False |
False |
812 |
| 20 |
1.1989 |
1.1627 |
0.0363 |
3.1% |
0.0074 |
0.6% |
16% |
False |
False |
536 |
| 40 |
1.1989 |
1.1503 |
0.0486 |
4.2% |
0.0070 |
0.6% |
38% |
False |
False |
310 |
| 60 |
1.1989 |
1.1503 |
0.0486 |
4.2% |
0.0059 |
0.5% |
38% |
False |
False |
219 |
| 80 |
1.2097 |
1.1503 |
0.0594 |
5.1% |
0.0059 |
0.5% |
31% |
False |
False |
174 |
| 100 |
1.2144 |
1.1503 |
0.0641 |
5.5% |
0.0060 |
0.5% |
29% |
False |
False |
148 |
| 120 |
1.2728 |
1.1503 |
0.1225 |
10.5% |
0.0058 |
0.5% |
15% |
False |
False |
128 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1960 |
|
2.618 |
1.1863 |
|
1.618 |
1.1804 |
|
1.000 |
1.1768 |
|
0.618 |
1.1745 |
|
HIGH |
1.1709 |
|
0.618 |
1.1686 |
|
0.500 |
1.1680 |
|
0.382 |
1.1673 |
|
LOW |
1.1650 |
|
0.618 |
1.1614 |
|
1.000 |
1.1591 |
|
1.618 |
1.1555 |
|
2.618 |
1.1496 |
|
4.250 |
1.1399 |
|
|
| Fisher Pivots for day following 05-Oct-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.1684 |
1.1692 |
| PP |
1.1682 |
1.1690 |
| S1 |
1.1680 |
1.1688 |
|