CME Euro FX (E) Future March 2019
| Trading Metrics calculated at close of trading on 11-Oct-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Oct-2018 |
11-Oct-2018 |
Change |
Change % |
Previous Week |
| Open |
1.1655 |
1.1693 |
0.0038 |
0.3% |
1.1766 |
| High |
1.1704 |
1.1756 |
0.0052 |
0.4% |
1.1792 |
| Low |
1.1640 |
1.1691 |
0.0051 |
0.4% |
1.1627 |
| Close |
1.1685 |
1.1753 |
0.0068 |
0.6% |
1.1686 |
| Range |
0.0064 |
0.0065 |
0.0001 |
1.6% |
0.0165 |
| ATR |
0.0073 |
0.0073 |
0.0000 |
-0.2% |
0.0000 |
| Volume |
810 |
3,870 |
3,060 |
377.8% |
5,714 |
|
| Daily Pivots for day following 11-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1928 |
1.1905 |
1.1788 |
|
| R3 |
1.1863 |
1.1840 |
1.1770 |
|
| R2 |
1.1798 |
1.1798 |
1.1764 |
|
| R1 |
1.1775 |
1.1775 |
1.1758 |
1.1787 |
| PP |
1.1733 |
1.1733 |
1.1733 |
1.1739 |
| S1 |
1.1710 |
1.1710 |
1.1747 |
1.1722 |
| S2 |
1.1668 |
1.1668 |
1.1741 |
|
| S3 |
1.1603 |
1.1645 |
1.1735 |
|
| S4 |
1.1538 |
1.1580 |
1.1717 |
|
|
| 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 |
1.1756 |
1.1592 |
0.0164 |
1.4% |
0.0062 |
0.5% |
98% |
True |
False |
1,497 |
| 10 |
1.1813 |
1.1592 |
0.0221 |
1.9% |
0.0071 |
0.6% |
73% |
False |
False |
1,433 |
| 20 |
1.1989 |
1.1592 |
0.0397 |
3.4% |
0.0073 |
0.6% |
40% |
False |
False |
861 |
| 40 |
1.1989 |
1.1538 |
0.0452 |
3.8% |
0.0069 |
0.6% |
48% |
False |
False |
483 |
| 60 |
1.1989 |
1.1503 |
0.0486 |
4.1% |
0.0060 |
0.5% |
51% |
False |
False |
337 |
| 80 |
1.2003 |
1.1503 |
0.0500 |
4.3% |
0.0057 |
0.5% |
50% |
False |
False |
261 |
| 100 |
1.2121 |
1.1503 |
0.0618 |
5.3% |
0.0060 |
0.5% |
40% |
False |
False |
220 |
| 120 |
1.2578 |
1.1503 |
0.1075 |
9.1% |
0.0059 |
0.5% |
23% |
False |
False |
188 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2032 |
|
2.618 |
1.1926 |
|
1.618 |
1.1861 |
|
1.000 |
1.1821 |
|
0.618 |
1.1796 |
|
HIGH |
1.1756 |
|
0.618 |
1.1731 |
|
0.500 |
1.1724 |
|
0.382 |
1.1716 |
|
LOW |
1.1691 |
|
0.618 |
1.1651 |
|
1.000 |
1.1626 |
|
1.618 |
1.1586 |
|
2.618 |
1.1521 |
|
4.250 |
1.1415 |
|
|
| Fisher Pivots for day following 11-Oct-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.1743 |
1.1726 |
| PP |
1.1733 |
1.1700 |
| S1 |
1.1724 |
1.1674 |
|