CME Euro FX (E) Future March 2019
| Trading Metrics calculated at close of trading on 19-Oct-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Oct-2018 |
19-Oct-2018 |
Change |
Change % |
Previous Week |
| Open |
1.1653 |
1.1609 |
-0.0044 |
-0.4% |
1.1709 |
| High |
1.1679 |
1.1686 |
0.0007 |
0.1% |
1.1777 |
| Low |
1.1604 |
1.1588 |
-0.0017 |
-0.1% |
1.1588 |
| Close |
1.1618 |
1.1662 |
0.0044 |
0.4% |
1.1662 |
| Range |
0.0075 |
0.0099 |
0.0024 |
31.3% |
0.0190 |
| ATR |
0.0071 |
0.0073 |
0.0002 |
2.8% |
0.0000 |
| Volume |
1,939 |
1,568 |
-371 |
-19.1% |
5,913 |
|
| Daily Pivots for day following 19-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1941 |
1.1900 |
1.1716 |
|
| R3 |
1.1842 |
1.1801 |
1.1689 |
|
| R2 |
1.1744 |
1.1744 |
1.1680 |
|
| R1 |
1.1703 |
1.1703 |
1.1671 |
1.1723 |
| PP |
1.1645 |
1.1645 |
1.1645 |
1.1655 |
| S1 |
1.1604 |
1.1604 |
1.1652 |
1.1625 |
| S2 |
1.1547 |
1.1547 |
1.1643 |
|
| S3 |
1.1448 |
1.1506 |
1.1634 |
|
| S4 |
1.1350 |
1.1407 |
1.1607 |
|
|
| Weekly Pivots for week ending 19-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2244 |
1.2142 |
1.1766 |
|
| R3 |
1.2054 |
1.1953 |
1.1714 |
|
| R2 |
1.1865 |
1.1865 |
1.1696 |
|
| R1 |
1.1763 |
1.1763 |
1.1679 |
1.1719 |
| PP |
1.1675 |
1.1675 |
1.1675 |
1.1653 |
| S1 |
1.1574 |
1.1574 |
1.1644 |
1.1530 |
| S2 |
1.1486 |
1.1486 |
1.1627 |
|
| S3 |
1.1296 |
1.1384 |
1.1609 |
|
| S4 |
1.1107 |
1.1195 |
1.1557 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1777 |
1.1588 |
0.0190 |
1.6% |
0.0073 |
0.6% |
39% |
False |
True |
1,182 |
| 10 |
1.1777 |
1.1588 |
0.0190 |
1.6% |
0.0069 |
0.6% |
39% |
False |
True |
2,090 |
| 20 |
1.1989 |
1.1588 |
0.0402 |
3.4% |
0.0072 |
0.6% |
18% |
False |
True |
1,451 |
| 40 |
1.1989 |
1.1588 |
0.0402 |
3.4% |
0.0071 |
0.6% |
18% |
False |
True |
820 |
| 60 |
1.1989 |
1.1503 |
0.0486 |
4.2% |
0.0063 |
0.5% |
33% |
False |
False |
558 |
| 80 |
1.2003 |
1.1503 |
0.0500 |
4.3% |
0.0058 |
0.5% |
32% |
False |
False |
429 |
| 100 |
1.2110 |
1.1503 |
0.0607 |
5.2% |
0.0059 |
0.5% |
26% |
False |
False |
353 |
| 120 |
1.2340 |
1.1503 |
0.0837 |
7.2% |
0.0060 |
0.5% |
19% |
False |
False |
301 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2105 |
|
2.618 |
1.1944 |
|
1.618 |
1.1845 |
|
1.000 |
1.1785 |
|
0.618 |
1.1747 |
|
HIGH |
1.1686 |
|
0.618 |
1.1648 |
|
0.500 |
1.1637 |
|
0.382 |
1.1625 |
|
LOW |
1.1588 |
|
0.618 |
1.1527 |
|
1.000 |
1.1489 |
|
1.618 |
1.1428 |
|
2.618 |
1.1330 |
|
4.250 |
1.1169 |
|
|
| Fisher Pivots for day following 19-Oct-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.1653 |
1.1661 |
| PP |
1.1645 |
1.1661 |
| S1 |
1.1637 |
1.1661 |
|