CME Euro FX (E) Future March 2019
| Trading Metrics calculated at close of trading on 29-Oct-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Oct-2018 |
29-Oct-2018 |
Change |
Change % |
Previous Week |
| Open |
1.1519 |
1.1544 |
0.0025 |
0.2% |
1.1668 |
| High |
1.1561 |
1.1556 |
-0.0005 |
0.0% |
1.1700 |
| Low |
1.1484 |
1.1509 |
0.0025 |
0.2% |
1.1484 |
| Close |
1.1555 |
1.1536 |
-0.0019 |
-0.2% |
1.1555 |
| Range |
0.0077 |
0.0047 |
-0.0030 |
-39.0% |
0.0216 |
| ATR |
0.0074 |
0.0072 |
-0.0002 |
-2.6% |
0.0000 |
| Volume |
771 |
1,021 |
250 |
32.4% |
10,571 |
|
| Daily Pivots for day following 29-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1675 |
1.1652 |
1.1561 |
|
| R3 |
1.1628 |
1.1605 |
1.1548 |
|
| R2 |
1.1581 |
1.1581 |
1.1544 |
|
| R1 |
1.1558 |
1.1558 |
1.1540 |
1.1546 |
| PP |
1.1534 |
1.1534 |
1.1534 |
1.1527 |
| S1 |
1.1511 |
1.1511 |
1.1531 |
1.1499 |
| S2 |
1.1487 |
1.1487 |
1.1527 |
|
| S3 |
1.1440 |
1.1464 |
1.1523 |
|
| S4 |
1.1393 |
1.1417 |
1.1510 |
|
|
| Weekly Pivots for week ending 26-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2228 |
1.2107 |
1.1673 |
|
| R3 |
1.2012 |
1.1891 |
1.1614 |
|
| R2 |
1.1796 |
1.1796 |
1.1594 |
|
| R1 |
1.1675 |
1.1675 |
1.1574 |
1.1627 |
| PP |
1.1580 |
1.1580 |
1.1580 |
1.1556 |
| S1 |
1.1459 |
1.1459 |
1.1535 |
1.1411 |
| S2 |
1.1364 |
1.1364 |
1.1515 |
|
| S3 |
1.1148 |
1.1243 |
1.1495 |
|
| S4 |
1.0932 |
1.1027 |
1.1436 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1640 |
1.1484 |
0.0156 |
1.3% |
0.0068 |
0.6% |
33% |
False |
False |
2,069 |
| 10 |
1.1777 |
1.1484 |
0.0293 |
2.5% |
0.0074 |
0.6% |
18% |
False |
False |
1,687 |
| 20 |
1.1777 |
1.1484 |
0.0293 |
2.5% |
0.0072 |
0.6% |
18% |
False |
False |
1,872 |
| 40 |
1.1989 |
1.1484 |
0.0505 |
4.4% |
0.0071 |
0.6% |
10% |
False |
False |
1,092 |
| 60 |
1.1989 |
1.1484 |
0.0505 |
4.4% |
0.0067 |
0.6% |
10% |
False |
False |
749 |
| 80 |
1.1997 |
1.1484 |
0.0513 |
4.4% |
0.0060 |
0.5% |
10% |
False |
False |
572 |
| 100 |
1.2097 |
1.1484 |
0.0613 |
5.3% |
0.0060 |
0.5% |
8% |
False |
False |
465 |
| 120 |
1.2296 |
1.1484 |
0.0812 |
7.0% |
0.0062 |
0.5% |
6% |
False |
False |
395 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1756 |
|
2.618 |
1.1679 |
|
1.618 |
1.1632 |
|
1.000 |
1.1603 |
|
0.618 |
1.1585 |
|
HIGH |
1.1556 |
|
0.618 |
1.1538 |
|
0.500 |
1.1533 |
|
0.382 |
1.1527 |
|
LOW |
1.1509 |
|
0.618 |
1.1480 |
|
1.000 |
1.1462 |
|
1.618 |
1.1433 |
|
2.618 |
1.1386 |
|
4.250 |
1.1309 |
|
|
| Fisher Pivots for day following 29-Oct-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.1535 |
1.1534 |
| PP |
1.1534 |
1.1532 |
| S1 |
1.1533 |
1.1530 |
|