CME Euro FX (E) Future June 2019
| Trading Metrics calculated at close of trading on 04-Oct-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Oct-2018 |
04-Oct-2018 |
Change |
Change % |
Previous Week |
| Open |
1.1785 |
1.1724 |
-0.0061 |
-0.5% |
1.2068 |
| High |
1.1785 |
1.1773 |
-0.0012 |
-0.1% |
1.2069 |
| Low |
1.1750 |
1.1724 |
-0.0027 |
-0.2% |
1.1841 |
| Close |
1.1779 |
1.1773 |
-0.0006 |
0.0% |
1.1878 |
| Range |
0.0035 |
0.0050 |
0.0015 |
43.5% |
0.0228 |
| ATR |
0.0061 |
0.0061 |
0.0000 |
-0.7% |
0.0000 |
| Volume |
43 |
22 |
-21 |
-48.8% |
200 |
|
| Daily Pivots for day following 04-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1905 |
1.1889 |
1.1800 |
|
| R3 |
1.1856 |
1.1839 |
1.1787 |
|
| R2 |
1.1806 |
1.1806 |
1.1782 |
|
| R1 |
1.1790 |
1.1790 |
1.1778 |
1.1798 |
| PP |
1.1757 |
1.1757 |
1.1757 |
1.1761 |
| S1 |
1.1740 |
1.1740 |
1.1768 |
1.1748 |
| S2 |
1.1707 |
1.1707 |
1.1764 |
|
| S3 |
1.1658 |
1.1691 |
1.1759 |
|
| S4 |
1.1608 |
1.1641 |
1.1746 |
|
|
| Weekly Pivots for week ending 28-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2612 |
1.2472 |
1.2003 |
|
| R3 |
1.2384 |
1.2245 |
1.1940 |
|
| R2 |
1.2157 |
1.2157 |
1.1919 |
|
| R1 |
1.2017 |
1.2017 |
1.1898 |
1.1973 |
| PP |
1.1929 |
1.1929 |
1.1929 |
1.1907 |
| S1 |
1.1790 |
1.1790 |
1.1857 |
1.1746 |
| S2 |
1.1702 |
1.1702 |
1.1836 |
|
| S3 |
1.1474 |
1.1562 |
1.1815 |
|
| S4 |
1.1247 |
1.1335 |
1.1752 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1892 |
1.1724 |
0.0168 |
1.4% |
0.0044 |
0.4% |
29% |
False |
True |
47 |
| 10 |
1.2069 |
1.1724 |
0.0345 |
2.9% |
0.0045 |
0.4% |
14% |
False |
True |
36 |
| 20 |
1.2069 |
1.1724 |
0.0345 |
2.9% |
0.0052 |
0.4% |
14% |
False |
True |
32 |
| 40 |
1.2069 |
1.1605 |
0.0464 |
3.9% |
0.0051 |
0.4% |
36% |
False |
False |
37 |
| 60 |
1.2069 |
1.1605 |
0.0464 |
3.9% |
0.0045 |
0.4% |
36% |
False |
False |
32 |
| 80 |
1.2176 |
1.1605 |
0.0571 |
4.8% |
0.0046 |
0.4% |
29% |
False |
False |
28 |
| 100 |
1.2295 |
1.1605 |
0.0690 |
5.9% |
0.0044 |
0.4% |
24% |
False |
False |
28 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1983 |
|
2.618 |
1.1903 |
|
1.618 |
1.1853 |
|
1.000 |
1.1823 |
|
0.618 |
1.1804 |
|
HIGH |
1.1773 |
|
0.618 |
1.1754 |
|
0.500 |
1.1748 |
|
0.382 |
1.1742 |
|
LOW |
1.1724 |
|
0.618 |
1.1693 |
|
1.000 |
1.1674 |
|
1.618 |
1.1643 |
|
2.618 |
1.1594 |
|
4.250 |
1.1513 |
|
|
| Fisher Pivots for day following 04-Oct-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.1765 |
1.1780 |
| PP |
1.1757 |
1.1778 |
| S1 |
1.1748 |
1.1775 |
|