CME Euro FX (E) Future June 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 |
1.1724 |
1.1768 |
0.0045 |
0.4% |
1.1860 |
| High |
1.1773 |
1.1784 |
0.0011 |
0.1% |
1.1880 |
| Low |
1.1724 |
1.1768 |
0.0045 |
0.4% |
1.1724 |
| Close |
1.1773 |
1.1784 |
0.0011 |
0.1% |
1.1784 |
| Range |
0.0050 |
0.0016 |
-0.0034 |
-68.7% |
0.0157 |
| ATR |
0.0061 |
0.0058 |
-0.0003 |
-5.3% |
0.0000 |
| Volume |
22 |
1 |
-21 |
-95.5% |
126 |
|
| Daily Pivots for day following 05-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1825 |
1.1820 |
1.1792 |
|
| R3 |
1.1809 |
1.1804 |
1.1788 |
|
| R2 |
1.1794 |
1.1794 |
1.1786 |
|
| R1 |
1.1789 |
1.1789 |
1.1785 |
1.1791 |
| PP |
1.1778 |
1.1778 |
1.1778 |
1.1780 |
| S1 |
1.1773 |
1.1773 |
1.1782 |
1.1776 |
| S2 |
1.1763 |
1.1763 |
1.1781 |
|
| S3 |
1.1747 |
1.1758 |
1.1779 |
|
| S4 |
1.1732 |
1.1742 |
1.1775 |
|
|
| Weekly Pivots for week ending 05-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2265 |
1.2181 |
1.1870 |
|
| R3 |
1.2109 |
1.2024 |
1.1827 |
|
| R2 |
1.1952 |
1.1952 |
1.1812 |
|
| R1 |
1.1868 |
1.1868 |
1.1798 |
1.1832 |
| PP |
1.1796 |
1.1796 |
1.1796 |
1.1778 |
| S1 |
1.1711 |
1.1711 |
1.1769 |
1.1675 |
| S2 |
1.1639 |
1.1639 |
1.1755 |
|
| S3 |
1.1483 |
1.1555 |
1.1740 |
|
| S4 |
1.1326 |
1.1398 |
1.1697 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1880 |
1.1724 |
0.0157 |
1.3% |
0.0037 |
0.3% |
38% |
False |
False |
25 |
| 10 |
1.2069 |
1.1724 |
0.0345 |
2.9% |
0.0045 |
0.4% |
17% |
False |
False |
32 |
| 20 |
1.2069 |
1.1724 |
0.0345 |
2.9% |
0.0049 |
0.4% |
17% |
False |
False |
29 |
| 40 |
1.2069 |
1.1605 |
0.0464 |
3.9% |
0.0051 |
0.4% |
39% |
False |
False |
37 |
| 60 |
1.2069 |
1.1605 |
0.0464 |
3.9% |
0.0044 |
0.4% |
39% |
False |
False |
32 |
| 80 |
1.2176 |
1.1605 |
0.0571 |
4.8% |
0.0045 |
0.4% |
31% |
False |
False |
28 |
| 100 |
1.2213 |
1.1605 |
0.0608 |
5.2% |
0.0043 |
0.4% |
29% |
False |
False |
28 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1849 |
|
2.618 |
1.1824 |
|
1.618 |
1.1809 |
|
1.000 |
1.1799 |
|
0.618 |
1.1793 |
|
HIGH |
1.1784 |
|
0.618 |
1.1778 |
|
0.500 |
1.1776 |
|
0.382 |
1.1774 |
|
LOW |
1.1768 |
|
0.618 |
1.1758 |
|
1.000 |
1.1753 |
|
1.618 |
1.1743 |
|
2.618 |
1.1727 |
|
4.250 |
1.1702 |
|
|
| Fisher Pivots for day following 05-Oct-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.1781 |
1.1774 |
| PP |
1.1778 |
1.1764 |
| S1 |
1.1776 |
1.1754 |
|