CME Euro FX (E) Future June 2019
Trading Metrics calculated at close of trading on 08-Oct-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Oct-2018 |
08-Oct-2018 |
Change |
Change % |
Previous Week |
Open |
1.1768 |
1.1736 |
-0.0032 |
-0.3% |
1.1860 |
High |
1.1784 |
1.1746 |
-0.0038 |
-0.3% |
1.1880 |
Low |
1.1768 |
1.1736 |
-0.0032 |
-0.3% |
1.1724 |
Close |
1.1784 |
1.1746 |
-0.0038 |
-0.3% |
1.1784 |
Range |
0.0016 |
0.0010 |
-0.0006 |
-38.7% |
0.0157 |
ATR |
0.0058 |
0.0057 |
-0.0001 |
-1.3% |
0.0000 |
Volume |
1 |
8 |
7 |
700.0% |
126 |
|
Daily Pivots for day following 08-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1771 |
1.1768 |
1.1751 |
|
R3 |
1.1761 |
1.1758 |
1.1748 |
|
R2 |
1.1752 |
1.1752 |
1.1747 |
|
R1 |
1.1749 |
1.1749 |
1.1746 |
1.1750 |
PP |
1.1742 |
1.1742 |
1.1742 |
1.1743 |
S1 |
1.1739 |
1.1739 |
1.1745 |
1.1741 |
S2 |
1.1733 |
1.1733 |
1.1744 |
|
S3 |
1.1723 |
1.1730 |
1.1743 |
|
S4 |
1.1714 |
1.1720 |
1.1740 |
|
|
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 |
1.1837 |
1.1724 |
0.0113 |
1.0% |
0.0031 |
0.3% |
19% |
False |
False |
25 |
10 |
1.2066 |
1.1724 |
0.0343 |
2.9% |
0.0043 |
0.4% |
6% |
False |
False |
32 |
20 |
1.2069 |
1.1724 |
0.0345 |
2.9% |
0.0046 |
0.4% |
6% |
False |
False |
28 |
40 |
1.2069 |
1.1605 |
0.0464 |
3.9% |
0.0049 |
0.4% |
30% |
False |
False |
36 |
60 |
1.2069 |
1.1605 |
0.0464 |
3.9% |
0.0044 |
0.4% |
30% |
False |
False |
32 |
80 |
1.2111 |
1.1605 |
0.0506 |
4.3% |
0.0043 |
0.4% |
28% |
False |
False |
28 |
100 |
1.2196 |
1.1605 |
0.0591 |
5.0% |
0.0043 |
0.4% |
24% |
False |
False |
28 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.1786 |
2.618 |
1.1770 |
1.618 |
1.1761 |
1.000 |
1.1755 |
0.618 |
1.1751 |
HIGH |
1.1746 |
0.618 |
1.1742 |
0.500 |
1.1741 |
0.382 |
1.1740 |
LOW |
1.1736 |
0.618 |
1.1730 |
1.000 |
1.1727 |
1.618 |
1.1721 |
2.618 |
1.1711 |
4.250 |
1.1696 |
|
|
Fisher Pivots for day following 08-Oct-2018 |
Pivot |
1 day |
3 day |
R1 |
1.1744 |
1.1754 |
PP |
1.1742 |
1.1751 |
S1 |
1.1741 |
1.1748 |
|