CME Euro FX (E) Future June 2019
| Trading Metrics calculated at close of trading on 09-Oct-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Oct-2018 |
09-Oct-2018 |
Change |
Change % |
Previous Week |
| Open |
1.1736 |
1.1740 |
0.0004 |
0.0% |
1.1860 |
| High |
1.1746 |
1.1755 |
0.0009 |
0.1% |
1.1880 |
| Low |
1.1736 |
1.1740 |
0.0004 |
0.0% |
1.1724 |
| Close |
1.1746 |
1.1755 |
0.0009 |
0.1% |
1.1784 |
| Range |
0.0010 |
0.0015 |
0.0005 |
52.6% |
0.0157 |
| ATR |
0.0057 |
0.0054 |
-0.0003 |
-5.3% |
0.0000 |
| Volume |
8 |
5 |
-3 |
-37.5% |
126 |
|
| Daily Pivots for day following 09-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1793 |
1.1788 |
1.1762 |
|
| R3 |
1.1779 |
1.1774 |
1.1758 |
|
| R2 |
1.1764 |
1.1764 |
1.1757 |
|
| R1 |
1.1759 |
1.1759 |
1.1756 |
1.1762 |
| PP |
1.1750 |
1.1750 |
1.1750 |
1.1751 |
| S1 |
1.1745 |
1.1745 |
1.1753 |
1.1747 |
| S2 |
1.1735 |
1.1735 |
1.1752 |
|
| S3 |
1.1721 |
1.1730 |
1.1751 |
|
| S4 |
1.1706 |
1.1716 |
1.1747 |
|
|
| 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 |
1.1785 |
1.1724 |
0.0061 |
0.5% |
0.0025 |
0.2% |
51% |
False |
False |
15 |
| 10 |
1.2060 |
1.1724 |
0.0336 |
2.9% |
0.0042 |
0.4% |
9% |
False |
False |
31 |
| 20 |
1.2069 |
1.1724 |
0.0345 |
2.9% |
0.0044 |
0.4% |
9% |
False |
False |
27 |
| 40 |
1.2069 |
1.1605 |
0.0464 |
3.9% |
0.0048 |
0.4% |
32% |
False |
False |
33 |
| 60 |
1.2069 |
1.1605 |
0.0464 |
3.9% |
0.0044 |
0.4% |
32% |
False |
False |
32 |
| 80 |
1.2111 |
1.1605 |
0.0506 |
4.3% |
0.0043 |
0.4% |
30% |
False |
False |
28 |
| 100 |
1.2188 |
1.1605 |
0.0583 |
5.0% |
0.0043 |
0.4% |
26% |
False |
False |
28 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1816 |
|
2.618 |
1.1792 |
|
1.618 |
1.1778 |
|
1.000 |
1.1769 |
|
0.618 |
1.1763 |
|
HIGH |
1.1755 |
|
0.618 |
1.1749 |
|
0.500 |
1.1747 |
|
0.382 |
1.1746 |
|
LOW |
1.1740 |
|
0.618 |
1.1731 |
|
1.000 |
1.1726 |
|
1.618 |
1.1717 |
|
2.618 |
1.1702 |
|
4.250 |
1.1678 |
|
|
| Fisher Pivots for day following 09-Oct-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.1752 |
1.1760 |
| PP |
1.1750 |
1.1758 |
| S1 |
1.1747 |
1.1756 |
|