CME Euro FX (E) Future June 2019
| Trading Metrics calculated at close of trading on 11-Oct-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Oct-2018 |
11-Oct-2018 |
Change |
Change % |
Previous Week |
| Open |
1.1767 |
1.1819 |
0.0052 |
0.4% |
1.1860 |
| High |
1.1799 |
1.1851 |
0.0052 |
0.4% |
1.1880 |
| Low |
1.1767 |
1.1809 |
0.0042 |
0.4% |
1.1724 |
| Close |
1.1782 |
1.1851 |
0.0069 |
0.6% |
1.1784 |
| Range |
0.0032 |
0.0042 |
0.0011 |
33.3% |
0.0157 |
| ATR |
0.0053 |
0.0054 |
0.0001 |
2.0% |
0.0000 |
| Volume |
107 |
69 |
-38 |
-35.5% |
126 |
|
| Daily Pivots for day following 11-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1963 |
1.1949 |
1.1874 |
|
| R3 |
1.1921 |
1.1907 |
1.1862 |
|
| R2 |
1.1879 |
1.1879 |
1.1858 |
|
| R1 |
1.1865 |
1.1865 |
1.1854 |
1.1872 |
| PP |
1.1837 |
1.1837 |
1.1837 |
1.1840 |
| S1 |
1.1823 |
1.1823 |
1.1847 |
1.1830 |
| S2 |
1.1795 |
1.1795 |
1.1843 |
|
| S3 |
1.1753 |
1.1781 |
1.1839 |
|
| S4 |
1.1711 |
1.1739 |
1.1827 |
|
|
| 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 |
1.1851 |
1.1736 |
0.0115 |
1.0% |
0.0023 |
0.2% |
100% |
True |
False |
38 |
| 10 |
1.1892 |
1.1724 |
0.0168 |
1.4% |
0.0033 |
0.3% |
76% |
False |
False |
42 |
| 20 |
1.2069 |
1.1724 |
0.0345 |
2.9% |
0.0041 |
0.3% |
37% |
False |
False |
33 |
| 40 |
1.2069 |
1.1657 |
0.0412 |
3.5% |
0.0047 |
0.4% |
47% |
False |
False |
38 |
| 60 |
1.2069 |
1.1605 |
0.0464 |
3.9% |
0.0043 |
0.4% |
53% |
False |
False |
34 |
| 80 |
1.2111 |
1.1605 |
0.0506 |
4.3% |
0.0043 |
0.4% |
49% |
False |
False |
30 |
| 100 |
1.2188 |
1.1605 |
0.0583 |
4.9% |
0.0043 |
0.4% |
42% |
False |
False |
29 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2029 |
|
2.618 |
1.1960 |
|
1.618 |
1.1918 |
|
1.000 |
1.1893 |
|
0.618 |
1.1876 |
|
HIGH |
1.1851 |
|
0.618 |
1.1834 |
|
0.500 |
1.1830 |
|
0.382 |
1.1825 |
|
LOW |
1.1809 |
|
0.618 |
1.1783 |
|
1.000 |
1.1767 |
|
1.618 |
1.1741 |
|
2.618 |
1.1699 |
|
4.250 |
1.1630 |
|
|
| Fisher Pivots for day following 11-Oct-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.1844 |
1.1832 |
| PP |
1.1837 |
1.1814 |
| S1 |
1.1830 |
1.1795 |
|