CME Euro FX (E) Future June 2019
| Trading Metrics calculated at close of trading on 15-Oct-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Oct-2018 |
15-Oct-2018 |
Change |
Change % |
Previous Week |
| Open |
1.1812 |
1.1839 |
0.0027 |
0.2% |
1.1736 |
| High |
1.1821 |
1.1846 |
0.0025 |
0.2% |
1.1851 |
| Low |
1.1812 |
1.1839 |
0.0027 |
0.2% |
1.1736 |
| Close |
1.1821 |
1.1840 |
0.0020 |
0.2% |
1.1821 |
| Range |
0.0009 |
0.0007 |
-0.0002 |
-23.5% |
0.0115 |
| ATR |
0.0053 |
0.0051 |
-0.0002 |
-3.8% |
0.0000 |
| Volume |
38 |
2,007 |
1,969 |
5,181.6% |
227 |
|
| Daily Pivots for day following 15-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1861 |
1.1857 |
1.1844 |
|
| R3 |
1.1855 |
1.1851 |
1.1842 |
|
| R2 |
1.1848 |
1.1848 |
1.1841 |
|
| R1 |
1.1844 |
1.1844 |
1.1841 |
1.1846 |
| PP |
1.1842 |
1.1842 |
1.1842 |
1.1843 |
| S1 |
1.1838 |
1.1838 |
1.1839 |
1.1840 |
| S2 |
1.1835 |
1.1835 |
1.1839 |
|
| S3 |
1.1829 |
1.1831 |
1.1838 |
|
| S4 |
1.1822 |
1.1825 |
1.1836 |
|
|
| Weekly Pivots for week ending 12-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2146 |
1.2098 |
1.1883 |
|
| R3 |
1.2031 |
1.1983 |
1.1852 |
|
| R2 |
1.1917 |
1.1917 |
1.1841 |
|
| R1 |
1.1869 |
1.1869 |
1.1831 |
1.1893 |
| PP |
1.1802 |
1.1802 |
1.1802 |
1.1814 |
| S1 |
1.1754 |
1.1754 |
1.1810 |
1.1778 |
| S2 |
1.1688 |
1.1688 |
1.1800 |
|
| S3 |
1.1573 |
1.1640 |
1.1789 |
|
| S4 |
1.1459 |
1.1525 |
1.1758 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1851 |
1.1740 |
0.0111 |
0.9% |
0.0021 |
0.2% |
90% |
False |
False |
445 |
| 10 |
1.1851 |
1.1724 |
0.0127 |
1.1% |
0.0026 |
0.2% |
92% |
False |
False |
235 |
| 20 |
1.2069 |
1.1724 |
0.0345 |
2.9% |
0.0035 |
0.3% |
34% |
False |
False |
133 |
| 40 |
1.2069 |
1.1724 |
0.0345 |
2.9% |
0.0047 |
0.4% |
34% |
False |
False |
89 |
| 60 |
1.2069 |
1.1605 |
0.0464 |
3.9% |
0.0040 |
0.3% |
51% |
False |
False |
67 |
| 80 |
1.2111 |
1.1605 |
0.0506 |
4.3% |
0.0041 |
0.3% |
46% |
False |
False |
55 |
| 100 |
1.2188 |
1.1605 |
0.0583 |
4.9% |
0.0043 |
0.4% |
40% |
False |
False |
49 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1873 |
|
2.618 |
1.1863 |
|
1.618 |
1.1856 |
|
1.000 |
1.1852 |
|
0.618 |
1.1850 |
|
HIGH |
1.1846 |
|
0.618 |
1.1843 |
|
0.500 |
1.1842 |
|
0.382 |
1.1841 |
|
LOW |
1.1839 |
|
0.618 |
1.1835 |
|
1.000 |
1.1833 |
|
1.618 |
1.1828 |
|
2.618 |
1.1822 |
|
4.250 |
1.1811 |
|
|
| Fisher Pivots for day following 15-Oct-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.1842 |
1.1837 |
| PP |
1.1842 |
1.1833 |
| S1 |
1.1841 |
1.1830 |
|