CME Euro FX (E) Future June 2019
Trading Metrics calculated at close of trading on 16-Oct-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Oct-2018 |
16-Oct-2018 |
Change |
Change % |
Previous Week |
Open |
1.1839 |
1.1834 |
-0.0006 |
0.0% |
1.1736 |
High |
1.1846 |
1.1834 |
-0.0012 |
-0.1% |
1.1851 |
Low |
1.1839 |
1.1834 |
-0.0006 |
0.0% |
1.1736 |
Close |
1.1840 |
1.1834 |
-0.0007 |
-0.1% |
1.1821 |
Range |
0.0007 |
0.0000 |
-0.0007 |
-100.0% |
0.0115 |
ATR |
0.0051 |
0.0048 |
-0.0003 |
-6.2% |
0.0000 |
Volume |
2,007 |
0 |
-2,007 |
-100.0% |
227 |
|
Daily Pivots for day following 16-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1834 |
1.1834 |
1.1834 |
|
R3 |
1.1834 |
1.1834 |
1.1834 |
|
R2 |
1.1834 |
1.1834 |
1.1834 |
|
R1 |
1.1834 |
1.1834 |
1.1834 |
1.1834 |
PP |
1.1834 |
1.1834 |
1.1834 |
1.1834 |
S1 |
1.1834 |
1.1834 |
1.1834 |
1.1834 |
S2 |
1.1834 |
1.1834 |
1.1834 |
|
S3 |
1.1834 |
1.1834 |
1.1834 |
|
S4 |
1.1834 |
1.1834 |
1.1834 |
|
|
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 |
1.1767 |
0.0084 |
0.7% |
0.0018 |
0.1% |
80% |
False |
False |
444 |
10 |
1.1851 |
1.1724 |
0.0127 |
1.1% |
0.0021 |
0.2% |
87% |
False |
False |
230 |
20 |
1.2069 |
1.1724 |
0.0345 |
2.9% |
0.0032 |
0.3% |
32% |
False |
False |
131 |
40 |
1.2069 |
1.1724 |
0.0345 |
2.9% |
0.0046 |
0.4% |
32% |
False |
False |
89 |
60 |
1.2069 |
1.1605 |
0.0464 |
3.9% |
0.0040 |
0.3% |
49% |
False |
False |
67 |
80 |
1.2111 |
1.1605 |
0.0506 |
4.3% |
0.0041 |
0.3% |
45% |
False |
False |
55 |
100 |
1.2188 |
1.1605 |
0.0583 |
4.9% |
0.0043 |
0.4% |
39% |
False |
False |
49 |
120 |
1.2554 |
1.1605 |
0.0949 |
8.0% |
0.0041 |
0.3% |
24% |
False |
False |
42 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.1834 |
2.618 |
1.1834 |
1.618 |
1.1834 |
1.000 |
1.1834 |
0.618 |
1.1834 |
HIGH |
1.1834 |
0.618 |
1.1834 |
0.500 |
1.1834 |
0.382 |
1.1834 |
LOW |
1.1834 |
0.618 |
1.1834 |
1.000 |
1.1834 |
1.618 |
1.1834 |
2.618 |
1.1834 |
4.250 |
1.1834 |
|
|
Fisher Pivots for day following 16-Oct-2018 |
Pivot |
1 day |
3 day |
R1 |
1.1834 |
1.1832 |
PP |
1.1834 |
1.1830 |
S1 |
1.1834 |
1.1829 |
|