CME Euro FX (E) Future June 2019
| Trading Metrics calculated at close of trading on 24-Oct-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Oct-2018 |
24-Oct-2018 |
Change |
Change % |
Previous Week |
| Open |
1.1707 |
1.1702 |
-0.0005 |
0.0% |
1.1839 |
| High |
1.1727 |
1.1702 |
-0.0025 |
-0.2% |
1.1846 |
| Low |
1.1707 |
1.1630 |
-0.0078 |
-0.7% |
1.1716 |
| Close |
1.1714 |
1.1631 |
-0.0083 |
-0.7% |
1.1761 |
| Range |
0.0020 |
0.0073 |
0.0053 |
262.5% |
0.0130 |
| ATR |
0.0047 |
0.0050 |
0.0003 |
5.7% |
0.0000 |
| Volume |
35 |
40 |
5 |
14.3% |
2,133 |
|
| Daily Pivots for day following 24-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1872 |
1.1824 |
1.1670 |
|
| R3 |
1.1799 |
1.1751 |
1.1650 |
|
| R2 |
1.1727 |
1.1727 |
1.1644 |
|
| R1 |
1.1679 |
1.1679 |
1.1637 |
1.1666 |
| PP |
1.1654 |
1.1654 |
1.1654 |
1.1648 |
| S1 |
1.1606 |
1.1606 |
1.1624 |
1.1594 |
| S2 |
1.1582 |
1.1582 |
1.1617 |
|
| S3 |
1.1509 |
1.1534 |
1.1611 |
|
| S4 |
1.1437 |
1.1461 |
1.1591 |
|
|
| Weekly Pivots for week ending 19-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2164 |
1.2093 |
1.1833 |
|
| R3 |
1.2034 |
1.1963 |
1.1797 |
|
| R2 |
1.1904 |
1.1904 |
1.1785 |
|
| R1 |
1.1833 |
1.1833 |
1.1773 |
1.1803 |
| PP |
1.1774 |
1.1774 |
1.1774 |
1.1759 |
| S1 |
1.1703 |
1.1703 |
1.1749 |
1.1673 |
| S2 |
1.1644 |
1.1644 |
1.1737 |
|
| S3 |
1.1514 |
1.1573 |
1.1725 |
|
| S4 |
1.1384 |
1.1443 |
1.1690 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1761 |
1.1630 |
0.0132 |
1.1% |
0.0040 |
0.3% |
1% |
False |
True |
71 |
| 10 |
1.1851 |
1.1630 |
0.0221 |
1.9% |
0.0028 |
0.2% |
0% |
False |
True |
247 |
| 20 |
1.2016 |
1.1630 |
0.0387 |
3.3% |
0.0033 |
0.3% |
0% |
False |
True |
144 |
| 40 |
1.2069 |
1.1630 |
0.0439 |
3.8% |
0.0044 |
0.4% |
0% |
False |
True |
92 |
| 60 |
1.2069 |
1.1605 |
0.0464 |
4.0% |
0.0041 |
0.4% |
6% |
False |
False |
69 |
| 80 |
1.2111 |
1.1605 |
0.0506 |
4.4% |
0.0040 |
0.3% |
5% |
False |
False |
58 |
| 100 |
1.2188 |
1.1605 |
0.0583 |
5.0% |
0.0042 |
0.4% |
4% |
False |
False |
50 |
| 120 |
1.2363 |
1.1605 |
0.0758 |
6.5% |
0.0041 |
0.4% |
3% |
False |
False |
45 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2010 |
|
2.618 |
1.1892 |
|
1.618 |
1.1819 |
|
1.000 |
1.1775 |
|
0.618 |
1.1747 |
|
HIGH |
1.1702 |
|
0.618 |
1.1674 |
|
0.500 |
1.1666 |
|
0.382 |
1.1657 |
|
LOW |
1.1630 |
|
0.618 |
1.1585 |
|
1.000 |
1.1557 |
|
1.618 |
1.1512 |
|
2.618 |
1.1440 |
|
4.250 |
1.1321 |
|
|
| Fisher Pivots for day following 24-Oct-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.1666 |
1.1695 |
| PP |
1.1654 |
1.1674 |
| S1 |
1.1642 |
1.1652 |
|