CME Euro FX (E) Future June 2019
| Trading Metrics calculated at close of trading on 30-Oct-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Oct-2018 |
30-Oct-2018 |
Change |
Change % |
Previous Week |
| Open |
1.1620 |
1.1616 |
-0.0005 |
0.0% |
1.1761 |
| High |
1.1632 |
1.1616 |
-0.0017 |
-0.1% |
1.1761 |
| Low |
1.1620 |
1.1580 |
-0.0040 |
-0.3% |
1.1577 |
| Close |
1.1632 |
1.1580 |
-0.0052 |
-0.4% |
1.1651 |
| Range |
0.0013 |
0.0036 |
0.0023 |
184.0% |
0.0185 |
| ATR |
0.0050 |
0.0050 |
0.0000 |
0.3% |
0.0000 |
| Volume |
83 |
65 |
-18 |
-21.7% |
335 |
|
| Daily Pivots for day following 30-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1698 |
1.1675 |
1.1600 |
|
| R3 |
1.1663 |
1.1639 |
1.1590 |
|
| R2 |
1.1627 |
1.1627 |
1.1587 |
|
| R1 |
1.1604 |
1.1604 |
1.1583 |
1.1598 |
| PP |
1.1592 |
1.1592 |
1.1592 |
1.1589 |
| S1 |
1.1568 |
1.1568 |
1.1577 |
1.1562 |
| S2 |
1.1556 |
1.1556 |
1.1573 |
|
| S3 |
1.1521 |
1.1533 |
1.1570 |
|
| S4 |
1.1485 |
1.1497 |
1.1560 |
|
|
| Weekly Pivots for week ending 26-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2216 |
1.2118 |
1.1752 |
|
| R3 |
1.2032 |
1.1933 |
1.1701 |
|
| R2 |
1.1847 |
1.1847 |
1.1684 |
|
| R1 |
1.1749 |
1.1749 |
1.1667 |
1.1706 |
| PP |
1.1663 |
1.1663 |
1.1663 |
1.1641 |
| S1 |
1.1564 |
1.1564 |
1.1634 |
1.1521 |
| S2 |
1.1478 |
1.1478 |
1.1617 |
|
| S3 |
1.1294 |
1.1380 |
1.1600 |
|
| S4 |
1.1109 |
1.1195 |
1.1549 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1702 |
1.1577 |
0.0126 |
1.1% |
0.0050 |
0.4% |
3% |
False |
False |
57 |
| 10 |
1.1782 |
1.1577 |
0.0206 |
1.8% |
0.0040 |
0.3% |
2% |
False |
False |
60 |
| 20 |
1.1851 |
1.1577 |
0.0274 |
2.4% |
0.0030 |
0.3% |
1% |
False |
False |
145 |
| 40 |
1.2069 |
1.1577 |
0.0492 |
4.2% |
0.0042 |
0.4% |
1% |
False |
False |
89 |
| 60 |
1.2069 |
1.1577 |
0.0492 |
4.2% |
0.0043 |
0.4% |
1% |
False |
False |
73 |
| 80 |
1.2082 |
1.1577 |
0.0506 |
4.4% |
0.0040 |
0.3% |
1% |
False |
False |
60 |
| 100 |
1.2176 |
1.1577 |
0.0599 |
5.2% |
0.0043 |
0.4% |
1% |
False |
False |
51 |
| 120 |
1.2363 |
1.1577 |
0.0786 |
6.8% |
0.0041 |
0.4% |
0% |
False |
False |
47 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1766 |
|
2.618 |
1.1708 |
|
1.618 |
1.1673 |
|
1.000 |
1.1651 |
|
0.618 |
1.1637 |
|
HIGH |
1.1616 |
|
0.618 |
1.1602 |
|
0.500 |
1.1598 |
|
0.382 |
1.1594 |
|
LOW |
1.1580 |
|
0.618 |
1.1558 |
|
1.000 |
1.1545 |
|
1.618 |
1.1523 |
|
2.618 |
1.1487 |
|
4.250 |
1.1429 |
|
|
| Fisher Pivots for day following 30-Oct-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.1598 |
1.1614 |
| PP |
1.1592 |
1.1602 |
| S1 |
1.1586 |
1.1591 |
|