CME Euro FX (E) Future December 2018
| Trading Metrics calculated at close of trading on 02-Nov-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Nov-2018 |
02-Nov-2018 |
Change |
Change % |
Previous Week |
| Open |
1.1355 |
1.1444 |
0.0089 |
0.8% |
1.1442 |
| High |
1.1463 |
1.1494 |
0.0031 |
0.3% |
1.1494 |
| Low |
1.1352 |
1.1410 |
0.0058 |
0.5% |
1.1343 |
| Close |
1.1447 |
1.1423 |
-0.0025 |
-0.2% |
1.1423 |
| Range |
0.0112 |
0.0085 |
-0.0027 |
-24.2% |
0.0151 |
| ATR |
0.0078 |
0.0079 |
0.0000 |
0.6% |
0.0000 |
| Volume |
248,490 |
269,419 |
20,929 |
8.4% |
1,186,475 |
|
| Daily Pivots for day following 02-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1696 |
1.1644 |
1.1469 |
|
| R3 |
1.1611 |
1.1559 |
1.1446 |
|
| R2 |
1.1527 |
1.1527 |
1.1438 |
|
| R1 |
1.1475 |
1.1475 |
1.1430 |
1.1458 |
| PP |
1.1442 |
1.1442 |
1.1442 |
1.1434 |
| S1 |
1.1390 |
1.1390 |
1.1415 |
1.1374 |
| S2 |
1.1358 |
1.1358 |
1.1407 |
|
| S3 |
1.1273 |
1.1306 |
1.1399 |
|
| S4 |
1.1189 |
1.1221 |
1.1376 |
|
|
| Weekly Pivots for week ending 02-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1873 |
1.1799 |
1.1506 |
|
| R3 |
1.1722 |
1.1648 |
1.1464 |
|
| R2 |
1.1571 |
1.1571 |
1.1450 |
|
| R1 |
1.1497 |
1.1497 |
1.1436 |
1.1458 |
| PP |
1.1420 |
1.1420 |
1.1420 |
1.1401 |
| S1 |
1.1346 |
1.1346 |
1.1409 |
1.1307 |
| S2 |
1.1269 |
1.1269 |
1.1395 |
|
| S3 |
1.1118 |
1.1195 |
1.1381 |
|
| S4 |
1.0967 |
1.1044 |
1.1339 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1494 |
1.1343 |
0.0151 |
1.3% |
0.0072 |
0.6% |
53% |
True |
False |
237,295 |
| 10 |
1.1601 |
1.1343 |
0.0258 |
2.3% |
0.0077 |
0.7% |
31% |
False |
False |
230,994 |
| 20 |
1.1678 |
1.1343 |
0.0335 |
2.9% |
0.0076 |
0.7% |
24% |
False |
False |
225,786 |
| 40 |
1.1893 |
1.1343 |
0.0550 |
4.8% |
0.0080 |
0.7% |
14% |
False |
False |
227,884 |
| 60 |
1.1893 |
1.1343 |
0.0550 |
4.8% |
0.0082 |
0.7% |
14% |
False |
False |
154,504 |
| 80 |
1.1893 |
1.1343 |
0.0550 |
4.8% |
0.0077 |
0.7% |
14% |
False |
False |
115,991 |
| 100 |
1.2010 |
1.1343 |
0.0667 |
5.8% |
0.0080 |
0.7% |
12% |
False |
False |
92,913 |
| 120 |
1.2055 |
1.1343 |
0.0712 |
6.2% |
0.0079 |
0.7% |
11% |
False |
False |
77,494 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1853 |
|
2.618 |
1.1715 |
|
1.618 |
1.1631 |
|
1.000 |
1.1579 |
|
0.618 |
1.1546 |
|
HIGH |
1.1494 |
|
0.618 |
1.1462 |
|
0.500 |
1.1452 |
|
0.382 |
1.1442 |
|
LOW |
1.1410 |
|
0.618 |
1.1357 |
|
1.000 |
1.1325 |
|
1.618 |
1.1273 |
|
2.618 |
1.1188 |
|
4.250 |
1.1050 |
|
|
| Fisher Pivots for day following 02-Nov-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.1452 |
1.1421 |
| PP |
1.1442 |
1.1420 |
| S1 |
1.1432 |
1.1419 |
|