CME Euro FX (E) Future December 2018
| Trading Metrics calculated at close of trading on 06-Nov-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Nov-2018 |
06-Nov-2018 |
Change |
Change % |
Previous Week |
| Open |
1.1427 |
1.1443 |
0.0017 |
0.1% |
1.1442 |
| High |
1.1461 |
1.1475 |
0.0014 |
0.1% |
1.1494 |
| Low |
1.1389 |
1.1428 |
0.0039 |
0.3% |
1.1343 |
| Close |
1.1456 |
1.1449 |
-0.0007 |
-0.1% |
1.1423 |
| Range |
0.0072 |
0.0047 |
-0.0025 |
-34.7% |
0.0151 |
| ATR |
0.0078 |
0.0076 |
-0.0002 |
-2.8% |
0.0000 |
| Volume |
158,016 |
159,045 |
1,029 |
0.7% |
1,186,475 |
|
| Daily Pivots for day following 06-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1591 |
1.1567 |
1.1474 |
|
| R3 |
1.1544 |
1.1520 |
1.1461 |
|
| R2 |
1.1497 |
1.1497 |
1.1457 |
|
| R1 |
1.1473 |
1.1473 |
1.1453 |
1.1485 |
| PP |
1.1450 |
1.1450 |
1.1450 |
1.1456 |
| S1 |
1.1426 |
1.1426 |
1.1444 |
1.1438 |
| S2 |
1.1403 |
1.1403 |
1.1440 |
|
| S3 |
1.1356 |
1.1379 |
1.1436 |
|
| S4 |
1.1309 |
1.1332 |
1.1423 |
|
|
| 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% |
0.0075 |
0.7% |
70% |
False |
False |
217,574 |
| 10 |
1.1525 |
1.1343 |
0.0182 |
1.6% |
0.0074 |
0.6% |
58% |
False |
False |
224,005 |
| 20 |
1.1678 |
1.1343 |
0.0335 |
2.9% |
0.0074 |
0.7% |
31% |
False |
False |
220,941 |
| 40 |
1.1893 |
1.1343 |
0.0550 |
4.8% |
0.0079 |
0.7% |
19% |
False |
False |
230,353 |
| 60 |
1.1893 |
1.1343 |
0.0550 |
4.8% |
0.0080 |
0.7% |
19% |
False |
False |
159,734 |
| 80 |
1.1893 |
1.1343 |
0.0550 |
4.8% |
0.0078 |
0.7% |
19% |
False |
False |
119,947 |
| 100 |
1.1936 |
1.1343 |
0.0593 |
5.2% |
0.0077 |
0.7% |
18% |
False |
False |
96,065 |
| 120 |
1.2019 |
1.1343 |
0.0676 |
5.9% |
0.0078 |
0.7% |
16% |
False |
False |
80,126 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1674 |
|
2.618 |
1.1598 |
|
1.618 |
1.1551 |
|
1.000 |
1.1522 |
|
0.618 |
1.1504 |
|
HIGH |
1.1475 |
|
0.618 |
1.1457 |
|
0.500 |
1.1451 |
|
0.382 |
1.1445 |
|
LOW |
1.1428 |
|
0.618 |
1.1398 |
|
1.000 |
1.1381 |
|
1.618 |
1.1351 |
|
2.618 |
1.1304 |
|
4.250 |
1.1228 |
|
|
| Fisher Pivots for day following 06-Nov-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.1451 |
1.1446 |
| PP |
1.1450 |
1.1444 |
| S1 |
1.1449 |
1.1442 |
|