CME Euro FX (E) Future December 2018
| Trading Metrics calculated at close of trading on 08-Nov-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Nov-2018 |
08-Nov-2018 |
Change |
Change % |
Previous Week |
| Open |
1.1455 |
1.1459 |
0.0005 |
0.0% |
1.1442 |
| High |
1.1546 |
1.1479 |
-0.0067 |
-0.6% |
1.1494 |
| Low |
1.1430 |
1.1383 |
-0.0048 |
-0.4% |
1.1343 |
| Close |
1.1491 |
1.1388 |
-0.0103 |
-0.9% |
1.1423 |
| Range |
0.0116 |
0.0096 |
-0.0020 |
-16.9% |
0.0151 |
| ATR |
0.0079 |
0.0081 |
0.0002 |
2.6% |
0.0000 |
| Volume |
268,365 |
204,363 |
-64,002 |
-23.8% |
1,186,475 |
|
| Daily Pivots for day following 08-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1704 |
1.1642 |
1.1441 |
|
| R3 |
1.1608 |
1.1546 |
1.1414 |
|
| R2 |
1.1512 |
1.1512 |
1.1406 |
|
| R1 |
1.1450 |
1.1450 |
1.1397 |
1.1433 |
| PP |
1.1416 |
1.1416 |
1.1416 |
1.1408 |
| S1 |
1.1354 |
1.1354 |
1.1379 |
1.1337 |
| S2 |
1.1320 |
1.1320 |
1.1370 |
|
| S3 |
1.1224 |
1.1258 |
1.1362 |
|
| S4 |
1.1128 |
1.1162 |
1.1335 |
|
|
| 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 |
1.1546 |
1.1383 |
0.0163 |
1.4% |
0.0083 |
0.7% |
3% |
False |
True |
211,841 |
| 10 |
1.1546 |
1.1343 |
0.0203 |
1.8% |
0.0078 |
0.7% |
22% |
False |
False |
222,291 |
| 20 |
1.1678 |
1.1343 |
0.0335 |
2.9% |
0.0078 |
0.7% |
13% |
False |
False |
217,533 |
| 40 |
1.1893 |
1.1343 |
0.0550 |
4.8% |
0.0080 |
0.7% |
8% |
False |
False |
230,567 |
| 60 |
1.1893 |
1.1343 |
0.0550 |
4.8% |
0.0081 |
0.7% |
8% |
False |
False |
167,568 |
| 80 |
1.1893 |
1.1343 |
0.0550 |
4.8% |
0.0078 |
0.7% |
8% |
False |
False |
125,851 |
| 100 |
1.1936 |
1.1343 |
0.0593 |
5.2% |
0.0078 |
0.7% |
8% |
False |
False |
100,777 |
| 120 |
1.2019 |
1.1343 |
0.0676 |
5.9% |
0.0079 |
0.7% |
7% |
False |
False |
84,063 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1887 |
|
2.618 |
1.1730 |
|
1.618 |
1.1634 |
|
1.000 |
1.1575 |
|
0.618 |
1.1538 |
|
HIGH |
1.1479 |
|
0.618 |
1.1442 |
|
0.500 |
1.1431 |
|
0.382 |
1.1419 |
|
LOW |
1.1383 |
|
0.618 |
1.1323 |
|
1.000 |
1.1287 |
|
1.618 |
1.1227 |
|
2.618 |
1.1131 |
|
4.250 |
1.0975 |
|
|
| Fisher Pivots for day following 08-Nov-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.1431 |
1.1464 |
| PP |
1.1416 |
1.1439 |
| S1 |
1.1402 |
1.1413 |
|