CME Euro FX (E) Future December 2018
| Trading Metrics calculated at close of trading on 14-Nov-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Nov-2018 |
14-Nov-2018 |
Change |
Change % |
Previous Week |
| Open |
1.1250 |
1.1325 |
0.0075 |
0.7% |
1.1427 |
| High |
1.1324 |
1.1377 |
0.0053 |
0.5% |
1.1546 |
| Low |
1.1250 |
1.1292 |
0.0042 |
0.4% |
1.1348 |
| Close |
1.1298 |
1.1367 |
0.0069 |
0.6% |
1.1367 |
| Range |
0.0074 |
0.0085 |
0.0012 |
15.6% |
0.0198 |
| ATR |
0.0081 |
0.0082 |
0.0000 |
0.3% |
0.0000 |
| Volume |
236,407 |
247,663 |
11,256 |
4.8% |
969,909 |
|
| Daily Pivots for day following 14-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1600 |
1.1568 |
1.1413 |
|
| R3 |
1.1515 |
1.1483 |
1.1390 |
|
| R2 |
1.1430 |
1.1430 |
1.1382 |
|
| R1 |
1.1398 |
1.1398 |
1.1374 |
1.1414 |
| PP |
1.1345 |
1.1345 |
1.1345 |
1.1353 |
| S1 |
1.1313 |
1.1313 |
1.1359 |
1.1329 |
| S2 |
1.1260 |
1.1260 |
1.1351 |
|
| S3 |
1.1175 |
1.1228 |
1.1343 |
|
| S4 |
1.1090 |
1.1143 |
1.1320 |
|
|
| Weekly Pivots for week ending 09-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2013 |
1.1887 |
1.1476 |
|
| R3 |
1.1815 |
1.1690 |
1.1421 |
|
| R2 |
1.1618 |
1.1618 |
1.1403 |
|
| R1 |
1.1492 |
1.1492 |
1.1385 |
1.1456 |
| PP |
1.1420 |
1.1420 |
1.1420 |
1.1402 |
| S1 |
1.1295 |
1.1295 |
1.1349 |
1.1259 |
| S2 |
1.1223 |
1.1223 |
1.1331 |
|
| S3 |
1.1025 |
1.1097 |
1.1313 |
|
| S4 |
1.0828 |
1.0900 |
1.1258 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1479 |
1.1246 |
0.0233 |
2.0% |
0.0085 |
0.7% |
52% |
False |
False |
214,233 |
| 10 |
1.1546 |
1.1246 |
0.0300 |
2.6% |
0.0085 |
0.8% |
40% |
False |
False |
217,450 |
| 20 |
1.1601 |
1.1246 |
0.0355 |
3.1% |
0.0080 |
0.7% |
34% |
False |
False |
222,224 |
| 40 |
1.1893 |
1.1246 |
0.0648 |
5.7% |
0.0080 |
0.7% |
19% |
False |
False |
230,630 |
| 60 |
1.1893 |
1.1246 |
0.0648 |
5.7% |
0.0081 |
0.7% |
19% |
False |
False |
181,749 |
| 80 |
1.1893 |
1.1246 |
0.0648 |
5.7% |
0.0078 |
0.7% |
19% |
False |
False |
136,669 |
| 100 |
1.1936 |
1.1246 |
0.0690 |
6.1% |
0.0078 |
0.7% |
18% |
False |
False |
109,423 |
| 120 |
1.2014 |
1.1246 |
0.0768 |
6.8% |
0.0080 |
0.7% |
16% |
False |
False |
91,271 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1738 |
|
2.618 |
1.1599 |
|
1.618 |
1.1514 |
|
1.000 |
1.1462 |
|
0.618 |
1.1429 |
|
HIGH |
1.1377 |
|
0.618 |
1.1344 |
|
0.500 |
1.1334 |
|
0.382 |
1.1324 |
|
LOW |
1.1292 |
|
0.618 |
1.1239 |
|
1.000 |
1.1207 |
|
1.618 |
1.1154 |
|
2.618 |
1.1069 |
|
4.250 |
1.0930 |
|
|
| Fisher Pivots for day following 14-Nov-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.1356 |
1.1348 |
| PP |
1.1345 |
1.1330 |
| S1 |
1.1334 |
1.1311 |
|