CME Euro FX (E) Future December 2018
| Trading Metrics calculated at close of trading on 15-Nov-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Nov-2018 |
15-Nov-2018 |
Change |
Change % |
Previous Week |
| Open |
1.1325 |
1.1342 |
0.0017 |
0.1% |
1.1427 |
| High |
1.1377 |
1.1389 |
0.0013 |
0.1% |
1.1546 |
| Low |
1.1292 |
1.1297 |
0.0005 |
0.0% |
1.1348 |
| Close |
1.1367 |
1.1377 |
0.0011 |
0.1% |
1.1367 |
| Range |
0.0085 |
0.0093 |
0.0008 |
8.8% |
0.0198 |
| ATR |
0.0082 |
0.0082 |
0.0001 |
1.0% |
0.0000 |
| Volume |
247,663 |
242,762 |
-4,901 |
-2.0% |
969,909 |
|
| Daily Pivots for day following 15-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1632 |
1.1597 |
1.1428 |
|
| R3 |
1.1539 |
1.1504 |
1.1402 |
|
| R2 |
1.1447 |
1.1447 |
1.1394 |
|
| R1 |
1.1412 |
1.1412 |
1.1385 |
1.1429 |
| PP |
1.1354 |
1.1354 |
1.1354 |
1.1363 |
| S1 |
1.1319 |
1.1319 |
1.1369 |
1.1337 |
| S2 |
1.1262 |
1.1262 |
1.1360 |
|
| S3 |
1.1169 |
1.1227 |
1.1352 |
|
| S4 |
1.1077 |
1.1134 |
1.1326 |
|
|
| 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 |
1.1401 |
1.1246 |
0.0155 |
1.4% |
0.0084 |
0.7% |
85% |
False |
False |
221,913 |
| 10 |
1.1546 |
1.1246 |
0.0300 |
2.6% |
0.0083 |
0.7% |
44% |
False |
False |
216,877 |
| 20 |
1.1601 |
1.1246 |
0.0355 |
3.1% |
0.0081 |
0.7% |
37% |
False |
False |
222,726 |
| 40 |
1.1893 |
1.1246 |
0.0648 |
5.7% |
0.0079 |
0.7% |
20% |
False |
False |
230,032 |
| 60 |
1.1893 |
1.1246 |
0.0648 |
5.7% |
0.0081 |
0.7% |
20% |
False |
False |
185,639 |
| 80 |
1.1893 |
1.1246 |
0.0648 |
5.7% |
0.0079 |
0.7% |
20% |
False |
False |
139,698 |
| 100 |
1.1936 |
1.1246 |
0.0690 |
6.1% |
0.0078 |
0.7% |
19% |
False |
False |
111,849 |
| 120 |
1.2014 |
1.1246 |
0.0768 |
6.8% |
0.0079 |
0.7% |
17% |
False |
False |
93,284 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1782 |
|
2.618 |
1.1631 |
|
1.618 |
1.1539 |
|
1.000 |
1.1482 |
|
0.618 |
1.1446 |
|
HIGH |
1.1389 |
|
0.618 |
1.1354 |
|
0.500 |
1.1343 |
|
0.382 |
1.1332 |
|
LOW |
1.1297 |
|
0.618 |
1.1239 |
|
1.000 |
1.1204 |
|
1.618 |
1.1147 |
|
2.618 |
1.1054 |
|
4.250 |
1.0903 |
|
|
| Fisher Pivots for day following 15-Nov-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.1366 |
1.1358 |
| PP |
1.1354 |
1.1339 |
| S1 |
1.1343 |
1.1320 |
|