CME Euro FX (E) Future March 2019
| 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 |
1.1456 |
1.1543 |
0.0088 |
0.8% |
1.1544 |
| High |
1.1562 |
1.1592 |
0.0030 |
0.3% |
1.1592 |
| Low |
1.1456 |
1.1513 |
0.0057 |
0.5% |
1.1444 |
| Close |
1.1547 |
1.1521 |
-0.0026 |
-0.2% |
1.1521 |
| Range |
0.0107 |
0.0080 |
-0.0027 |
-25.4% |
0.0148 |
| ATR |
0.0072 |
0.0073 |
0.0001 |
0.7% |
0.0000 |
| Volume |
860 |
1,672 |
812 |
94.4% |
8,095 |
|
| Daily Pivots for day following 02-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1780 |
1.1730 |
1.1565 |
|
| R3 |
1.1701 |
1.1651 |
1.1543 |
|
| R2 |
1.1621 |
1.1621 |
1.1536 |
|
| R1 |
1.1571 |
1.1571 |
1.1528 |
1.1557 |
| PP |
1.1542 |
1.1542 |
1.1542 |
1.1535 |
| S1 |
1.1492 |
1.1492 |
1.1514 |
1.1477 |
| S2 |
1.1462 |
1.1462 |
1.1506 |
|
| S3 |
1.1383 |
1.1412 |
1.1499 |
|
| S4 |
1.1303 |
1.1333 |
1.1477 |
|
|
| Weekly Pivots for week ending 02-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1963 |
1.1890 |
1.1602 |
|
| R3 |
1.1815 |
1.1742 |
1.1562 |
|
| R2 |
1.1667 |
1.1667 |
1.1548 |
|
| R1 |
1.1594 |
1.1594 |
1.1535 |
1.1557 |
| PP |
1.1519 |
1.1519 |
1.1519 |
1.1500 |
| S1 |
1.1446 |
1.1446 |
1.1507 |
1.1409 |
| S2 |
1.1371 |
1.1371 |
1.1494 |
|
| S3 |
1.1223 |
1.1298 |
1.1480 |
|
| S4 |
1.1075 |
1.1150 |
1.1440 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1592 |
1.1444 |
0.0148 |
1.3% |
0.0066 |
0.6% |
52% |
True |
False |
1,619 |
| 10 |
1.1700 |
1.1444 |
0.0256 |
2.2% |
0.0072 |
0.6% |
30% |
False |
False |
1,866 |
| 20 |
1.1777 |
1.1444 |
0.0333 |
2.9% |
0.0070 |
0.6% |
23% |
False |
False |
1,978 |
| 40 |
1.1989 |
1.1444 |
0.0545 |
4.7% |
0.0072 |
0.6% |
14% |
False |
False |
1,257 |
| 60 |
1.1989 |
1.1444 |
0.0545 |
4.7% |
0.0070 |
0.6% |
14% |
False |
False |
866 |
| 80 |
1.1989 |
1.1444 |
0.0545 |
4.7% |
0.0062 |
0.5% |
14% |
False |
False |
659 |
| 100 |
1.2097 |
1.1444 |
0.0653 |
5.7% |
0.0061 |
0.5% |
12% |
False |
False |
535 |
| 120 |
1.2144 |
1.1444 |
0.0700 |
6.1% |
0.0062 |
0.5% |
11% |
False |
False |
453 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1930 |
|
2.618 |
1.1800 |
|
1.618 |
1.1721 |
|
1.000 |
1.1672 |
|
0.618 |
1.1641 |
|
HIGH |
1.1592 |
|
0.618 |
1.1562 |
|
0.500 |
1.1552 |
|
0.382 |
1.1543 |
|
LOW |
1.1513 |
|
0.618 |
1.1463 |
|
1.000 |
1.1433 |
|
1.618 |
1.1384 |
|
2.618 |
1.1304 |
|
4.250 |
1.1175 |
|
|
| Fisher Pivots for day following 02-Nov-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.1552 |
1.1520 |
| PP |
1.1542 |
1.1519 |
| S1 |
1.1531 |
1.1518 |
|