CME Euro FX (E) Future March 2019
| Trading Metrics calculated at close of trading on 05-Nov-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Nov-2018 |
05-Nov-2018 |
Change |
Change % |
Previous Week |
| Open |
1.1543 |
1.1532 |
-0.0011 |
-0.1% |
1.1544 |
| High |
1.1592 |
1.1560 |
-0.0032 |
-0.3% |
1.1592 |
| Low |
1.1513 |
1.1489 |
-0.0024 |
-0.2% |
1.1444 |
| Close |
1.1521 |
1.1555 |
0.0034 |
0.3% |
1.1521 |
| Range |
0.0080 |
0.0071 |
-0.0009 |
-10.7% |
0.0148 |
| ATR |
0.0073 |
0.0073 |
0.0000 |
-0.2% |
0.0000 |
| Volume |
1,672 |
3,472 |
1,800 |
107.7% |
8,095 |
|
| Daily Pivots for day following 05-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1748 |
1.1722 |
1.1594 |
|
| R3 |
1.1677 |
1.1651 |
1.1574 |
|
| R2 |
1.1606 |
1.1606 |
1.1568 |
|
| R1 |
1.1580 |
1.1580 |
1.1561 |
1.1593 |
| PP |
1.1535 |
1.1535 |
1.1535 |
1.1541 |
| S1 |
1.1509 |
1.1509 |
1.1548 |
1.1522 |
| S2 |
1.1464 |
1.1464 |
1.1541 |
|
| S3 |
1.1393 |
1.1438 |
1.1535 |
|
| S4 |
1.1322 |
1.1367 |
1.1515 |
|
|
| 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% |
0.0071 |
0.6% |
75% |
False |
False |
2,109 |
| 10 |
1.1640 |
1.1444 |
0.0196 |
1.7% |
0.0069 |
0.6% |
57% |
False |
False |
2,089 |
| 20 |
1.1777 |
1.1444 |
0.0333 |
2.9% |
0.0071 |
0.6% |
33% |
False |
False |
2,132 |
| 40 |
1.1989 |
1.1444 |
0.0545 |
4.7% |
0.0072 |
0.6% |
20% |
False |
False |
1,339 |
| 60 |
1.1989 |
1.1444 |
0.0545 |
4.7% |
0.0069 |
0.6% |
20% |
False |
False |
922 |
| 80 |
1.1989 |
1.1444 |
0.0545 |
4.7% |
0.0062 |
0.5% |
20% |
False |
False |
702 |
| 100 |
1.2003 |
1.1444 |
0.0559 |
4.8% |
0.0059 |
0.5% |
20% |
False |
False |
568 |
| 120 |
1.2122 |
1.1444 |
0.0678 |
5.9% |
0.0062 |
0.5% |
16% |
False |
False |
482 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1862 |
|
2.618 |
1.1746 |
|
1.618 |
1.1675 |
|
1.000 |
1.1631 |
|
0.618 |
1.1604 |
|
HIGH |
1.1560 |
|
0.618 |
1.1533 |
|
0.500 |
1.1525 |
|
0.382 |
1.1516 |
|
LOW |
1.1489 |
|
0.618 |
1.1445 |
|
1.000 |
1.1418 |
|
1.618 |
1.1374 |
|
2.618 |
1.1303 |
|
4.250 |
1.1187 |
|
|
| Fisher Pivots for day following 05-Nov-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.1545 |
1.1544 |
| PP |
1.1535 |
1.1534 |
| S1 |
1.1525 |
1.1524 |
|