CME Euro FX (E) Future March 2019
| Trading Metrics calculated at close of trading on 07-Nov-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Nov-2018 |
07-Nov-2018 |
Change |
Change % |
Previous Week |
| Open |
1.1537 |
1.1567 |
0.0030 |
0.3% |
1.1544 |
| High |
1.1574 |
1.1645 |
0.0071 |
0.6% |
1.1592 |
| Low |
1.1532 |
1.1539 |
0.0007 |
0.1% |
1.1444 |
| Close |
1.1549 |
1.1591 |
0.0043 |
0.4% |
1.1521 |
| Range |
0.0042 |
0.0106 |
0.0065 |
155.4% |
0.0148 |
| ATR |
0.0070 |
0.0073 |
0.0003 |
3.6% |
0.0000 |
| Volume |
3,123 |
1,616 |
-1,507 |
-48.3% |
8,095 |
|
| Daily Pivots for day following 07-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1909 |
1.1856 |
1.1649 |
|
| R3 |
1.1803 |
1.1750 |
1.1620 |
|
| R2 |
1.1697 |
1.1697 |
1.1610 |
|
| R1 |
1.1644 |
1.1644 |
1.1601 |
1.1671 |
| PP |
1.1591 |
1.1591 |
1.1591 |
1.1605 |
| S1 |
1.1538 |
1.1538 |
1.1581 |
1.1565 |
| S2 |
1.1485 |
1.1485 |
1.1572 |
|
| S3 |
1.1379 |
1.1432 |
1.1562 |
|
| S4 |
1.1273 |
1.1326 |
1.1533 |
|
|
| 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 |
1.1645 |
1.1456 |
0.0189 |
1.6% |
0.0081 |
0.7% |
72% |
True |
False |
2,148 |
| 10 |
1.1645 |
1.1444 |
0.0201 |
1.7% |
0.0070 |
0.6% |
73% |
True |
False |
1,842 |
| 20 |
1.1777 |
1.1444 |
0.0333 |
2.9% |
0.0072 |
0.6% |
44% |
False |
False |
2,220 |
| 40 |
1.1989 |
1.1444 |
0.0545 |
4.7% |
0.0072 |
0.6% |
27% |
False |
False |
1,450 |
| 60 |
1.1989 |
1.1444 |
0.0545 |
4.7% |
0.0070 |
0.6% |
27% |
False |
False |
999 |
| 80 |
1.1989 |
1.1444 |
0.0545 |
4.7% |
0.0063 |
0.5% |
27% |
False |
False |
760 |
| 100 |
1.2003 |
1.1444 |
0.0559 |
4.8% |
0.0060 |
0.5% |
26% |
False |
False |
615 |
| 120 |
1.2121 |
1.1444 |
0.0677 |
5.8% |
0.0062 |
0.5% |
22% |
False |
False |
521 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2095 |
|
2.618 |
1.1922 |
|
1.618 |
1.1816 |
|
1.000 |
1.1751 |
|
0.618 |
1.1710 |
|
HIGH |
1.1645 |
|
0.618 |
1.1604 |
|
0.500 |
1.1592 |
|
0.382 |
1.1579 |
|
LOW |
1.1539 |
|
0.618 |
1.1473 |
|
1.000 |
1.1433 |
|
1.618 |
1.1367 |
|
2.618 |
1.1261 |
|
4.250 |
1.1088 |
|
|
| Fisher Pivots for day following 07-Nov-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.1592 |
1.1583 |
| PP |
1.1591 |
1.1575 |
| S1 |
1.1591 |
1.1567 |
|