CME Euro FX (E) Future March 2019
| Trading Metrics calculated at close of trading on 08-Nov-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Nov-2018 |
08-Nov-2018 |
Change |
Change % |
Previous Week |
| Open |
1.1567 |
1.1565 |
-0.0003 |
0.0% |
1.1544 |
| High |
1.1645 |
1.1580 |
-0.0065 |
-0.6% |
1.1592 |
| Low |
1.1539 |
1.1484 |
-0.0055 |
-0.5% |
1.1444 |
| Close |
1.1591 |
1.1489 |
-0.0103 |
-0.9% |
1.1521 |
| Range |
0.0106 |
0.0096 |
-0.0011 |
-9.9% |
0.0148 |
| ATR |
0.0073 |
0.0075 |
0.0002 |
3.3% |
0.0000 |
| Volume |
1,616 |
1,271 |
-345 |
-21.3% |
8,095 |
|
| Daily Pivots for day following 08-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1804 |
1.1742 |
1.1541 |
|
| R3 |
1.1708 |
1.1646 |
1.1515 |
|
| R2 |
1.1613 |
1.1613 |
1.1506 |
|
| R1 |
1.1551 |
1.1551 |
1.1497 |
1.1534 |
| PP |
1.1517 |
1.1517 |
1.1517 |
1.1509 |
| S1 |
1.1455 |
1.1455 |
1.1480 |
1.1439 |
| S2 |
1.1422 |
1.1422 |
1.1471 |
|
| S3 |
1.1326 |
1.1360 |
1.1462 |
|
| S4 |
1.1231 |
1.1264 |
1.1436 |
|
|
| 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 |
1.1484 |
0.0161 |
1.4% |
0.0079 |
0.7% |
3% |
False |
True |
2,230 |
| 10 |
1.1645 |
1.1444 |
0.0201 |
1.7% |
0.0072 |
0.6% |
22% |
False |
False |
1,834 |
| 20 |
1.1777 |
1.1444 |
0.0333 |
2.9% |
0.0073 |
0.6% |
13% |
False |
False |
2,090 |
| 40 |
1.1989 |
1.1444 |
0.0545 |
4.7% |
0.0073 |
0.6% |
8% |
False |
False |
1,475 |
| 60 |
1.1989 |
1.1444 |
0.0545 |
4.7% |
0.0071 |
0.6% |
8% |
False |
False |
1,019 |
| 80 |
1.1989 |
1.1444 |
0.0545 |
4.7% |
0.0064 |
0.6% |
8% |
False |
False |
775 |
| 100 |
1.2003 |
1.1444 |
0.0559 |
4.9% |
0.0060 |
0.5% |
8% |
False |
False |
627 |
| 120 |
1.2121 |
1.1444 |
0.0677 |
5.9% |
0.0062 |
0.5% |
7% |
False |
False |
532 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1985 |
|
2.618 |
1.1830 |
|
1.618 |
1.1734 |
|
1.000 |
1.1675 |
|
0.618 |
1.1639 |
|
HIGH |
1.1580 |
|
0.618 |
1.1543 |
|
0.500 |
1.1532 |
|
0.382 |
1.1520 |
|
LOW |
1.1484 |
|
0.618 |
1.1425 |
|
1.000 |
1.1389 |
|
1.618 |
1.1329 |
|
2.618 |
1.1234 |
|
4.250 |
1.1078 |
|
|
| Fisher Pivots for day following 08-Nov-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.1532 |
1.1564 |
| PP |
1.1517 |
1.1539 |
| S1 |
1.1503 |
1.1514 |
|