CME Euro FX (E) Future March 2019
| Trading Metrics calculated at close of trading on 12-Nov-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Nov-2018 |
12-Nov-2018 |
Change |
Change % |
Previous Week |
| Open |
1.1498 |
1.1452 |
-0.0047 |
-0.4% |
1.1532 |
| High |
1.1500 |
1.1459 |
-0.0041 |
-0.4% |
1.1645 |
| Low |
1.1449 |
1.1354 |
-0.0095 |
-0.8% |
1.1449 |
| Close |
1.1468 |
1.1372 |
-0.0096 |
-0.8% |
1.1468 |
| Range |
0.0051 |
0.0105 |
0.0054 |
105.9% |
0.0196 |
| ATR |
0.0074 |
0.0076 |
0.0003 |
3.9% |
0.0000 |
| Volume |
1,544 |
1,125 |
-419 |
-27.1% |
11,026 |
|
| Daily Pivots for day following 12-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1710 |
1.1646 |
1.1430 |
|
| R3 |
1.1605 |
1.1541 |
1.1401 |
|
| R2 |
1.1500 |
1.1500 |
1.1391 |
|
| R1 |
1.1436 |
1.1436 |
1.1382 |
1.1416 |
| PP |
1.1395 |
1.1395 |
1.1395 |
1.1385 |
| S1 |
1.1331 |
1.1331 |
1.1362 |
1.1311 |
| S2 |
1.1290 |
1.1290 |
1.1353 |
|
| S3 |
1.1185 |
1.1226 |
1.1343 |
|
| S4 |
1.1080 |
1.1121 |
1.1314 |
|
|
| Weekly Pivots for week ending 09-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2107 |
1.1983 |
1.1575 |
|
| R3 |
1.1911 |
1.1787 |
1.1521 |
|
| R2 |
1.1716 |
1.1716 |
1.1503 |
|
| R1 |
1.1592 |
1.1592 |
1.1485 |
1.1556 |
| PP |
1.1520 |
1.1520 |
1.1520 |
1.1503 |
| S1 |
1.1396 |
1.1396 |
1.1450 |
1.1361 |
| S2 |
1.1325 |
1.1325 |
1.1432 |
|
| S3 |
1.1129 |
1.1201 |
1.1414 |
|
| S4 |
1.0934 |
1.1005 |
1.1360 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1645 |
1.1354 |
0.0291 |
2.6% |
0.0080 |
0.7% |
6% |
False |
True |
1,735 |
| 10 |
1.1645 |
1.1354 |
0.0291 |
2.6% |
0.0075 |
0.7% |
6% |
False |
True |
1,922 |
| 20 |
1.1777 |
1.1354 |
0.0423 |
3.7% |
0.0075 |
0.7% |
4% |
False |
True |
1,804 |
| 40 |
1.1989 |
1.1354 |
0.0635 |
5.6% |
0.0073 |
0.6% |
3% |
False |
True |
1,534 |
| 60 |
1.1989 |
1.1354 |
0.0635 |
5.6% |
0.0071 |
0.6% |
3% |
False |
True |
1,061 |
| 80 |
1.1989 |
1.1354 |
0.0635 |
5.6% |
0.0064 |
0.6% |
3% |
False |
True |
804 |
| 100 |
1.2003 |
1.1354 |
0.0649 |
5.7% |
0.0060 |
0.5% |
3% |
False |
True |
652 |
| 120 |
1.2110 |
1.1354 |
0.0756 |
6.6% |
0.0063 |
0.5% |
2% |
False |
True |
553 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1905 |
|
2.618 |
1.1734 |
|
1.618 |
1.1629 |
|
1.000 |
1.1564 |
|
0.618 |
1.1524 |
|
HIGH |
1.1459 |
|
0.618 |
1.1419 |
|
0.500 |
1.1407 |
|
0.382 |
1.1394 |
|
LOW |
1.1354 |
|
0.618 |
1.1289 |
|
1.000 |
1.1249 |
|
1.618 |
1.1184 |
|
2.618 |
1.1079 |
|
4.250 |
1.0908 |
|
|
| Fisher Pivots for day following 12-Nov-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.1407 |
1.1467 |
| PP |
1.1395 |
1.1435 |
| S1 |
1.1384 |
1.1404 |
|