CME Euro FX (E) Future March 2019
| Trading Metrics calculated at close of trading on 13-Nov-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Nov-2018 |
13-Nov-2018 |
Change |
Change % |
Previous Week |
| Open |
1.1452 |
1.1354 |
-0.0098 |
-0.9% |
1.1532 |
| High |
1.1459 |
1.1422 |
-0.0037 |
-0.3% |
1.1645 |
| Low |
1.1354 |
1.1353 |
-0.0001 |
0.0% |
1.1449 |
| Close |
1.1372 |
1.1399 |
0.0027 |
0.2% |
1.1468 |
| Range |
0.0105 |
0.0069 |
-0.0036 |
-34.3% |
0.0196 |
| ATR |
0.0076 |
0.0076 |
-0.0001 |
-0.7% |
0.0000 |
| Volume |
1,125 |
4,616 |
3,491 |
310.3% |
11,026 |
|
| Daily Pivots for day following 13-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1598 |
1.1567 |
1.1436 |
|
| R3 |
1.1529 |
1.1498 |
1.1417 |
|
| R2 |
1.1460 |
1.1460 |
1.1411 |
|
| R1 |
1.1429 |
1.1429 |
1.1405 |
1.1445 |
| PP |
1.1391 |
1.1391 |
1.1391 |
1.1399 |
| S1 |
1.1360 |
1.1360 |
1.1392 |
1.1376 |
| S2 |
1.1322 |
1.1322 |
1.1386 |
|
| S3 |
1.1253 |
1.1291 |
1.1380 |
|
| S4 |
1.1184 |
1.1222 |
1.1361 |
|
|
| 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 |
1.1353 |
0.0292 |
2.6% |
0.0085 |
0.7% |
16% |
False |
True |
2,034 |
| 10 |
1.1645 |
1.1353 |
0.0292 |
2.6% |
0.0078 |
0.7% |
16% |
False |
True |
2,175 |
| 20 |
1.1734 |
1.1353 |
0.0381 |
3.3% |
0.0075 |
0.7% |
12% |
False |
True |
2,015 |
| 40 |
1.1989 |
1.1353 |
0.0636 |
5.6% |
0.0073 |
0.6% |
7% |
False |
True |
1,646 |
| 60 |
1.1989 |
1.1353 |
0.0636 |
5.6% |
0.0071 |
0.6% |
7% |
False |
True |
1,138 |
| 80 |
1.1989 |
1.1353 |
0.0636 |
5.6% |
0.0064 |
0.6% |
7% |
False |
True |
862 |
| 100 |
1.2003 |
1.1353 |
0.0650 |
5.7% |
0.0061 |
0.5% |
7% |
False |
True |
698 |
| 120 |
1.2110 |
1.1353 |
0.0757 |
6.6% |
0.0063 |
0.6% |
6% |
False |
True |
591 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1715 |
|
2.618 |
1.1603 |
|
1.618 |
1.1534 |
|
1.000 |
1.1491 |
|
0.618 |
1.1465 |
|
HIGH |
1.1422 |
|
0.618 |
1.1396 |
|
0.500 |
1.1388 |
|
0.382 |
1.1379 |
|
LOW |
1.1353 |
|
0.618 |
1.1310 |
|
1.000 |
1.1284 |
|
1.618 |
1.1241 |
|
2.618 |
1.1172 |
|
4.250 |
1.1060 |
|
|
| Fisher Pivots for day following 13-Nov-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.1395 |
1.1427 |
| PP |
1.1391 |
1.1417 |
| S1 |
1.1388 |
1.1408 |
|