CME Euro FX (E) Future March 2019
| Trading Metrics calculated at close of trading on 21-Nov-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Nov-2018 |
21-Nov-2018 |
Change |
Change % |
Previous Week |
| Open |
1.1574 |
1.1492 |
-0.0083 |
-0.7% |
1.1452 |
| High |
1.1592 |
1.1546 |
-0.0046 |
-0.4% |
1.1545 |
| Low |
1.1480 |
1.1489 |
0.0009 |
0.1% |
1.1353 |
| Close |
1.1489 |
1.1510 |
0.0021 |
0.2% |
1.1537 |
| Range |
0.0112 |
0.0057 |
-0.0055 |
-49.1% |
0.0192 |
| ATR |
0.0080 |
0.0078 |
-0.0002 |
-2.1% |
0.0000 |
| Volume |
14,139 |
3,612 |
-10,527 |
-74.5% |
34,811 |
|
| Daily Pivots for day following 21-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1686 |
1.1655 |
1.1541 |
|
| R3 |
1.1629 |
1.1598 |
1.1525 |
|
| R2 |
1.1572 |
1.1572 |
1.1520 |
|
| R1 |
1.1541 |
1.1541 |
1.1515 |
1.1556 |
| PP |
1.1515 |
1.1515 |
1.1515 |
1.1522 |
| S1 |
1.1484 |
1.1484 |
1.1504 |
1.1499 |
| S2 |
1.1458 |
1.1458 |
1.1499 |
|
| S3 |
1.1401 |
1.1427 |
1.1494 |
|
| S4 |
1.1344 |
1.1370 |
1.1478 |
|
|
| Weekly Pivots for week ending 16-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2054 |
1.1988 |
1.1643 |
|
| R3 |
1.1862 |
1.1796 |
1.1590 |
|
| R2 |
1.1670 |
1.1670 |
1.1572 |
|
| R1 |
1.1604 |
1.1604 |
1.1555 |
1.1637 |
| PP |
1.1478 |
1.1478 |
1.1478 |
1.1495 |
| S1 |
1.1412 |
1.1412 |
1.1519 |
1.1445 |
| S2 |
1.1286 |
1.1286 |
1.1502 |
|
| S3 |
1.1094 |
1.1220 |
1.1484 |
|
| S4 |
1.0902 |
1.1028 |
1.1431 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1592 |
1.1398 |
0.0194 |
1.7% |
0.0084 |
0.7% |
58% |
False |
False |
7,998 |
| 10 |
1.1592 |
1.1353 |
0.0239 |
2.1% |
0.0082 |
0.7% |
66% |
False |
False |
5,725 |
| 20 |
1.1645 |
1.1353 |
0.0292 |
2.5% |
0.0076 |
0.7% |
54% |
False |
False |
3,783 |
| 40 |
1.1923 |
1.1353 |
0.0570 |
5.0% |
0.0075 |
0.7% |
27% |
False |
False |
2,815 |
| 60 |
1.1989 |
1.1353 |
0.0636 |
5.5% |
0.0073 |
0.6% |
25% |
False |
False |
1,944 |
| 80 |
1.1989 |
1.1353 |
0.0636 |
5.5% |
0.0068 |
0.6% |
25% |
False |
False |
1,469 |
| 100 |
1.2003 |
1.1353 |
0.0650 |
5.6% |
0.0062 |
0.5% |
24% |
False |
False |
1,184 |
| 120 |
1.2110 |
1.1353 |
0.0757 |
6.6% |
0.0062 |
0.5% |
21% |
False |
False |
993 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1788 |
|
2.618 |
1.1695 |
|
1.618 |
1.1638 |
|
1.000 |
1.1603 |
|
0.618 |
1.1581 |
|
HIGH |
1.1546 |
|
0.618 |
1.1524 |
|
0.500 |
1.1517 |
|
0.382 |
1.1510 |
|
LOW |
1.1489 |
|
0.618 |
1.1453 |
|
1.000 |
1.1432 |
|
1.618 |
1.1396 |
|
2.618 |
1.1339 |
|
4.250 |
1.1246 |
|
|
| Fisher Pivots for day following 21-Nov-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.1517 |
1.1536 |
| PP |
1.1515 |
1.1527 |
| S1 |
1.1512 |
1.1518 |
|