CME Euro FX (E) Future March 2019
| Trading Metrics calculated at close of trading on 26-Nov-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Nov-2018 |
26-Nov-2018 |
Change |
Change % |
Previous Week |
| Open |
1.1508 |
1.1453 |
-0.0055 |
-0.5% |
1.1540 |
| High |
1.1550 |
1.1499 |
-0.0051 |
-0.4% |
1.1592 |
| Low |
1.1451 |
1.1440 |
-0.0011 |
-0.1% |
1.1451 |
| Close |
1.1453 |
1.1445 |
-0.0009 |
-0.1% |
1.1453 |
| Range |
0.0099 |
0.0059 |
-0.0041 |
-40.9% |
0.0141 |
| ATR |
0.0080 |
0.0078 |
-0.0002 |
-1.9% |
0.0000 |
| Volume |
5,658 |
5,070 |
-588 |
-10.4% |
25,283 |
|
| Daily Pivots for day following 26-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1637 |
1.1599 |
1.1477 |
|
| R3 |
1.1578 |
1.1541 |
1.1461 |
|
| R2 |
1.1520 |
1.1520 |
1.1455 |
|
| R1 |
1.1482 |
1.1482 |
1.1450 |
1.1472 |
| PP |
1.1461 |
1.1461 |
1.1461 |
1.1456 |
| S1 |
1.1424 |
1.1424 |
1.1439 |
1.1413 |
| S2 |
1.1403 |
1.1403 |
1.1434 |
|
| S3 |
1.1344 |
1.1365 |
1.1428 |
|
| S4 |
1.1286 |
1.1307 |
1.1412 |
|
|
| Weekly Pivots for week ending 23-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1921 |
1.1828 |
1.1531 |
|
| R3 |
1.1780 |
1.1687 |
1.1492 |
|
| R2 |
1.1639 |
1.1639 |
1.1479 |
|
| R1 |
1.1546 |
1.1546 |
1.1466 |
1.1522 |
| PP |
1.1498 |
1.1498 |
1.1498 |
1.1486 |
| S1 |
1.1405 |
1.1405 |
1.1440 |
1.1381 |
| S2 |
1.1357 |
1.1357 |
1.1427 |
|
| S3 |
1.1216 |
1.1264 |
1.1414 |
|
| S4 |
1.1075 |
1.1123 |
1.1375 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1592 |
1.1440 |
0.0152 |
1.3% |
0.0078 |
0.7% |
3% |
False |
True |
6,070 |
| 10 |
1.1592 |
1.1353 |
0.0239 |
2.1% |
0.0083 |
0.7% |
38% |
False |
False |
6,516 |
| 20 |
1.1645 |
1.1353 |
0.0292 |
2.5% |
0.0076 |
0.7% |
31% |
False |
False |
4,214 |
| 40 |
1.1792 |
1.1353 |
0.0439 |
3.8% |
0.0075 |
0.7% |
21% |
False |
False |
3,036 |
| 60 |
1.1989 |
1.1353 |
0.0636 |
5.6% |
0.0074 |
0.6% |
14% |
False |
False |
2,117 |
| 80 |
1.1989 |
1.1353 |
0.0636 |
5.6% |
0.0069 |
0.6% |
14% |
False |
False |
1,603 |
| 100 |
1.2003 |
1.1353 |
0.0650 |
5.7% |
0.0063 |
0.6% |
14% |
False |
False |
1,290 |
| 120 |
1.2110 |
1.1353 |
0.0757 |
6.6% |
0.0062 |
0.5% |
12% |
False |
False |
1,082 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1747 |
|
2.618 |
1.1652 |
|
1.618 |
1.1593 |
|
1.000 |
1.1557 |
|
0.618 |
1.1535 |
|
HIGH |
1.1499 |
|
0.618 |
1.1476 |
|
0.500 |
1.1469 |
|
0.382 |
1.1462 |
|
LOW |
1.1440 |
|
0.618 |
1.1404 |
|
1.000 |
1.1382 |
|
1.618 |
1.1345 |
|
2.618 |
1.1287 |
|
4.250 |
1.1191 |
|
|
| Fisher Pivots for day following 26-Nov-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.1469 |
1.1495 |
| PP |
1.1461 |
1.1478 |
| S1 |
1.1453 |
1.1461 |
|