CME Euro FX (E) Future March 2019
| Trading Metrics calculated at close of trading on 27-Nov-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Nov-2018 |
27-Nov-2018 |
Change |
Change % |
Previous Week |
| Open |
1.1453 |
1.1446 |
-0.0007 |
-0.1% |
1.1540 |
| High |
1.1499 |
1.1457 |
-0.0042 |
-0.4% |
1.1592 |
| Low |
1.1440 |
1.1391 |
-0.0050 |
-0.4% |
1.1451 |
| Close |
1.1445 |
1.1408 |
-0.0037 |
-0.3% |
1.1453 |
| Range |
0.0059 |
0.0067 |
0.0008 |
13.7% |
0.0141 |
| ATR |
0.0078 |
0.0078 |
-0.0001 |
-1.1% |
0.0000 |
| Volume |
5,070 |
15,929 |
10,859 |
214.2% |
25,283 |
|
| Daily Pivots for day following 27-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1618 |
1.1580 |
1.1445 |
|
| R3 |
1.1552 |
1.1513 |
1.1426 |
|
| R2 |
1.1485 |
1.1485 |
1.1420 |
|
| R1 |
1.1447 |
1.1447 |
1.1414 |
1.1433 |
| PP |
1.1419 |
1.1419 |
1.1419 |
1.1412 |
| S1 |
1.1380 |
1.1380 |
1.1402 |
1.1366 |
| S2 |
1.1352 |
1.1352 |
1.1396 |
|
| S3 |
1.1286 |
1.1314 |
1.1390 |
|
| S4 |
1.1219 |
1.1247 |
1.1371 |
|
|
| 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 |
1.1391 |
0.0201 |
1.8% |
0.0079 |
0.7% |
9% |
False |
True |
8,881 |
| 10 |
1.1592 |
1.1353 |
0.0239 |
2.1% |
0.0080 |
0.7% |
23% |
False |
False |
7,996 |
| 20 |
1.1645 |
1.1353 |
0.0292 |
2.6% |
0.0077 |
0.7% |
19% |
False |
False |
4,959 |
| 40 |
1.1777 |
1.1353 |
0.0424 |
3.7% |
0.0075 |
0.7% |
13% |
False |
False |
3,415 |
| 60 |
1.1989 |
1.1353 |
0.0636 |
5.6% |
0.0073 |
0.6% |
9% |
False |
False |
2,381 |
| 80 |
1.1989 |
1.1353 |
0.0636 |
5.6% |
0.0070 |
0.6% |
9% |
False |
False |
1,802 |
| 100 |
1.1997 |
1.1353 |
0.0644 |
5.6% |
0.0063 |
0.6% |
9% |
False |
False |
1,449 |
| 120 |
1.2097 |
1.1353 |
0.0744 |
6.5% |
0.0063 |
0.6% |
7% |
False |
False |
1,214 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1740 |
|
2.618 |
1.1631 |
|
1.618 |
1.1565 |
|
1.000 |
1.1524 |
|
0.618 |
1.1498 |
|
HIGH |
1.1457 |
|
0.618 |
1.1432 |
|
0.500 |
1.1424 |
|
0.382 |
1.1416 |
|
LOW |
1.1391 |
|
0.618 |
1.1349 |
|
1.000 |
1.1324 |
|
1.618 |
1.1283 |
|
2.618 |
1.1216 |
|
4.250 |
1.1108 |
|
|
| Fisher Pivots for day following 27-Nov-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.1424 |
1.1470 |
| PP |
1.1419 |
1.1449 |
| S1 |
1.1413 |
1.1429 |
|