CME Euro FX (E) Future March 2019
| Trading Metrics calculated at close of trading on 29-Nov-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Nov-2018 |
29-Nov-2018 |
Change |
Change % |
Previous Week |
| Open |
1.1407 |
1.1477 |
0.0070 |
0.6% |
1.1540 |
| High |
1.1497 |
1.1508 |
0.0011 |
0.1% |
1.1592 |
| Low |
1.1380 |
1.1457 |
0.0077 |
0.7% |
1.1451 |
| Close |
1.1488 |
1.1497 |
0.0009 |
0.1% |
1.1453 |
| Range |
0.0118 |
0.0052 |
-0.0066 |
-56.2% |
0.0141 |
| ATR |
0.0080 |
0.0078 |
-0.0002 |
-2.6% |
0.0000 |
| Volume |
15,334 |
7,205 |
-8,129 |
-53.0% |
25,283 |
|
| Daily Pivots for day following 29-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1642 |
1.1621 |
1.1525 |
|
| R3 |
1.1590 |
1.1569 |
1.1511 |
|
| R2 |
1.1539 |
1.1539 |
1.1506 |
|
| R1 |
1.1518 |
1.1518 |
1.1501 |
1.1528 |
| PP |
1.1487 |
1.1487 |
1.1487 |
1.1492 |
| S1 |
1.1466 |
1.1466 |
1.1492 |
1.1477 |
| S2 |
1.1436 |
1.1436 |
1.1487 |
|
| S3 |
1.1384 |
1.1415 |
1.1482 |
|
| S4 |
1.1333 |
1.1363 |
1.1468 |
|
|
| 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 |
1.1550 |
1.1380 |
0.0170 |
1.5% |
0.0079 |
0.7% |
69% |
False |
False |
9,839 |
| 10 |
1.1592 |
1.1380 |
0.0212 |
1.8% |
0.0081 |
0.7% |
55% |
False |
False |
8,919 |
| 20 |
1.1645 |
1.1353 |
0.0292 |
2.5% |
0.0081 |
0.7% |
49% |
False |
False |
5,859 |
| 40 |
1.1777 |
1.1353 |
0.0424 |
3.7% |
0.0074 |
0.6% |
34% |
False |
False |
3,936 |
| 60 |
1.1989 |
1.1353 |
0.0636 |
5.5% |
0.0074 |
0.6% |
23% |
False |
False |
2,750 |
| 80 |
1.1989 |
1.1353 |
0.0636 |
5.5% |
0.0072 |
0.6% |
23% |
False |
False |
2,083 |
| 100 |
1.1989 |
1.1353 |
0.0636 |
5.5% |
0.0065 |
0.6% |
23% |
False |
False |
1,674 |
| 120 |
1.2097 |
1.1353 |
0.0744 |
6.5% |
0.0064 |
0.6% |
19% |
False |
False |
1,401 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1727 |
|
2.618 |
1.1643 |
|
1.618 |
1.1591 |
|
1.000 |
1.1560 |
|
0.618 |
1.1540 |
|
HIGH |
1.1508 |
|
0.618 |
1.1488 |
|
0.500 |
1.1482 |
|
0.382 |
1.1476 |
|
LOW |
1.1457 |
|
0.618 |
1.1425 |
|
1.000 |
1.1405 |
|
1.618 |
1.1373 |
|
2.618 |
1.1322 |
|
4.250 |
1.1238 |
|
|
| Fisher Pivots for day following 29-Nov-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.1492 |
1.1479 |
| PP |
1.1487 |
1.1461 |
| S1 |
1.1482 |
1.1444 |
|