CME Euro FX (E) Future March 2019
| Trading Metrics calculated at close of trading on 30-Nov-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Nov-2018 |
30-Nov-2018 |
Change |
Change % |
Previous Week |
| Open |
1.1477 |
1.1496 |
0.0019 |
0.2% |
1.1453 |
| High |
1.1508 |
1.1505 |
-0.0003 |
0.0% |
1.1508 |
| Low |
1.1457 |
1.1414 |
-0.0043 |
-0.4% |
1.1380 |
| Close |
1.1497 |
1.1417 |
-0.0080 |
-0.7% |
1.1417 |
| Range |
0.0052 |
0.0092 |
0.0040 |
77.7% |
0.0129 |
| ATR |
0.0078 |
0.0079 |
0.0001 |
1.2% |
0.0000 |
| Volume |
7,205 |
16,255 |
9,050 |
125.6% |
59,793 |
|
| Daily Pivots for day following 30-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1720 |
1.1660 |
1.1467 |
|
| R3 |
1.1628 |
1.1568 |
1.1442 |
|
| R2 |
1.1537 |
1.1537 |
1.1434 |
|
| R1 |
1.1477 |
1.1477 |
1.1425 |
1.1461 |
| PP |
1.1445 |
1.1445 |
1.1445 |
1.1437 |
| S1 |
1.1385 |
1.1385 |
1.1409 |
1.1370 |
| S2 |
1.1354 |
1.1354 |
1.1400 |
|
| S3 |
1.1262 |
1.1294 |
1.1392 |
|
| S4 |
1.1171 |
1.1202 |
1.1367 |
|
|
| Weekly Pivots for week ending 30-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1820 |
1.1747 |
1.1488 |
|
| R3 |
1.1692 |
1.1619 |
1.1452 |
|
| R2 |
1.1563 |
1.1563 |
1.1441 |
|
| R1 |
1.1490 |
1.1490 |
1.1429 |
1.1463 |
| PP |
1.1435 |
1.1435 |
1.1435 |
1.1421 |
| S1 |
1.1362 |
1.1362 |
1.1405 |
1.1334 |
| S2 |
1.1306 |
1.1306 |
1.1393 |
|
| S3 |
1.1178 |
1.1233 |
1.1382 |
|
| S4 |
1.1049 |
1.1105 |
1.1346 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1508 |
1.1380 |
0.0129 |
1.1% |
0.0077 |
0.7% |
29% |
False |
False |
11,958 |
| 10 |
1.1592 |
1.1380 |
0.0212 |
1.9% |
0.0082 |
0.7% |
18% |
False |
False |
9,186 |
| 20 |
1.1645 |
1.1353 |
0.0292 |
2.6% |
0.0080 |
0.7% |
22% |
False |
False |
6,629 |
| 40 |
1.1777 |
1.1353 |
0.0424 |
3.7% |
0.0075 |
0.7% |
15% |
False |
False |
4,268 |
| 60 |
1.1989 |
1.1353 |
0.0636 |
5.6% |
0.0075 |
0.7% |
10% |
False |
False |
3,021 |
| 80 |
1.1989 |
1.1353 |
0.0636 |
5.6% |
0.0072 |
0.6% |
10% |
False |
False |
2,286 |
| 100 |
1.1989 |
1.1353 |
0.0636 |
5.6% |
0.0065 |
0.6% |
10% |
False |
False |
1,836 |
| 120 |
1.2097 |
1.1353 |
0.0744 |
6.5% |
0.0064 |
0.6% |
9% |
False |
False |
1,536 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1894 |
|
2.618 |
1.1745 |
|
1.618 |
1.1653 |
|
1.000 |
1.1597 |
|
0.618 |
1.1562 |
|
HIGH |
1.1505 |
|
0.618 |
1.1470 |
|
0.500 |
1.1459 |
|
0.382 |
1.1448 |
|
LOW |
1.1414 |
|
0.618 |
1.1357 |
|
1.000 |
1.1322 |
|
1.618 |
1.1265 |
|
2.618 |
1.1174 |
|
4.250 |
1.1025 |
|
|
| Fisher Pivots for day following 30-Nov-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.1459 |
1.1444 |
| PP |
1.1445 |
1.1435 |
| S1 |
1.1431 |
1.1426 |
|