CME Euro FX (E) Future June 2019
Trading Metrics calculated at close of trading on 12-Nov-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Nov-2018 |
12-Nov-2018 |
Change |
Change % |
Previous Week |
Open |
1.1590 |
1.1536 |
-0.0054 |
-0.5% |
1.1607 |
High |
1.1590 |
1.1536 |
-0.0054 |
-0.5% |
1.1727 |
Low |
1.1559 |
1.1464 |
-0.0095 |
-0.8% |
1.1559 |
Close |
1.1564 |
1.1467 |
-0.0097 |
-0.8% |
1.1564 |
Range |
0.0031 |
0.0072 |
0.0041 |
130.6% |
0.0168 |
ATR |
0.0053 |
0.0057 |
0.0003 |
6.2% |
0.0000 |
Volume |
82 |
53 |
-29 |
-35.4% |
284 |
|
Daily Pivots for day following 12-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1703 |
1.1657 |
1.1506 |
|
R3 |
1.1632 |
1.1585 |
1.1487 |
|
R2 |
1.1560 |
1.1560 |
1.1480 |
|
R1 |
1.1514 |
1.1514 |
1.1474 |
1.1501 |
PP |
1.1489 |
1.1489 |
1.1489 |
1.1483 |
S1 |
1.1442 |
1.1442 |
1.1460 |
1.1430 |
S2 |
1.1417 |
1.1417 |
1.1454 |
|
S3 |
1.1346 |
1.1371 |
1.1447 |
|
S4 |
1.1274 |
1.1299 |
1.1428 |
|
|
Weekly Pivots for week ending 09-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.2120 |
1.2010 |
1.1656 |
|
R3 |
1.1952 |
1.1842 |
1.1610 |
|
R2 |
1.1784 |
1.1784 |
1.1594 |
|
R1 |
1.1674 |
1.1674 |
1.1579 |
1.1645 |
PP |
1.1616 |
1.1616 |
1.1616 |
1.1602 |
S1 |
1.1506 |
1.1506 |
1.1548 |
1.1477 |
S2 |
1.1448 |
1.1448 |
1.1533 |
|
S3 |
1.1280 |
1.1338 |
1.1517 |
|
S4 |
1.1112 |
1.1170 |
1.1471 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.1727 |
1.1464 |
0.0263 |
2.3% |
0.0047 |
0.4% |
1% |
False |
True |
62 |
10 |
1.1727 |
1.1464 |
0.0263 |
2.3% |
0.0046 |
0.4% |
1% |
False |
True |
42 |
20 |
1.1834 |
1.1464 |
0.0370 |
3.2% |
0.0041 |
0.4% |
1% |
False |
True |
48 |
40 |
1.2069 |
1.1464 |
0.0605 |
5.3% |
0.0038 |
0.3% |
0% |
False |
True |
90 |
60 |
1.2069 |
1.1464 |
0.0605 |
5.3% |
0.0045 |
0.4% |
0% |
False |
True |
75 |
80 |
1.2069 |
1.1464 |
0.0605 |
5.3% |
0.0041 |
0.4% |
0% |
False |
True |
63 |
100 |
1.2111 |
1.1464 |
0.0647 |
5.6% |
0.0041 |
0.4% |
0% |
False |
True |
54 |
120 |
1.2188 |
1.1464 |
0.0724 |
6.3% |
0.0043 |
0.4% |
0% |
False |
True |
49 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.1839 |
2.618 |
1.1723 |
1.618 |
1.1651 |
1.000 |
1.1607 |
0.618 |
1.1580 |
HIGH |
1.1536 |
0.618 |
1.1508 |
0.500 |
1.1500 |
0.382 |
1.1491 |
LOW |
1.1464 |
0.618 |
1.1420 |
1.000 |
1.1393 |
1.618 |
1.1348 |
2.618 |
1.1277 |
4.250 |
1.1160 |
|
|
Fisher Pivots for day following 12-Nov-2018 |
Pivot |
1 day |
3 day |
R1 |
1.1500 |
1.1559 |
PP |
1.1489 |
1.1528 |
S1 |
1.1478 |
1.1498 |
|