CME Euro FX (E) Future June 2019
| Trading Metrics calculated at close of trading on 13-Nov-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Nov-2018 |
13-Nov-2018 |
Change |
Change % |
Previous Week |
| Open |
1.1536 |
1.1474 |
-0.0062 |
-0.5% |
1.1607 |
| High |
1.1536 |
1.1513 |
-0.0023 |
-0.2% |
1.1727 |
| Low |
1.1464 |
1.1454 |
-0.0011 |
-0.1% |
1.1559 |
| Close |
1.1467 |
1.1494 |
0.0027 |
0.2% |
1.1564 |
| Range |
0.0072 |
0.0059 |
-0.0013 |
-17.5% |
0.0168 |
| ATR |
0.0057 |
0.0057 |
0.0000 |
0.3% |
0.0000 |
| Volume |
53 |
46 |
-7 |
-13.2% |
284 |
|
| Daily Pivots for day following 13-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1664 |
1.1638 |
1.1526 |
|
| R3 |
1.1605 |
1.1579 |
1.1510 |
|
| R2 |
1.1546 |
1.1546 |
1.1505 |
|
| R1 |
1.1520 |
1.1520 |
1.1499 |
1.1533 |
| PP |
1.1487 |
1.1487 |
1.1487 |
1.1493 |
| S1 |
1.1461 |
1.1461 |
1.1489 |
1.1474 |
| S2 |
1.1428 |
1.1428 |
1.1483 |
|
| S3 |
1.1369 |
1.1402 |
1.1478 |
|
| S4 |
1.1310 |
1.1343 |
1.1462 |
|
|
| 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 |
1.1454 |
0.0273 |
2.4% |
0.0055 |
0.5% |
15% |
False |
True |
55 |
| 10 |
1.1727 |
1.1454 |
0.0273 |
2.4% |
0.0048 |
0.4% |
15% |
False |
True |
40 |
| 20 |
1.1782 |
1.1454 |
0.0329 |
2.9% |
0.0044 |
0.4% |
12% |
False |
True |
50 |
| 40 |
1.2069 |
1.1454 |
0.0615 |
5.4% |
0.0038 |
0.3% |
7% |
False |
True |
91 |
| 60 |
1.2069 |
1.1454 |
0.0615 |
5.4% |
0.0045 |
0.4% |
7% |
False |
True |
76 |
| 80 |
1.2069 |
1.1454 |
0.0615 |
5.4% |
0.0041 |
0.4% |
7% |
False |
True |
63 |
| 100 |
1.2111 |
1.1454 |
0.0658 |
5.7% |
0.0042 |
0.4% |
6% |
False |
True |
54 |
| 120 |
1.2188 |
1.1454 |
0.0735 |
6.4% |
0.0043 |
0.4% |
6% |
False |
True |
49 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1763 |
|
2.618 |
1.1667 |
|
1.618 |
1.1608 |
|
1.000 |
1.1572 |
|
0.618 |
1.1549 |
|
HIGH |
1.1513 |
|
0.618 |
1.1490 |
|
0.500 |
1.1483 |
|
0.382 |
1.1476 |
|
LOW |
1.1454 |
|
0.618 |
1.1417 |
|
1.000 |
1.1395 |
|
1.618 |
1.1358 |
|
2.618 |
1.1299 |
|
4.250 |
1.1203 |
|
|
| Fisher Pivots for day following 13-Nov-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.1490 |
1.1522 |
| PP |
1.1487 |
1.1512 |
| S1 |
1.1483 |
1.1503 |
|