CME Euro FX (E) Future June 2019
| Trading Metrics calculated at close of trading on 15-Nov-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Nov-2018 |
15-Nov-2018 |
Change |
Change % |
Previous Week |
| Open |
1.1531 |
1.1540 |
0.0009 |
0.1% |
1.1607 |
| High |
1.1564 |
1.1580 |
0.0016 |
0.1% |
1.1727 |
| Low |
1.1491 |
1.1522 |
0.0031 |
0.3% |
1.1559 |
| Close |
1.1563 |
1.1571 |
0.0009 |
0.1% |
1.1564 |
| Range |
0.0073 |
0.0058 |
-0.0015 |
-20.0% |
0.0168 |
| ATR |
0.0058 |
0.0058 |
0.0000 |
0.0% |
0.0000 |
| Volume |
95 |
2,085 |
1,990 |
2,094.7% |
284 |
|
| Daily Pivots for day following 15-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1731 |
1.1709 |
1.1603 |
|
| R3 |
1.1673 |
1.1651 |
1.1587 |
|
| R2 |
1.1615 |
1.1615 |
1.1582 |
|
| R1 |
1.1593 |
1.1593 |
1.1576 |
1.1604 |
| PP |
1.1557 |
1.1557 |
1.1557 |
1.1563 |
| S1 |
1.1535 |
1.1535 |
1.1566 |
1.1546 |
| S2 |
1.1499 |
1.1499 |
1.1560 |
|
| S3 |
1.1441 |
1.1477 |
1.1555 |
|
| S4 |
1.1383 |
1.1419 |
1.1539 |
|
|
| 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 |
1.1590 |
1.1454 |
0.0136 |
1.2% |
0.0058 |
0.5% |
86% |
False |
False |
472 |
| 10 |
1.1727 |
1.1454 |
0.0273 |
2.4% |
0.0052 |
0.5% |
43% |
False |
False |
256 |
| 20 |
1.1761 |
1.1454 |
0.0308 |
2.7% |
0.0048 |
0.4% |
38% |
False |
False |
157 |
| 40 |
1.2069 |
1.1454 |
0.0615 |
5.3% |
0.0040 |
0.3% |
19% |
False |
False |
144 |
| 60 |
1.2069 |
1.1454 |
0.0615 |
5.3% |
0.0045 |
0.4% |
19% |
False |
False |
110 |
| 80 |
1.2069 |
1.1454 |
0.0615 |
5.3% |
0.0042 |
0.4% |
19% |
False |
False |
90 |
| 100 |
1.2111 |
1.1454 |
0.0658 |
5.7% |
0.0042 |
0.4% |
18% |
False |
False |
75 |
| 120 |
1.2188 |
1.1454 |
0.0735 |
6.3% |
0.0043 |
0.4% |
16% |
False |
False |
66 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1826 |
|
2.618 |
1.1731 |
|
1.618 |
1.1673 |
|
1.000 |
1.1638 |
|
0.618 |
1.1615 |
|
HIGH |
1.1580 |
|
0.618 |
1.1557 |
|
0.500 |
1.1551 |
|
0.382 |
1.1544 |
|
LOW |
1.1522 |
|
0.618 |
1.1486 |
|
1.000 |
1.1464 |
|
1.618 |
1.1428 |
|
2.618 |
1.1370 |
|
4.250 |
1.1275 |
|
|
| Fisher Pivots for day following 15-Nov-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.1564 |
1.1553 |
| PP |
1.1557 |
1.1535 |
| S1 |
1.1551 |
1.1517 |
|