CME Euro FX (E) Future June 2019
| Trading Metrics calculated at close of trading on 19-Nov-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Nov-2018 |
19-Nov-2018 |
Change |
Change % |
Previous Week |
| Open |
1.1578 |
1.1623 |
0.0045 |
0.4% |
1.1536 |
| High |
1.1632 |
1.1670 |
0.0038 |
0.3% |
1.1632 |
| Low |
1.1558 |
1.1612 |
0.0055 |
0.5% |
1.1454 |
| Close |
1.1632 |
1.1670 |
0.0038 |
0.3% |
1.1632 |
| Range |
0.0075 |
0.0058 |
-0.0017 |
-22.1% |
0.0179 |
| ATR |
0.0059 |
0.0059 |
0.0000 |
-0.1% |
0.0000 |
| Volume |
2,095 |
8 |
-2,087 |
-99.6% |
4,374 |
|
| Daily Pivots for day following 19-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1825 |
1.1805 |
1.1702 |
|
| R3 |
1.1767 |
1.1747 |
1.1686 |
|
| R2 |
1.1709 |
1.1709 |
1.1681 |
|
| R1 |
1.1689 |
1.1689 |
1.1675 |
1.1699 |
| PP |
1.1651 |
1.1651 |
1.1651 |
1.1656 |
| S1 |
1.1631 |
1.1631 |
1.1665 |
1.1641 |
| S2 |
1.1593 |
1.1593 |
1.1659 |
|
| S3 |
1.1535 |
1.1573 |
1.1654 |
|
| S4 |
1.1477 |
1.1515 |
1.1638 |
|
|
| Weekly Pivots for week ending 16-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2108 |
1.2049 |
1.1730 |
|
| R3 |
1.1930 |
1.1870 |
1.1681 |
|
| R2 |
1.1751 |
1.1751 |
1.1665 |
|
| R1 |
1.1692 |
1.1692 |
1.1648 |
1.1721 |
| PP |
1.1573 |
1.1573 |
1.1573 |
1.1587 |
| S1 |
1.1513 |
1.1513 |
1.1616 |
1.1543 |
| S2 |
1.1394 |
1.1394 |
1.1599 |
|
| S3 |
1.1216 |
1.1335 |
1.1583 |
|
| S4 |
1.1037 |
1.1156 |
1.1534 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1670 |
1.1454 |
0.0217 |
1.9% |
0.0064 |
0.6% |
100% |
True |
False |
865 |
| 10 |
1.1727 |
1.1454 |
0.0273 |
2.3% |
0.0056 |
0.5% |
79% |
False |
False |
464 |
| 20 |
1.1727 |
1.1454 |
0.0274 |
2.3% |
0.0051 |
0.4% |
79% |
False |
False |
250 |
| 40 |
1.2066 |
1.1454 |
0.0613 |
5.2% |
0.0042 |
0.4% |
35% |
False |
False |
196 |
| 60 |
1.2069 |
1.1454 |
0.0615 |
5.3% |
0.0046 |
0.4% |
35% |
False |
False |
145 |
| 80 |
1.2069 |
1.1454 |
0.0615 |
5.3% |
0.0043 |
0.4% |
35% |
False |
False |
114 |
| 100 |
1.2111 |
1.1454 |
0.0658 |
5.6% |
0.0042 |
0.4% |
33% |
False |
False |
96 |
| 120 |
1.2188 |
1.1454 |
0.0735 |
6.3% |
0.0043 |
0.4% |
29% |
False |
False |
83 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1917 |
|
2.618 |
1.1822 |
|
1.618 |
1.1764 |
|
1.000 |
1.1728 |
|
0.618 |
1.1706 |
|
HIGH |
1.1670 |
|
0.618 |
1.1648 |
|
0.500 |
1.1641 |
|
0.382 |
1.1634 |
|
LOW |
1.1612 |
|
0.618 |
1.1576 |
|
1.000 |
1.1554 |
|
1.618 |
1.1518 |
|
2.618 |
1.1460 |
|
4.250 |
1.1366 |
|
|
| Fisher Pivots for day following 19-Nov-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.1660 |
1.1645 |
| PP |
1.1651 |
1.1621 |
| S1 |
1.1641 |
1.1596 |
|