CME Euro FX (E) Future June 2019
| Trading Metrics calculated at close of trading on 21-Nov-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Nov-2018 |
21-Nov-2018 |
Change |
Change % |
Previous Week |
| Open |
1.1674 |
1.1593 |
-0.0082 |
-0.7% |
1.1536 |
| High |
1.1674 |
1.1639 |
-0.0036 |
-0.3% |
1.1632 |
| Low |
1.1574 |
1.1593 |
0.0019 |
0.2% |
1.1454 |
| Close |
1.1582 |
1.1603 |
0.0021 |
0.2% |
1.1632 |
| Range |
0.0100 |
0.0046 |
-0.0054 |
-54.0% |
0.0179 |
| ATR |
0.0062 |
0.0062 |
0.0000 |
-0.6% |
0.0000 |
| Volume |
134 |
75 |
-59 |
-44.0% |
4,374 |
|
| Daily Pivots for day following 21-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1749 |
1.1722 |
1.1628 |
|
| R3 |
1.1703 |
1.1676 |
1.1616 |
|
| R2 |
1.1657 |
1.1657 |
1.1611 |
|
| R1 |
1.1630 |
1.1630 |
1.1607 |
1.1644 |
| PP |
1.1611 |
1.1611 |
1.1611 |
1.1618 |
| S1 |
1.1584 |
1.1584 |
1.1599 |
1.1598 |
| S2 |
1.1565 |
1.1565 |
1.1595 |
|
| S3 |
1.1519 |
1.1538 |
1.1590 |
|
| S4 |
1.1473 |
1.1492 |
1.1578 |
|
|
| 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 |
1.1674 |
1.1522 |
0.0153 |
1.3% |
0.0067 |
0.6% |
53% |
False |
False |
879 |
| 10 |
1.1674 |
1.1454 |
0.0221 |
1.9% |
0.0064 |
0.6% |
68% |
False |
False |
475 |
| 20 |
1.1727 |
1.1454 |
0.0273 |
2.4% |
0.0053 |
0.5% |
55% |
False |
False |
257 |
| 40 |
1.2016 |
1.1454 |
0.0563 |
4.8% |
0.0043 |
0.4% |
27% |
False |
False |
200 |
| 60 |
1.2069 |
1.1454 |
0.0615 |
5.3% |
0.0047 |
0.4% |
24% |
False |
False |
147 |
| 80 |
1.2069 |
1.1454 |
0.0615 |
5.3% |
0.0044 |
0.4% |
24% |
False |
False |
116 |
| 100 |
1.2111 |
1.1454 |
0.0658 |
5.7% |
0.0042 |
0.4% |
23% |
False |
False |
97 |
| 120 |
1.2188 |
1.1454 |
0.0735 |
6.3% |
0.0044 |
0.4% |
20% |
False |
False |
84 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1834 |
|
2.618 |
1.1759 |
|
1.618 |
1.1713 |
|
1.000 |
1.1685 |
|
0.618 |
1.1667 |
|
HIGH |
1.1639 |
|
0.618 |
1.1621 |
|
0.500 |
1.1616 |
|
0.382 |
1.1610 |
|
LOW |
1.1593 |
|
0.618 |
1.1564 |
|
1.000 |
1.1547 |
|
1.618 |
1.1518 |
|
2.618 |
1.1472 |
|
4.250 |
1.1397 |
|
|
| Fisher Pivots for day following 21-Nov-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.1616 |
1.1624 |
| PP |
1.1611 |
1.1617 |
| S1 |
1.1607 |
1.1610 |
|