CME Euro FX (E) Future June 2019
| Trading Metrics calculated at close of trading on 26-Nov-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Nov-2018 |
26-Nov-2018 |
Change |
Change % |
Previous Week |
| Open |
1.1608 |
1.1541 |
-0.0067 |
-0.6% |
1.1623 |
| High |
1.1629 |
1.1561 |
-0.0068 |
-0.6% |
1.1674 |
| Low |
1.1545 |
1.1538 |
-0.0008 |
-0.1% |
1.1545 |
| Close |
1.1547 |
1.1538 |
-0.0009 |
-0.1% |
1.1547 |
| Range |
0.0084 |
0.0024 |
-0.0060 |
-71.9% |
0.0129 |
| ATR |
0.0063 |
0.0060 |
-0.0003 |
-4.5% |
0.0000 |
| Volume |
124 |
26 |
-98 |
-79.0% |
341 |
|
| Daily Pivots for day following 26-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1616 |
1.1600 |
1.1550 |
|
| R3 |
1.1592 |
1.1577 |
1.1544 |
|
| R2 |
1.1569 |
1.1569 |
1.1542 |
|
| R1 |
1.1553 |
1.1553 |
1.1540 |
1.1549 |
| PP |
1.1545 |
1.1545 |
1.1545 |
1.1543 |
| S1 |
1.1530 |
1.1530 |
1.1535 |
1.1526 |
| S2 |
1.1522 |
1.1522 |
1.1533 |
|
| S3 |
1.1498 |
1.1506 |
1.1531 |
|
| S4 |
1.1475 |
1.1483 |
1.1525 |
|
|
| Weekly Pivots for week ending 23-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1976 |
1.1890 |
1.1617 |
|
| R3 |
1.1847 |
1.1761 |
1.1582 |
|
| R2 |
1.1718 |
1.1718 |
1.1570 |
|
| R1 |
1.1632 |
1.1632 |
1.1558 |
1.1610 |
| PP |
1.1589 |
1.1589 |
1.1589 |
1.1578 |
| S1 |
1.1503 |
1.1503 |
1.1535 |
1.1481 |
| S2 |
1.1460 |
1.1460 |
1.1523 |
|
| S3 |
1.1331 |
1.1374 |
1.1511 |
|
| S4 |
1.1202 |
1.1245 |
1.1476 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1674 |
1.1538 |
0.0137 |
1.2% |
0.0062 |
0.5% |
0% |
False |
True |
73 |
| 10 |
1.1674 |
1.1454 |
0.0221 |
1.9% |
0.0065 |
0.6% |
38% |
False |
False |
474 |
| 20 |
1.1727 |
1.1454 |
0.0273 |
2.4% |
0.0052 |
0.5% |
31% |
False |
False |
259 |
| 40 |
1.1880 |
1.1454 |
0.0427 |
3.7% |
0.0042 |
0.4% |
20% |
False |
False |
200 |
| 60 |
1.2069 |
1.1454 |
0.0615 |
5.3% |
0.0047 |
0.4% |
14% |
False |
False |
147 |
| 80 |
1.2069 |
1.1454 |
0.0615 |
5.3% |
0.0045 |
0.4% |
14% |
False |
False |
118 |
| 100 |
1.2111 |
1.1454 |
0.0658 |
5.7% |
0.0043 |
0.4% |
13% |
False |
False |
99 |
| 120 |
1.2188 |
1.1454 |
0.0735 |
6.4% |
0.0044 |
0.4% |
11% |
False |
False |
85 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1661 |
|
2.618 |
1.1623 |
|
1.618 |
1.1599 |
|
1.000 |
1.1585 |
|
0.618 |
1.1576 |
|
HIGH |
1.1561 |
|
0.618 |
1.1552 |
|
0.500 |
1.1549 |
|
0.382 |
1.1546 |
|
LOW |
1.1538 |
|
0.618 |
1.1523 |
|
1.000 |
1.1514 |
|
1.618 |
1.1499 |
|
2.618 |
1.1476 |
|
4.250 |
1.1438 |
|
|
| Fisher Pivots for day following 26-Nov-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.1549 |
1.1588 |
| PP |
1.1545 |
1.1571 |
| S1 |
1.1541 |
1.1554 |
|