CME Euro FX (E) Future June 2019
| Trading Metrics calculated at close of trading on 28-Nov-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Nov-2018 |
28-Nov-2018 |
Change |
Change % |
Previous Week |
| Open |
1.1516 |
1.1483 |
-0.0033 |
-0.3% |
1.1623 |
| High |
1.1533 |
1.1592 |
0.0059 |
0.5% |
1.1674 |
| Low |
1.1497 |
1.1478 |
-0.0020 |
-0.2% |
1.1545 |
| Close |
1.1501 |
1.1581 |
0.0080 |
0.7% |
1.1547 |
| Range |
0.0036 |
0.0115 |
0.0079 |
218.1% |
0.0129 |
| ATR |
0.0059 |
0.0063 |
0.0004 |
6.7% |
0.0000 |
| Volume |
53 |
776 |
723 |
1,364.2% |
341 |
|
| Daily Pivots for day following 28-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1894 |
1.1852 |
1.1643 |
|
| R3 |
1.1779 |
1.1737 |
1.1612 |
|
| R2 |
1.1665 |
1.1665 |
1.1601 |
|
| R1 |
1.1623 |
1.1623 |
1.1591 |
1.1644 |
| PP |
1.1550 |
1.1550 |
1.1550 |
1.1561 |
| S1 |
1.1508 |
1.1508 |
1.1570 |
1.1529 |
| S2 |
1.1436 |
1.1436 |
1.1560 |
|
| S3 |
1.1321 |
1.1394 |
1.1549 |
|
| S4 |
1.1207 |
1.1279 |
1.1518 |
|
|
| 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 |
1.1639 |
1.1478 |
0.0161 |
1.4% |
0.0061 |
0.5% |
64% |
False |
True |
210 |
| 10 |
1.1674 |
1.1478 |
0.0197 |
1.7% |
0.0067 |
0.6% |
52% |
False |
True |
547 |
| 20 |
1.1727 |
1.1454 |
0.0273 |
2.4% |
0.0057 |
0.5% |
47% |
False |
False |
293 |
| 40 |
1.1851 |
1.1454 |
0.0397 |
3.4% |
0.0044 |
0.4% |
32% |
False |
False |
219 |
| 60 |
1.2069 |
1.1454 |
0.0615 |
5.3% |
0.0047 |
0.4% |
21% |
False |
False |
157 |
| 80 |
1.2069 |
1.1454 |
0.0615 |
5.3% |
0.0047 |
0.4% |
21% |
False |
False |
128 |
| 100 |
1.2082 |
1.1454 |
0.0629 |
5.4% |
0.0044 |
0.4% |
20% |
False |
False |
107 |
| 120 |
1.2176 |
1.1454 |
0.0722 |
6.2% |
0.0045 |
0.4% |
18% |
False |
False |
92 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2079 |
|
2.618 |
1.1892 |
|
1.618 |
1.1777 |
|
1.000 |
1.1707 |
|
0.618 |
1.1663 |
|
HIGH |
1.1592 |
|
0.618 |
1.1548 |
|
0.500 |
1.1535 |
|
0.382 |
1.1521 |
|
LOW |
1.1478 |
|
0.618 |
1.1407 |
|
1.000 |
1.1363 |
|
1.618 |
1.1292 |
|
2.618 |
1.1178 |
|
4.250 |
1.0991 |
|
|
| Fisher Pivots for day following 28-Nov-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.1565 |
1.1565 |
| PP |
1.1550 |
1.1550 |
| S1 |
1.1535 |
1.1535 |
|