CME Euro FX (E) Future June 2019
| Trading Metrics calculated at close of trading on 29-Nov-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Nov-2018 |
29-Nov-2018 |
Change |
Change % |
Previous Week |
| Open |
1.1483 |
1.1590 |
0.0108 |
0.9% |
1.1623 |
| High |
1.1592 |
1.1593 |
0.0001 |
0.0% |
1.1674 |
| Low |
1.1478 |
1.1555 |
0.0077 |
0.7% |
1.1545 |
| Close |
1.1581 |
1.1590 |
0.0010 |
0.1% |
1.1547 |
| Range |
0.0115 |
0.0039 |
-0.0076 |
-66.4% |
0.0129 |
| ATR |
0.0063 |
0.0061 |
-0.0002 |
-2.8% |
0.0000 |
| Volume |
776 |
193 |
-583 |
-75.1% |
341 |
|
| Daily Pivots for day following 29-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1695 |
1.1681 |
1.1611 |
|
| R3 |
1.1656 |
1.1642 |
1.1601 |
|
| R2 |
1.1618 |
1.1618 |
1.1597 |
|
| R1 |
1.1604 |
1.1604 |
1.1594 |
1.1609 |
| PP |
1.1579 |
1.1579 |
1.1579 |
1.1582 |
| S1 |
1.1565 |
1.1565 |
1.1586 |
1.1571 |
| S2 |
1.1541 |
1.1541 |
1.1583 |
|
| S3 |
1.1502 |
1.1527 |
1.1579 |
|
| S4 |
1.1464 |
1.1488 |
1.1569 |
|
|
| 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 |
1.1629 |
1.1478 |
0.0151 |
1.3% |
0.0059 |
0.5% |
75% |
False |
False |
234 |
| 10 |
1.1674 |
1.1478 |
0.0197 |
1.7% |
0.0063 |
0.5% |
57% |
False |
False |
556 |
| 20 |
1.1727 |
1.1454 |
0.0273 |
2.4% |
0.0059 |
0.5% |
50% |
False |
False |
303 |
| 40 |
1.1851 |
1.1454 |
0.0397 |
3.4% |
0.0044 |
0.4% |
34% |
False |
False |
223 |
| 60 |
1.2069 |
1.1454 |
0.0615 |
5.3% |
0.0046 |
0.4% |
22% |
False |
False |
159 |
| 80 |
1.2069 |
1.1454 |
0.0615 |
5.3% |
0.0047 |
0.4% |
22% |
False |
False |
130 |
| 100 |
1.2069 |
1.1454 |
0.0615 |
5.3% |
0.0044 |
0.4% |
22% |
False |
False |
108 |
| 120 |
1.2176 |
1.1454 |
0.0722 |
6.2% |
0.0045 |
0.4% |
19% |
False |
False |
93 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1757 |
|
2.618 |
1.1694 |
|
1.618 |
1.1655 |
|
1.000 |
1.1632 |
|
0.618 |
1.1617 |
|
HIGH |
1.1593 |
|
0.618 |
1.1578 |
|
0.500 |
1.1574 |
|
0.382 |
1.1569 |
|
LOW |
1.1555 |
|
0.618 |
1.1531 |
|
1.000 |
1.1516 |
|
1.618 |
1.1492 |
|
2.618 |
1.1454 |
|
4.250 |
1.1391 |
|
|
| Fisher Pivots for day following 29-Nov-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.1585 |
1.1572 |
| PP |
1.1579 |
1.1554 |
| S1 |
1.1574 |
1.1535 |
|