CME Euro FX (E) Future March 2019
| Trading Metrics calculated at close of trading on 16-Nov-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Nov-2018 |
16-Nov-2018 |
Change |
Change % |
Previous Week |
| Open |
1.1445 |
1.1449 |
0.0005 |
0.0% |
1.1452 |
| High |
1.1487 |
1.1545 |
0.0058 |
0.5% |
1.1545 |
| Low |
1.1398 |
1.1446 |
0.0048 |
0.4% |
1.1353 |
| Close |
1.1477 |
1.1537 |
0.0060 |
0.5% |
1.1537 |
| Range |
0.0089 |
0.0100 |
0.0011 |
11.8% |
0.0192 |
| ATR |
0.0077 |
0.0079 |
0.0002 |
2.1% |
0.0000 |
| Volume |
13,583 |
6,786 |
-6,797 |
-50.0% |
34,811 |
|
| Daily Pivots for day following 16-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1808 |
1.1772 |
1.1592 |
|
| R3 |
1.1708 |
1.1672 |
1.1564 |
|
| R2 |
1.1609 |
1.1609 |
1.1555 |
|
| R1 |
1.1573 |
1.1573 |
1.1546 |
1.1591 |
| PP |
1.1509 |
1.1509 |
1.1509 |
1.1518 |
| S1 |
1.1473 |
1.1473 |
1.1528 |
1.1491 |
| S2 |
1.1410 |
1.1410 |
1.1519 |
|
| S3 |
1.1310 |
1.1374 |
1.1510 |
|
| S4 |
1.1211 |
1.1274 |
1.1482 |
|
|
| Weekly Pivots for week ending 16-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2054 |
1.1988 |
1.1643 |
|
| R3 |
1.1862 |
1.1796 |
1.1590 |
|
| R2 |
1.1670 |
1.1670 |
1.1572 |
|
| R1 |
1.1604 |
1.1604 |
1.1555 |
1.1637 |
| PP |
1.1478 |
1.1478 |
1.1478 |
1.1495 |
| S1 |
1.1412 |
1.1412 |
1.1519 |
1.1445 |
| S2 |
1.1286 |
1.1286 |
1.1502 |
|
| S3 |
1.1094 |
1.1220 |
1.1484 |
|
| S4 |
1.0902 |
1.1028 |
1.1431 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1545 |
1.1353 |
0.0192 |
1.7% |
0.0089 |
0.8% |
96% |
True |
False |
6,962 |
| 10 |
1.1645 |
1.1353 |
0.0292 |
2.5% |
0.0081 |
0.7% |
63% |
False |
False |
4,583 |
| 20 |
1.1700 |
1.1353 |
0.0347 |
3.0% |
0.0076 |
0.7% |
53% |
False |
False |
3,225 |
| 40 |
1.1989 |
1.1353 |
0.0636 |
5.5% |
0.0074 |
0.6% |
29% |
False |
False |
2,338 |
| 60 |
1.1989 |
1.1353 |
0.0636 |
5.5% |
0.0073 |
0.6% |
29% |
False |
False |
1,622 |
| 80 |
1.1989 |
1.1353 |
0.0636 |
5.5% |
0.0066 |
0.6% |
29% |
False |
False |
1,224 |
| 100 |
1.2003 |
1.1353 |
0.0650 |
5.6% |
0.0061 |
0.5% |
28% |
False |
False |
988 |
| 120 |
1.2110 |
1.1353 |
0.0757 |
6.6% |
0.0062 |
0.5% |
24% |
False |
False |
831 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1968 |
|
2.618 |
1.1805 |
|
1.618 |
1.1706 |
|
1.000 |
1.1645 |
|
0.618 |
1.1606 |
|
HIGH |
1.1545 |
|
0.618 |
1.1507 |
|
0.500 |
1.1495 |
|
0.382 |
1.1484 |
|
LOW |
1.1446 |
|
0.618 |
1.1384 |
|
1.000 |
1.1346 |
|
1.618 |
1.1285 |
|
2.618 |
1.1185 |
|
4.250 |
1.1023 |
|
|
| Fisher Pivots for day following 16-Nov-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.1523 |
1.1515 |
| PP |
1.1509 |
1.1492 |
| S1 |
1.1495 |
1.1470 |
|